Related papers: Measurable Stochastics for Brane Calculus
We present an approach for flux analysis in process algebra models of biological systems. We perceive flux as the flow of resources in stochastic simulations. We resort to an established correspondence between event structures, a broadly…
The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…
ProbNetKAT is a probabilistic extension of NetKAT with a denotational semantics based on Markov kernels. The language is expressive enough to generate continuous distributions, which raises the question of how to compute effectively in the…
This article develops a novel operational semantics for probabilistic control-flow graphs (pCFGs) of probabilistic imperative programs with random assignment and "observe" (or conditioning) statements. The semantics transforms probability…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…
Stochastic network calculus is a theory for stochastic service guarantee analysis of computer communication networks. In the current stochastic network calculus literature, its traffic and server models are typically based on the cumulative…
This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of…
This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…
Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…
We develop the operational semantics of an untyped probabilistic lambda-calculus with continuous distributions, as a foundation for universal probabilistic programming languages such as Church, Anglican, and Venture. Our first contribution…
Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…
Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…
We present a model for compositional distributional semantics related to the framework of Coecke et al. (2010), and emulating formal semantics by representing functions as tensors and arguments as vectors. We introduce a new learning method…
Statistical network calculus is the probabilistic extension of network calculus, which uses a simple envelope approach to describe arrival traffic and service available for the arrival traffic in a node. One of the key features of network…
A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
Building upon the rule-algebraic stochastic mechanics framework, we present new results on the relationship of stochastic rewriting systems described in terms of continuous-time Markov chains, their embedded discrete-time Markov chains and…