Related papers: Entropy Rate for Hidden Markov Chains with rare tr…
We study the stochastic thermodynamics of an overdamped harmonic chain, which can be viewed equivalently as a 1D Rouse chain or as an approximate model of single file diffusion. We discuss mainly two levels of description of this system:…
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…
In this paper we propose an efficient variance reduction approach for additive functionals of Markov chains relying on a novel discrete time martingale representation. Our approach is fully non-asymptotic and does not require the knowledge…
We present a proof of strong consistency of a Ziv-Merhav-type estimator of the cross entropy rate for pairs of hidden-Markov processes. Our proof strategy has two novel aspects: the focus on decoupling properties of the laws and the use of…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
The main goal of this paper is to develop an estimate for the entropy of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We present here the detailed analytical study of the entropy for the…
A constructive proof is given to the fact that any ergodic Markov chain can be realized as a random walk subject to a synchronizing road coloring. Redundancy (ratio of extra entropy) in such a realization is also studied.
Inference for continuous-time Markov chains (CTMCs) becomes challenging when the process is only observed at discrete time points. The exact likelihood is intractable, and existing methods often struggle even in medium-dimensional…
We study the recurrence/transience phase transition for Markov chains on $\mathbb{R}_+$, $\mathbb{R}$, and $\mathbb{R}^2$ whose increments have heavy tails with exponent in $(1,2)$ and asymptotically zero mean. This is the infinite-variance…
In this paper, we prove that finite state space non parametric hidden Markov models are identifiable as soon as the transition matrix of the latent Markov chain has full rank and the emission probability distributions are linearly…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
The entropy of a hierarchical network topology in an ensemble of sparse random networks with "hidden variables" associated to its nodes, is the log-likelihood that a given network topology is present in the chosen ensemble.We obtain a…
This is the continuation of cond-mat/0505084. Elementary formulas are derived for the flow of entropy through a circuit junction in a near-critical quantum circuit, based on the structure of the energy-momentum tensor at the junction. The…
We consider nonparametric estimation of the transition operator $P$ of a Markov chain and its transition density $p$ where the singular values of $P$ are assumed to decay exponentially fast. This is for instance the case for periodised,…
In this paper, we study the minimal output entropy of EPOSIC channels. We determine the cases where their minimal output entropy is zero, and obtain some partial results on the fulfillment of their entanglement breaking property.Our results…
General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…
We have developed a method to calculate a secret key rate of a continuous-variable quantum-key-distribution scheme using four coherent states and postselection for a general model of Gaussian attacks. We assume that the transmission line…
In this paper we find, for a class of bipartite quantum states, a nontrivial lower bound on the entropy gain resulting from the action of a tensor product of identity channel with an arbitrary channel. By means of that we then estimate…
We present a novel algorithm to solve a non-linear system of equations, whose solution can be interpreted as a tight lower bound on the vector of expected hitting times of a Markov chain whose transition probabilities are only partially…
The classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the…