Related papers: On Time Reversal of Piecewise Deterministic Markov…
We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…
Motivated by recent progresses in nonequilibrium Fluctuation Relations, we present a generalized time reversal for stochastic master equation systems with discrete states that is defined as a splitting of the rate matrix into irreversible…
This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…
In this paper, we consider a piecewise deterministic Markov process (PDMP), with known flow and deterministic transition measure, and unknown jump rate $\lambda$. To estimate nonparametrically the jump rate, we first construct an adaptive…
The time reversal of a completely-positive, nonequilibrium discrete-time quantum Markov evolution is derived via a suitable adjointness relation. Space-time harmonic processes are introduced for the forward and reverse-time transition…
We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
We describe the processes obtained by time reversal of a class of stationary jump-diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assuming that only one lineage survives each…
One of the fundamental challenges associated with reinforcement learning (RL) is that collecting sufficient data can be both time-consuming and expensive. In this paper, we formalize a concept of time reversal symmetry in a Markov decision…
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…
The dynamics of an open quantum system can be described by a quantum operation, a linear, complete positive map of operators. Here, I exhibit a compact expression for the time reversal of a quantum operation, which is closely analogous to…
We consider the class of Piecewise Deterministic Markov Processes (PDMP), whose state space is $\R\_{+}^{*}$, that possess an increasing deterministic motion and that shrink deterministically when they jump. Well known examples for this…
The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…
Time reversal of vast classes of phenomena has direct implications with predictability, causality and the second principle of thermodynamics. We analyze in detail time reversibility of a paradigmatic dissipative nonlinear dynamical system,…
Time-reversal symmetry allows waves to retrace their paths through complex media and refocus at their origin. However, incomplete capture and reversal of scattered waves often limits pulse recompression. We address this challenge for…
We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be…
We obtain a new relation between the distributions $\mu_t$ at different times $t\ge 0$ of the continuous-time TASEP (Totally Asymmetric Simple Exclusion Process) started from the step initial configuration. Namely, we present a…
Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…
The time reversal method in thermoacoustic tomography is used for approximating the initial pressure inside a biological object using measurements of the pressure wave made on a surface surrounding the object. This article presents error…
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…