Related papers: Processes with a Local Deterministic Interaction: …
We consider the problem of identifying parameters of a particular class of Markov chains, called Bernoulli Autoregressive (BAR) processes. The structure of any BAR model is encoded by a directed graph. Incoming edges to a node in the graph…
We construct the time evolution of Kawasaki dynamics for a spatial infinite particle system in terms of generating functionals. This is carried out by an Ovsjannikov-type result in a scale of Banach spaces, which leads to a local (in time)…
We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
Master equations are typically adopted to describe the dynamics of open quantum systems. Such equations are either in integro-differential or in time-local form, with the latter class more frequently adopted due to the simpler numerical…
We address the common yet often-overlooked selection bias in interventional studies, where subjects are selectively enrolled into experiments. For instance, participants in a drug trial are usually patients of the relevant disease; A/B…
We study when a multipartite non--local unitary operation can deterministically or probabilistically simulate another one when local operations of a certain kind -in some cases including also classical communication- are allowed. In the…
We present some rigorous results on the absence of a wide class of invariant measures for dynamical systems possessing attractors. We then consider a generalization of the classical nonholonomic Suslov problem which shows how previous…
Within the framework of quantum mechanics working with one-dimensional, manifestly non-Hermitian Hamiltonians $H=T+V$ the traditional class of the exactly solvable models with local point interactions $V=V(x)$ is generalized. The…
We establish the existence of stationary Gibbsian point processes for interactions that act on hyperedges between the points. For example, such interactions can depend on Delaunay edges or triangles, cliques of Voronoi cells or clusters of…
Markov decision processes continue to gain in popularity for modeling a wide range of applications ranging from analysis of supply chains and queuing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend…
We consider a causal inference model in which individuals interact in a social network and they may not comply with the assigned treatments. In particular, we suppose that the form of network interference is unknown to researchers. To…
We observe the actions of a $K$ sub-sample of $N$ individuals up to time $t$ for some large $K<N$. We model the relationships of individuals by i.i.d. Bernoulli($p$)-random variables, where $p\in (0,1]$ is an unknown parameter. The rate of…
The continuous time Markov process considered in this paper belongs to a class of population models with linear growth and catastrophes. There, the catastrophes happen at the arrival times of a Poisson process, and at each catastrophe time,…
We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…
For a given ergodic measure preserving transformation T of a standard measure space each finite labelled partition defines an ergodic stationary process. There is a complete metric on the space of partitions which is separable. Various…
Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…
In this paper we study coupled fully non-local equations, where a linear non-local operator jointly acts on the time and space variables. We establish existence and uniqueness of the solution. A maximum principle is proved and used to…
We introduce new entanglement measures on the set of density operators on tensor product Hilbert spaces. These measures are based on the greatest cross norm on the tensor product of the sets of trace class operators on Hilbert space. We…
Quantum mechanics, in principle, allows for processes with indefinite causal order. However, most of these causal anomalies have not yet been detected experimentally. We show that every such process can be simulated experimentally by means…