Related papers: Remarks on the multi-species exclusion process wit…
We construct nonlinear multiparty entanglement measures for distinguishable particles, bosons and fermions. In each case properties of an entanglement measures are related to the decomposition of the suitably chosen representation of the…
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
This work is devoted to the study of first order linear problems with involution and periodic boundary value conditions. We first prove a correspondence between a large set of such problems with different involutions to later focus our…
Gibbs sampling is a common procedure used to fit finite mixture models. However, it is known to be slow to converge when exploring correlated regions of a parameter space and so blocking correlated parameters is sometimes implemented in…
Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…
We calculate the spectral gap of the Markov matrix of the totally asymmetric simple exclusion process (TASEP) on a ring of L sites with N particles. Our derivation is simple and self-contained and extends a previous calculation that was…
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers, but typically this approach suffers from poor scalability.…
In the present paper, we consider a class of Markov processes on the discrete circle which has been introduced by K\"onig, O'Connell and Roch. These processes describe movements of exchangeable interacting particles and are discrete…
In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…
Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…
The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…
In this paper we derive sequences of Gershgorin-type inclusion sets for the spectra and pseudospectra of finite matrices. In common with previous generalisations of the classical Gershgorin bound for the spectrum, our inclusion sets are…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
We endow a system of interacting particles with two distinct, local, Markovian and reversible microscopic dynamics. Using common field-theoretic techniques used to investigate the presence of a glass transition, we find that while the…
The totally asymmetric simple exclusion process in discrete time is considered on finite rings with fixed number of particles. A translation-invariant version of the backward-ordered sequential update is defined for periodic boundary…
Models for categorical sequences typically assume exchangeable or first-order dependent sequence elements. These are common assumptions, for example, in models of computer malware traces and protein sequences. Although such simplifying…
We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…
A driven diffusive model of three types of particles that exhibits phase separation on a ring is introduced. The dynamics is local and comprises nearest neighbor exchanges that conserve each of the three species. For the case in which the…
Molecular dynamics simulations allow to study the structure and dynamics of single biomolecules in microscopic detail. However, many processes occur on time scales beyond the reach of fully atomistic simulations and require coarse-grained…
We consider a general open system dynamics and we provide a recursive method to derive the associated non-Markovian master equation in a perturbative series. The approach relies on a momenta expansion of the open system evolution. Unlike…