Related papers: Weak Markov Processes as Linear Systems
Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…
Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Non-Markovian processes have recently become a central topic in the study of open quantum systems. We realize experimentally non-Markovian decoherence processes of single photons by combining time delay and evolution in a…
We unveil a novel source of non-Markovianity for the dynamics of quantum systems, which appears when the system does not explore the full set of dynamical trajectories in the interaction with its environment. We term this effect…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…
This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…
For hidden Markov models one of the most popular estimates of the hidden chain is the Viterbi path -- the path maximising the posterior probability. We consider a more general setting, called the pairwise Markov model, where the joint…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…
A hidden Markov model is called observable if distinct initial laws give rise to distinct laws of the observation process. Observability implies stability of the nonlinear filter when the signal process is tight, but this need not be the…
In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…
We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit…
Recently, several authors studied small quantum systems weakly coupled to free boson or fermion fields at positive temperature. All the approaches we are aware of employ complex deformations of Liouvillians or Mourre theory (the…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…
Stochastic finite-state generators are compressed descriptions of infinite time series. Alternatively, compressed descriptions are given by quantum finite- state generators [K. Wiesner and J. P. Crutchfield, Physica D 237, 1173 (2008)].…
The propagation of nonlinear waves in one dimensional space, unsteady and compressible flow in Darcy-type porous media is analyzed. It is assumed that the weak discontinuity propagate long the characteristic path using the characteristics…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…