Related papers: Weak Markov Processes as Linear Systems
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…
We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…
Weak values, obtained from weak measurements, attempt to describe the properties of a quantum system as it evolves from an initial to a final state, without practically altering this evolution. Trajectories can be defined from weak…
The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…
Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…
Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…
Non-Markovian effects are ubiquitous in physical quantum systems and remain a significant challenge to achieving high-quality control and reliable quantum computation, but due to their inherent complexity, are rarely characterized. Past…
Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly…
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…
We introduce a hydrodynamic framework for describing monitored classical stochastic processes. We study the conditional ensembles for these monitored processes -- i.e., we compute spacetime correlation functions conditioned on a fixed,…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…
The notion of weak measurement provides a formalism for extracting information from a quantum system in the limit of vanishing disturbance to its state. Here we extend this formalism to the measurement of sequences of observables. When…
The mathematical theory of quantum feedback networks has recently been developed for general open quantum dynamical systems interacting with bosonic input fields. In this article we show, for the special case of linear dynamical systems…
In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we…
In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…
Constrained Hamiltonian dynamics of a quantum system of nonlinear oscillators is used to provide the mathematical formulation of a coarse-grained description of the quantum system. It is seen that the evolution of the coarse-grained system…
Novel constructions of empirical controllability and observability gramians for nonlinear systems for subsequent use in a balanced truncation style of model reduction are proposed. The new gramians are based on a generalisation of the…
A nonlinear quantum-classical transition wave equation is proposed for dissipative systems within the Caldirola-Kanai model. Equivalence of this transition equation to a scaled Schr\"{o}dinger equation is proved. The dissipative dynamics is…