Related papers: Semi-Markov approach to continuous time random wal…
In this work a Feynman-Kac path integral method based on Levy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schroedinger equations arising in interacting systems in fractional quantum…
The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…
In this paper we present a novel method for estimating the parameters of a parametric diffusion processes. Our approach is based on a closed-form Maximum Likelihood estimator for an approximating Continuous Time Markov Chain (CTMC) of the…
This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…
Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…
This paper extends to Continuous-Time Jump Markov Decision Processes (CTJMDP) the classic result for Markov Decision Processes stating that, for a given initial state distribution, for every policy there is a (randomized) Markov policy,…
A continuous-time Markov chain (CTMC) execution is a continuous class of probability distributions over states. This paper proposes a probabilistic linear-time temporal logic, namely continuous-time linear logic (CLL), to reason about the…
We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…
Labeled continuous-time Markov chains (CTMCs) describe processes subject to random timing and partial observability. In applications such as runtime monitoring, we must incorporate past observations. The timing of these observations matters…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was found that the framework of fractional calculus and its…
Fractional extensions of the cable equation have been proposed in the literature to describe transmembrane potential in spiny dendrites. The anomalous behavior has been related in the literature to the geometrical properties of the system,…
Given the recent advances in quantum technology, the complexity of quantum states is an important notion. The idea of the Krylov spread complexity has come into focus recently with the goal of capturing this in a quantitative way. The…
The discrete time quantum walk (DTQW) is a universal quantum computational model. Significant relationships between discrete and corresponding continuous quantum systems have been studied since the work of Pauli and Feynman. This work…
Continuous time quantum walks (CTQW) do not necessarily perform better than their classical counterparts, the continuous time random walks (CTRW). For one special graph, where a recent analysis showed that in a particular direction of…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30,197-207, (1986)…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
We introduce a discrete-time quantum random walk (QRW) framework for spatial epidemic modelling on a two-dimensional square lattice and compare its dynamics to classical random-walk SIR models. In our model, each infected site spawns a…
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…