Related papers: On Hidden Markov Processes with Infinite Excess En…
We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…
For an infinite system of particles arriving in and departing from a habitat $X$ -- a locally compact Polish space with a positive Radon measure $\chi$ -- a Markov process is constructed in an explicit way. Along with its location $x\in X$,…
Recently, Samorodnitsky proved a strengthened version of Mrs. Gerber's Lemma, where the output entropy of a binary symmetric channel is bounded in terms of the average entropy of the input projected on a random subset of coordinates. Here,…
Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…
The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time averages around the ergodic limit. Whether a numerical…
We quantify the consequences of a private key leakage and private randomness generated during quantum key distribution. We provide simple lower bounds on the one-way distillable key after the leakage has been detected. We also show that the…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
We present a sufficient condition for a non-injective function of a Markov chain to be a second-order Markov chain with the same entropy rate as the original chain. This permits an information-preserving state space reduction by merging…
A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-colors nodes. The interaction is local and described through…
The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…
We study the frontier between learnable and unlearnable hidden Markov models (HMMs). HMMs are flexible tools for clustering dependent data coming from unknown populations. The model parameters are known to be fully identifiable (up to…
In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…
Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…
Stationary quantum information sources emit sequences of correlated qudits -- that is, structured quantum stochastic processes. If an observer performs identical measurements on a qudit sequence, the outcomes are a realization of a…
We consider an $n$-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient condition for the $n$-tuple to exhibit a…
We introduce an effective thermodynamics for multipartite entangled pure states and derive an upper bound on extractable energy with feedback control from a subsystem under a local Hamiltonian. The inequality that gives the upper bound…
Non-Markovian quantum processes exhibit different memory effects when measured in different ways; an unambiguous characterization of memory length requires accounting for the sequence of instruments applied to probe the system dynamics.…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…