Related papers: Reversibility in Queueing Models
This paper presents a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency…
One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
Motion under stochastic resetting serves to model a myriad of processes in physics and beyond, but in most cases studied to date resetting to the origin was assumed to take zero time or a time decoupled from the spatial position at the…
If a system is at thermodynamic equilibrium, an observer cannot tell whether a film of it is being played forward or in reverse: any transition will occur with the same frequency in the forward as in the reverse direction. However, if…
Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…
Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…
One-to-one reversible automata are introduced. Their applicability to a modelling of the quantum mechanical measurement process is discussed.
In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…
A Markov decision problem is called reversible if the stationary controlled Markov chain is reversible under every stationary Markovian strategy. A natural application in which such problems arise is in the control of Metropolis-Hastings…
Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…
We know that maximal efficiency in physical systems is attained by reversible processes. It is then interesting to see how irreversibility affects efficiency in other systems, e.g., in a city. In this study, we focus on a cyclic process of…
A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…
The transition probability for time-dependent unitary evolution is invariant under the reversal of protocols just as in the classical Liouvillian dynamics. In this article, we generalize the expression of microscopic reversibility to…
In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…
It has been known for nearly a decade that deterministically modeled reaction networks that are weakly reversible and consist of a single linkage class have trajectories that are bounded from both above and below by positive constants (so…