Related papers: Nearest neighbor Markov dynamics on Macdonald proc…
We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
We introduce two new exactly solvable (stochastic) interacting particle systems which are discrete time versions of q-TASEP. We call these geometric and Bernoulli discrete time q-TASEP. We obtain concise formulas for expectations of a large…
Introduced by Okounkov and Reshetikhin, the Schur process is known to be a determinantal point process, meaning that its correlation functions are minors of a single correlation kernel matrix. Previously, this was derived using…
We prove one-to-one correspondences between certain decreasing Loewner chains in the upper half-plane, a special class of real-valued Markov processes, and quantum stochastic processes with monotonically independent additive increments.…
Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is…
We characterize a class of superclassical non-Markovian open quantum system dynamics that are defined by their lack of measurement invasiveness when the corresponding observable commutates with the pre-measurement state. This diagonal…
This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…
Trade-off relations place fundamental limits on the operations that physical systems can perform. This Letter presents a trade-off relation that bounds the correlation function, which measures the relationship between a system's current and…
A probabilistic Markov Chain (MC) surrogate model for a two-dimensional system of interacting particles within a square domain having inherent symmetries is developed. Particles are assumed to be circular and identical, colliding with each…
In two phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry…
Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…
This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label…
A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…
As is well known, one-dimensional systems with interactions restricted to first nearest neighbors admit a full analytically exact statistical-mechanical solution. This is essentially due to the fact that the knowledge of the first…
We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…
We derive a thermodynamic uncertainty relation for general open quantum dynamics, described by a joint unitary evolution on a composite system comprising a system and an environment. By measuring the environmental state after the…