Related papers: Equivalence classes and local asymptotic normality…
The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…
In this paper, we study an asymptotic approximation of the Fisher information for the estimation of a scalar parameter using quantized measurements. We show that, as the number of quantization intervals tends to infinity, the loss of Fisher…
We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
We continue the analysis of nontrivial examples of quantum Markov processes. This is done by applying the construction of entangled Markov chains obtained from classical Markov chains with infinite state--space. The formula giving the joint…
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigations of limiting behavior of Markov processes. Several interesting properties of the ergodicity coefficient of a positive mapping defined on…
We investigate the asymptotic stability and ergodic properties of quantum trajectories under imperfect measurement, extending previous results established for the ideal case of perfect measurement. We establish a necessary and sufficient…
The Kolmogorov consistency condition (KCC) defines the statistical boundary between classical and quantum dynamics. Its violation signifies the breakdown of a classical Markov description of temporal correlations. In this work, we establish…
Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…
As an intrinsically-unbiased approach, quantum Monte Carlo (QMC) is of vital importance in understanding correlated phases of matter. Unfortunately, it often suffers notorious sign problem when simulating interacting fermion models. Here,…
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameter $\sigma^2$ in the model $Z_{i,n}=\sigma n^{-\beta}X_i+Y_i,i=1,\ldots,n,\beta>0$ with…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…
Using a newly introduced connection between the local and non-local description of open quantum system dynamics, we investigate the relationship between these two characterisations in the case of quantum semi-Markov processes. This class of…
In this paper, we develop methods of nonlinear filtering and prediction of an unobservable Markov chain with a finite set of states. This Markov chain controls coefficients of AR(p) model. Using observations generated by AR(p) model we have…
This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…
Uncertainty relations represent a foundational principle in quantum mechanics, imposing inherent limits on the precision with which \textit{mechanically} conjugate variables such as position and momentum can be simultaneously determined.…
We study the statistical and dynamical properties of the quantum triangle map, whose classical counterpart can exhibit ergodic and mixing dynamics, but is never chaotic. Numerical results show that ergodicity is a sufficient condition for…
Relation between equicontinuity, the so called e property and stability of Markov operators is studied. In particular, it is shown that any asymptotically stable Markov operator with an invariant measure such that the interior of its…
We prove that any asymptotics of a finite-dimensional quantum Markov processes can be formulated in the form of a generalized Jaynes principle in the discrete as well as in the continuous case. Surprisingly, we find that the open system…