Related papers: Loop measures without transition probabilities

In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…

Consider a Markov chain $(X_n)_{n\geqslant 0}$ with values in the state space $\mathbb X$. Let $f$ be a real function on $\mathbb X$ and set $S_0=0,$ $S_n = f(X_1)+\cdots + f(X_n),$ $n\geqslant 1$. Let $\mathbb P_x$ be the probability…

In this paper, we study a class of quasi-invariant measures on paths generated by discrete dynamical systems. Our main result characterizes the subfamily of these measures which admit a certain desintegration. This is a desintegration with…

While it is known that Tr(\rho^n) can be measured directly (i.e., without first reconstructing the density matrix) by performing joint measurements on n copies of the same state rho, it is shown here that random measurements on single…

A model-free measure of coupling between dynamical variables is built from time series embedding principle. The approach described does not require a mathematical form for the dynamics to be assumed. The approach also does not require…

We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected…

We provide sufficient conditions for the uniqueness of an invariant measure of a Markov process as well as for the weak convergence of transition probabilities to the invariant measure. Our conditions are formulated in terms of generalized…

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal…

We consider impulsive dynamical systems defined on compact metric spaces and their respective impulsive semiflows. We establish sufficient conditions for the existence of probability measures which are invariant by such impulsive semiflows.…

We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on {0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results…

In [Muhl2019], Peter M\"uhlbacher showed that in the random loop model without loop weights, a loop phase transition (assuming it exists) cannot occur at the same parameter as the percolation phase transition of the occupied edges. In this…

An integral criterion for the existence of an invariant measure of an It\^{o} process is developed. This new criterion is based on the probabilistic symbol of the It\^{o} process. In contrast to the standard integral criterion for invariant…

We analyze two recently proposed measures of non-Markovianity: one based on the concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a toy model to show that these two…

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…

We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal…

In this article, we propose a least squares method for the estimation of the transition density in bifurcating Markov models. Unlike the kernel estimation, this method do not use the quotient which can be a source of errors. In order to…

The classical condition on the existence of uniformly exponentially consistent tests for testing the true density against the complement of its arbitrary neighborhood has been widely adopted in study of asymptotics of Bayesian nonparametric…

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…