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Related papers: A Definition Scheme for Quantitative Bisimulation

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The goal of this article is to describe the concepts of system dynamics and its applications to the simulation modeling of financial institutions daily activity. The hybrid method of the re-engineering of banking business processes based…

General Finance · Quantitative Finance 2009-12-08 Mikhail I. Rumyantsev

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2016-09-08 O. V. Usatenko , V. A. Yampol'skii , K. E. Kechedzhy , S. S. Mel'nyk

Symbolic models are abstract descriptions of continuous systems in which symbols represent aggregates of continuous states. In the last few years there has been a growing interest in the use of symbolic models as a tool for mitigating…

Optimization and Control · Mathematics 2007-07-31 Giordano Pola , Paulo Tabuada

We describe some basic results for Quantum Stochastic Processes and present some new results about a certain class of processes which are associated to Quantum Iterated Function Systems (QIFS). We discuss questions related to the Markov…

Dynamical Systems · Mathematics 2011-08-23 A. Baraviera , C. F. Lardizabal , Artur O. Lopes , M. Terra Cunha

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Yifan Hu , Yuante Li , Peiyuan Liu , Yuxia Zhu , Naiqi Li , Tao Dai , Shu-tao Xia , Dawei Cheng , Changjun Jiang

The orbit of a point $x\in X$ in a classical iterated function system (IFS) can be defined as $\{f_u(x)=f_{u_n}\circ\cdots \circ f_{u_1}(x):$ $u=u_1\cdots u_n$ is a word of a full shift $\Sigma$ on finite symbols and $f_{u_i}$ is a…

Dynamical Systems · Mathematics 2022-03-30 Dawoud Ahmadi Dastjerdi , Mahdi Aghaee

This work introduces a notion of approximate probabilistic trace equivalence for labelled Markov chains, and relates this new concept to the known notion of approximate probabilistic bisimulation. In particular this work shows that the…

Logic in Computer Science · Computer Science 2017-04-28 Gaoang Bian , Alessandro Abate

Integrated information theory (IIT) has established itself as one of the leading theories for the study of consciousness. IIT essentially proposes that quantitative consciousness is identical to maximally integrated conceptual information,…

Neurons and Cognition · Quantitative Biology 2017-03-06 Stephan Krohn , Dirk Ostwald

Stochastic switched systems are a relevant class of stochastic hybrid systems with probabilistic evolution over a continuous domain and control-dependent discrete dynamics over a finite set of modes. In the past few years several different…

Optimization and Control · Mathematics 2014-07-11 Majid Zamani , Alessandro Abate , Antoine Girard

The notion of quiescence - the absence of outputs - is vital in both behavioural modelling and testing theory. Although the need for quiescence was already recognised in the 90s, it has only been treated as a second-class citizen thus far.…

Software Engineering · Computer Science 2012-02-29 Gerjan Stokkink , Mark Timmer , Mariëlle Stoelinga

Probabilistic automata (PAs) have been successfully applied in formal verification of concurrent and stochastic systems. Efficient model checking algorithms have been studied, where the most often used logics for expressing properties are…

Logic in Computer Science · Computer Science 2015-07-01 Lei Song , Lijun Zhang , Jens Chr. Godskesen , Flemming Nielson

Weighted automata are non-deterministic automata where the transitions are equipped with weights. They can model quantitative aspects of systems like costs or energy consumption. The value of a run can be computed, for example, as the…

Logic in Computer Science · Computer Science 2015-06-22 Manfred Droste , Vitaly Perevoshchikov

Learning generalizeable policies from visual input in the presence of visual distractions is a challenging problem in reinforcement learning. Recently, there has been renewed interest in bisimulation metrics as a tool to address this issue;…

Machine Learning · Computer Science 2022-01-31 Martin Bertran , Walter Talbott , Nitish Srivastava , Joshua Susskind

There has been a growing interest in defining models of automata enriched with time, such as finite automata extended with clocks (timed automata). In this paper, we study deterministic timed finite state machines (TFSMs), i.e., finite…

Formal Languages and Automata Theory · Computer Science 2021-03-09 Davide Bresolin , Khaled El-Fakih , Tiziano Villa , Nina Yevtushenko

Stochastic large scale interacting systems can be studied via the observables, i.e. functions on the underlying configuration space. In our previous article, we introduced the concept of uniform functions, which are suitable class of…

Probability · Mathematics 2024-08-26 Kenichi Bannai , Makiko Sasada

Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…

Machine Learning · Computer Science 2025-05-26 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

Fuzzy set theory opens new vistas in computability theory and here I show this by defining a new computational metaphor--the fuzzy chemical metaphor. This metaphor is an extension of the chemical metaphor. In particular, I introduce the…

Formal Languages and Automata Theory · Computer Science 2009-03-23 Apostolos Syropoulos

Topos quantum theory provides representations of quantum states as direct generalizations of the probability distribution, namely probability valuation. In this article, we consider extensions of a known bijective correspondence between…

Quantum Physics · Physics 2017-05-18 Jisho Miyazaki

This paper develops a decision algorithm for weak bisimulation on Markov Automata (MA). For that purpose, different notions of vanishing state (a concept known from the area of Generalised Stochastic Petri Nets) are defined. Vanishing…

Logic in Computer Science · Computer Science 2014-05-01 Johann Schuster , Markus Siegle

This paper investigates stochastic nondeterminism on continuous state spaces by relating nondeterministic kernels and stochastic effectivity functions to each other. Nondeterministic kernels are functions assigning each state a set o…

Logic in Computer Science · Computer Science 2015-07-07 Ernst-Erich Doberkat , Pedro Sánchez Terraf