Related papers: Total positivity in Markov structures
Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…
We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…
Countable state Markov shifts are a natural generalization of the well-known subshifts of finite type. They are the subject of current research both for their own sake and as models for smooth dynamical systems. In this paper, we…
We provide new characterizations of two-points and some related distributions. We use properties of independence and/or identity of the distributions of suitable linear forms of random variables. Keywords: characterization of a…
We consider the problem of learning a directed graph $G^\star$ from observational data. We assume that the distribution which gives rise to the samples is Markov and faithful to the graph $G^\star$ and that there are no unobserved…
The aim of this paper is to discuss a relationship between total positivity and planar directed networks. We show that the inverse boundary problem for these networks is naturally linked with the study of the totally nonnegative…
We describe a procedure to introduce general dependence structures on a set of random variables. These include order-$q$ moving average-type structures, as well as seasonal, periodic, spatial and spatio-temporal dependences. The invariant…
We consider complete positivity of dynamics regarding subsystems of an open composite quantum system, which is subject of a completely positive dynamics. By "completely positive dynamics", we assume the dynamical maps called the completely…
We discuss the positivity of parton distribution functions using the common $\overline{MS}$ factorization scheme. We find that in the perturbative regime $\overline{MS}$ PDFs inherit the strict positivity of physical PDFs. We explicitly…
It is known that the time evolution of a subsystem from an initial state to two later times, t1, t2 (t2 > t1), are both completely positive (CP) but it is shown here that in the intermediate times between t1 and t2, in general, it need not…
This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…
Structural results impose sufficient conditions on the model parameters of a Markov decision process (MDP) so that the optimal policy is an increasing function of the underlying state. The classical assumptions for MDP structural results…
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated)…
It is well known that for a given Poisson structure one has infinitely many star products related through the Kontsevich gauge transformations. These gauge transformations have an infinite functional dimension (i.e., correspond to an…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…
In probability theory, the independence is a very fundamental concept, but with a little mystery. People can always easily manipulate it logistically but not geometrically, especially when it comes to the independence relationships among…
We investigate the statistical properties of a piecewise smooth dynamical system by studying directly the action of the transfer operator on appropriate spaces of distributions. We accomplish such a program in the case of two-dimensional…
It is known that the dynamical evolution of a system, from an initial tensor product state of system and environment, to any two later times, t1,t2 (t2>t1), are both completely positive (CP) but in the intermediate times between t1 and t2…
In the previous paper hep-th/0312199 we studied the 't Hooft-Polyakov (TP) monopole configuration in the U(2) gauge theory on the fuzzy 2-sphere and showed that it has a nonzero topological charge in the formalism based on the…