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In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…

Probability · Mathematics 2018-12-31 Guangying Lv , Hongjun Gao , Jinlong Wei

Computational mechanics quantifies structure in a stochastic process via its causal states, leading to the process's minimal, optimal predictor---the $\epsilon$-machine. We extend computational mechanics to communication channels between…

Statistical Mechanics · Physics 2016-01-27 Nix Barnett , James P. Crutchfield

Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…

Dynamical Systems · Mathematics 2026-03-19 Suddhasattwa Das

If an experimentalist observes a sequence of emitted quantum states via either projective or positive-operator-valued measurements, the outcomes form a time series. Individual time series are realizations of a stochastic process over the…

Quantum Physics · Physics 2023-06-14 A. Venegas-Li , J. P. Crutchfield

In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…

Optimization and Control · Mathematics 2021-05-31 Fatima-Zahra Lahbiri , Said Hadd

Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…

Probability · Mathematics 2023-04-11 C. Houdré , R. Kawai

A new quantum-stochastic differential calculus is derived for representing continuous quantum measurement of the position operator. Closed nonlinear quantum-stochastic differential equation is given for the quantum state of the observed…

Quantum Physics · Physics 2019-01-01 Lajos Diósi

We develop a fundamental framework for the quantum mechanics of stochastic systems (QMSS), showing that classical discrete stochastic processes emerge naturally as perturbations of the quantum harmonic oscillator (QHO). By constructing…

Quantum Physics · Physics 2025-10-30 Yurang , Kuang

Operator learning offers a powerful paradigm for solving parametric partial differential equations (PDEs), but scaling probabilistic neural operators such as the recently proposed Gaussian Processes Operators (GPOs) to high-dimensional,…

Machine Learning · Statistics 2025-06-23 Sawan Kumar , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

In contrast to the usual understanding of probabilistic systems as stochastic processes, recently these systems have also been regarded as transformers of probabilities. In this paper, we give a natural definition of strong bisimulation for…

Logic in Computer Science · Computer Science 2014-05-12 Holger Hermanns , Jan Krčál , Jan Křetínský

This is a survey of results about permanental processes, real valued positive processes which are a generalization of squares of Gaussian processes. In a certain sense the symmetric positive definite function that determines a Gaussian…

Probability · Mathematics 2010-08-23 Hana Kogan , Michael B. Marcus , Jay Rosen

In the paper, the transition probability density of isotropic $\alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to…

Probability · Mathematics 2023-10-24 Mykhailo Osypchuk

The history of the quadratic stochastic operators can be traced back to work of S.Bernshtein (1924). During more than 80 years this theory developed and many papers were published. In recent years it has again become of interest in…

Dynamical Systems · Mathematics 2009-03-12 R. N. Ganikhodzhaev , U. A. Rozikov

Autonomous vehicles face the problem of optimizing the expected performance of subsequent maneuvers while bounding the risk of collision with surrounding dynamic obstacles. These obstacles, such as agent vehicles, often exhibit stochastic…

Artificial Intelligence · Computer Science 2023-02-28 Rashid Alyassi , Majid Khonji

After a brief introduction to Probability Bracket Notation (PBN), indicator operator and conditional density operator (CDO), we investigate probability spaces associated with various quantum systems: system with one observable (discrete or…

Probability · Mathematics 2009-11-10 Xing M. Wang

We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…

Dynamical Systems · Mathematics 2015-05-19 Gary Froyland , Naratip Santitissadeekorn , Adam Monahan

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

We introduce Markov Neural Processes (MNPs), a new class of Stochastic Processes (SPs) which are constructed by stacking sequences of neural parameterised Markov transition operators in function space. We prove that these Markov transition…

Machine Learning · Statistics 2023-05-26 Jin Xu , Emilien Dupont , Kaspar Märtens , Tom Rainforth , Yee Whye Teh

Computational mechanics, an approach to structural complexity, defines a process's causal states and gives a procedure for finding them. We show that the causal-state representation--an $\epsilon$-machine--is the minimal one consistent with…

Statistical Mechanics · Physics 2022-02-17 Cosma Rohilla Shalizi , James P. Crutchfield