Related papers: Equivalent Markov processes under gauge group
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate…
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
We consider consensus of multi-agent systems as a dual problem to Markov processes. Based on an exchange of relevant notions and results between the two fields, we present a uniform framework which admits the introduction and treatment of…
The problem of finding a necessary and sufficient condition for the continuity of the local times for a general Markov process is still open. Barlow and Hawkes have completely treated the case of the L\'{e}vy processes, and Marcus and Rosen…
We compute the stationary distribution of a continuous-time Markov chain which is constructed by gluing together two finite, irreducible Markov chains by identifying a pair of states of one chain with a pair of states of the other and…
We propose a new method for implementing process tomography that is based on the information extracted from temporal correlations between observables, rather than on state preparation and state tomography. As such, the approach is…
Beginning with ordinary quantum mechanics for spinless particles, together with the hypothesis that all experimental measurements consist of positional measurements at different times, we characterize directly a class of nonlinear quantum…
In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…
In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found its origins in the molecular dynamics community, and can be…
Counting and sampling directed acyclic graphs from a Markov equivalence class are fundamental tasks in graphical causal analysis. In this paper we show that these tasks can be performed in polynomial time, solving a long-standing open…
Dealing with a generic time-local non-Markovian master equation, we define current and power to be process-dependent as in classical thermodynamics. Each process is characterized by a symmetry transformation, a gauge of the master equation,…
We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium.…
We study the structure of quantum Markov Processes from the point of view of product systems and their representations.
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…
This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30,197-207, (1986)…
A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…
In this work we introduce new approximate similarity relations that are shown to be key for policy (or control) synthesis over general Markov decision processes. The models of interest are discrete-time Markov decision processes, endowed…
We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…
Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…