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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…

Physics and Society · Physics 2020-05-05 Aurelio Patelli , Andrea Gabrielli , Giulio Cimini

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…

Statistical Mechanics · Physics 2010-12-08 Salvatore Miccichè

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.

Probability · Mathematics 2008-10-19 Krzysztof Burdzy , David White

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…

Probability · Mathematics 2025-12-30 Fatihcan M. Atay

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…

Probability · Mathematics 2007-09-04 Nathalie Eisenbaum , Haya Kaspi

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…

Probability · Mathematics 2015-10-22 Bence Mélykúti , Peter Pfaffelhuber

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…

Quantum Physics · Physics 2013-04-10 Ran Ber , Shmuel Marcovitch , Oded Kenneth , Benni Reznik

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…

Quantum Physics · Physics 2009-10-30 H. -D. Doebner , G. A. Goldin , P. Nattermann

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…

Probability · Mathematics 2020-08-11 José L. da Silva , Yuri Kondratiev

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…

Numerical Analysis · Mathematics 2021-10-13 Jonas Latz , Juan P. Madrigal-Cianci , Fabio Nobile , Raul Tempone

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…

Machine Learning · Computer Science 2023-08-22 Marcel Wienöbst , Max Bannach , Maciej Liśkiewicz

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,…

Quantum Physics · Physics 2023-08-01 Fernando Nicacio , Raphael N. P. Maia

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.…

Probability · Mathematics 2015-06-26 Pierre MATHIEU , Pierre PICCO

We study the structure of quantum Markov Processes from the point of view of product systems and their representations.

Operator Algebras · Mathematics 2007-05-23 Paul S. Muhly , Baruch Solel

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…

Probability · Mathematics 2007-05-23 R. W. R. Darling

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)…

Probability · Mathematics 2016-02-17 Jeffrey J. Hunter

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…

Classical Analysis and ODEs · Mathematics 2018-04-09 Artur Stephan , Holger Stephan

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…

Systems and Control · Computer Science 2016-06-01 S. Haesaert , S. Esmaeil Zadeh Soudjani , A. Abate

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…

Probability · Mathematics 2014-01-13 P. J. Fitzsimmons , Jay Rosen

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…

Probability · Mathematics 2007-05-23 Zhen-Qing Chen , Masatoshi Fukushima , Jiangang Ying
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