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Related papers: Invariant Measure for Quantum Trajectories

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We study the approximation of a (finite) continuous-time Markov chain by a Markov chain on a reduced state space, and we provide formal error bounds for the approximated transient distributions in the Wasserstein distance. These bounds…

Probability · Mathematics 2025-12-19 Fabian Michel

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…

Probability · Mathematics 2014-09-24 Jianhai Bao , Jinghai Shao , Chenggui Yuan

We define a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be translation invariant. This invariance stems from a reversibility property of the model.…

Probability · Mathematics 2022-10-10 Alexandre Boyer , Jérôme Casse , Nathanaël Enriquez , Arvind Singh

Here, a new two-dimensional process, discrete in time and space, that yields the results of both a random walk and a quantum random walk, is introduced. This model describes the population distribution of four coin states |1>,-|1>, |0> -|0>…

Quantum Physics · Physics 2020-08-26 Arie Bar-Haim

Quantum measurements are not deterministic. For this reason quantum measurements are repeated for a number of shots on identically prepared systems. The uncertainty in each measurement depends on the number of shots and the expected outcome…

Quantum Physics · Physics 2025-03-12 Pieter Thijs Eendebak

Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…

Machine Learning · Computer Science 2021-03-02 Arijit Sehanobish , Neal Ravindra , David van Dijk

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

We show how the infinitesimal exchangeable pairs approach to Stein's method combines naturally with the theory of Markov semigroups. We present a multivariate normal approximation theorem for functions of a random variable invariant with…

Probability · Mathematics 2025-10-01 David Grzybowski , Mark Meckes

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

Probability · Mathematics 2021-08-30 Balázs Gerencsér , Miklós Rásonyi

The outcomes of a series of measurements, made on a quantum system, form a sequence of random events which occur in a particular order. The system, together with a meter or meters, can be seen as following the paths of a stochastic network…

Quantum Physics · Physics 2016-08-01 D. Sokolovski

Machine learning methods have proved to be useful for the recognition of patterns in statistical data. The measurement outcomes are intrinsically random in quantum physics, however, they do have a pattern when the measurements are performed…

Quantum Physics · Physics 2020-04-14 I. A. Luchnikov , S. V. Vintskevich , D. A. Grigoriev , S. N. Filippov

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Optimization and Control · Mathematics 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…

Computation · Statistics 2017-02-27 Daniel Rudolf , Nikolaus Schweizer

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

Probability · Mathematics 2022-03-15 Thomas Bonis

We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…

Quantum Physics · Physics 2023-07-19 Federico Girotti , Juan P. Garrahan , Mădălin Guţă

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

Probability · Mathematics 2020-12-04 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

It has been recently suggested that probabilities of different events in the multiverse are given by the frequencies at which these events are encountered along the worldline of a geodesic observer (the "watcher"). Here I discuss an…

High Energy Physics - Theory · Physics 2015-06-18 Alexander Vilenkin

The state matrix $\rho$ for an open quantum system with Markovian evolution obeys a master equation. The master equation evolution can be unraveled into stochastic nonlinear trajectories for a pure state $P$, such that on average $P$…

Quantum Physics · Physics 2009-11-06 H. M. Wiseman , L. Diosi

The usual conjectures of quantum measurements approaches, inspired from the traditional interpretation of Heisenberg's ("uncertainty") relations, are proved as being incorrect. A group of reconsidered conjectures and a corresponding new…

Quantum Physics · Physics 2007-05-23 Spiridon Dumitru