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The design of provably correct controllers for continuous-state stochastic systems crucially depends on approximate finite-state abstractions and their accuracy quantification. For this quantification, one generally uses approximate…

Systems and Control · Electrical Eng. & Systems 2022-01-17 B. C. van Huijgevoort , S. Haesaert

We construct birth-and-death Markov evolution of states(distributions) of point particle systems in $\mathbb{R}^d$. In this evolution, particles reproduce themselves at distant points (disperse) and die under the influence of each other…

Mathematical Physics · Physics 2012-04-09 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

This paper gives a method for computing distributions associated with patterns in the state sequence of a hidden Markov model, conditional on observing all or part of the observation sequence. Probabilities are computed for very general…

Methodology · Statistics 2007-12-18 John A. D. Aston , Donald E. K. Martin

We develop an approach to time-consistent risk evaluation of continuous-time processes in Markov systems. Our analysis is based on dual representation of coherent risk measures, differentiability concepts for multivalued mappings, and a…

Optimization and Control · Mathematics 2017-01-31 Darinka Dentcheva , Andrzej Ruszczynski

To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process…

Data Analysis, Statistics and Probability · Physics 2009-04-23 Fa Wang , Li Li , Jianming Hu , Yan Ji , Danya Yao , Yi Zhang , Xuexiang Jin , Yuelong Su , Zheng Wei

New theoretical results are presented here on the recently introduced model called mixed states MRF. Such models were introduced in the context of image motion analysis and are useful to represent information which can take both discrete…

Probability · Mathematics 2009-04-17 Bruno Cernuschi-Frias

Formal reasoning about distributed algorithms (like Consensus) typically requires to analyze global states in a traditional state-based style. This is in contrast to the traditional action-based reasoning of process calculi. Nevertheless,…

Logic in Computer Science · Computer Science 2014-08-08 Christoph Wagner , Uwe Nestmann

Probabilistic automata constitute a versatile and elegant model for concurrent probabilistic systems. They are equipped with a compositional theory supporting abstraction, enabled by weak probabilistic bisimulation serving as the reference…

Formal Languages and Automata Theory · Computer Science 2015-07-01 Andrea Turrini , Holger Hermanns

When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…

Probability · Mathematics 2008-11-20 Anthony P. Metcalfe , Neil O'Connell , Jon Warren

The standard engineering approach to modelling of complex systems is highly compositional. In order to be able to understand (or to control) the behavior of a complex dynamical systems, it is often desirable, if not necessary, to view this…

Systems and Control · Computer Science 2013-07-01 Antoine Girard

This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…

Machine Learning · Statistics 2017-09-28 Devesh K Jha , Nurali Virani , Jan Reimann , Abhishek Srivastav , Asok Ray

Applied process calculi include advanced programming constructs such as type systems, communication with pattern matching, encryption primitives, concurrent constraints, nondeterminism, process creation, and dynamic connection topologies.…

Logic in Computer Science · Computer Science 2017-01-11 Johannes Borgström , Ramūnas Gutkovas , Joachim Parrow , Björn Victor , Johannes Åman Pohjola

The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-06 Sumit Kumar Jha , Madhavan Mukund , Ratul Saha , P S Thiagarajan

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in…

Probability · Mathematics 2023-05-26 Bertrand Cloez , Lucas Journel , Pierre Monmarché , Boris Nectoux , Mouad Ramil

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

Methodology · Statistics 2026-05-07 Christopher Jackson

State-of-the-art probabilistic model checkers perform verification on explicit-state Markov models defined in a high-level programming formalism like the PRISM modeling language. Typically, the low-level models resulting from such…

Logic in Computer Science · Computer Science 2021-11-15 Tobias Winkler , Johannes Lehmann , Joost-Pieter Katoen

This paper is concerned with statistical methods for the segmental classification of linear sequence data where the task is to segment and classify the data according to an underlying hidden discrete state sequence. Such analysis is…

Methodology · Statistics 2015-05-05 Christopher Yau , Christopher C. Holmes

We propose a graph-based process calculus for modeling and reasoning about wireless networks with local broadcasts. Graphs are used at syntactical level to describe the topological structures of networks. This calculus is equipped with a…

Logic in Computer Science · Computer Science 2017-06-19 Shichao Liu , Ying Jiang