Related papers: Monotone Increment Processes, Classical Markov Pro…

When an experimentalist measures a time series of qubits, the outcomes generate a classical stochastic process. We show that measurement induces high complexity in these processes in two specific senses: they are inherently unpredictable…

We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…

We consider positive, integral-preserving linear operators acting on $L^1$ space, known as stochastic operators or Markov operators. We show that, on finite-dimensional spaces, any stochastic operator can be approximated by a sequence of…

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…

We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

The monotonicity of the scalar curvature of the state space equipped with the Bogoliubov-Kubo-Mori metric under more mixing a state is an important conjecture called the Petz conjecture. From the standpoint of quantum statistical mechanics,…

Density dependent families of Markov chains, such as the stochastic models of mass-action chemical kinetics, converge for large values of the indexing parameter $N$ to deterministic systems of differential equations (Kurtz, 1970). Moreover…

We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

In this paper we define the shifted Schur process as a measure on sequences of strict partitions. This process is a generalization of the shifted Schur measure introduced in [TW] and [Mat] and is a shifted version of the Schur process…

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…

An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…

The Loewner equation is known as a one-dimensional reduction of the Benney chain as well as the dispersionless KP hierarchy. We propose a reverse process showing that time splitting in the Loewner or the Loewner-Kufarev equation leads to…

We start by remarking a one-to-one correspondence between self-similar Markov processes (ssMps) on a Banach space and Markov additive processes (MAPs) that is analogous to the well-known one between positive ssMps and L\'evy processes…

Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…