Related papers: Exploding Markov operators

We investigate a class of estimators of the Markov order for stationary ergodic processes which form a slight modification of the constructions by Merhav, Gutman, and Ziv in 1989 as well as by Ryabko, Astola, and Malyutov in 2006 and 2016.…

Symmetry properties of stochastic dynamical systems described by stochastic differential equation of Stratonovich type and related conserved quantities are discussed, extending previous results by Misawa. New conserved quantities are given…

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…

We provide the most general forms of covariant and normalized time operators and their probability densities, with applications to quantum clocks, the time of arrival, and Lyapunov quantum operators. Examples are discussed of the profusion…

For operators defined on locally convex spaces we define the notions of boundedness and ergodicity associated to an infinite matrix. Given two matrices $ A$ and $ B$, we study when $ A$-bounded operators are $ B$-ergodic. Using this…

We show the existence of L\'evy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with stability index functions for which the closures of the…

The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…

The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates…

Isolating slower dynamics from fast fluctuations has proven remarkably powerful, but how do we proceed from partial observations of dynamical systems for which we lack underlying equations? Here, we construct maximally-predictive states by…

For a large class of integral operators or second order differential operators, their isospectral (or cospectral) operators are constructed explicitly in terms of $h$-transform (duality). This provides us a simple way to extend the known…

The asymptotic dynamics of quantum Markov chains generated by the most general physically relevant quantum operations is investigated. It is shown that it is confined to an attractor space on which the resulting quantum Markov chain is…

We prove that the idempotent Markov operator generated by contractive max plus normalized iterated function system (IFS) is also a contractive map w.r.t. natural metrics on the space of idempotent measures. This gives alternative proofs of…

For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the…

Markov basis for statistical model of contingency tables gives a useful tool for performing the conditional test of the model via Markov chain Monte Carlo method. In this paper we derive explicit forms of Markov bases for change point…

We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the…

The total entropy production is the sum of two contributions, the so-called adiabatic and nonadiabatic entropy production, each of which is non-negative. We derive their explicit expressions for continuous Markov processes, discuss their…

Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…

By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose…

The eigenvectors of the particle number operator in second quantization are characterized by the block sparsity of their matrix product state representations. This is shown to generalize to other classes of operators. Imposing block…