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Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…

Cryptography and Security · Computer Science 2022-08-02 Lisa Oakley , Alina Oprea , Stavros Tripakis

In this paper, we propose a novel stochastic process that serves as a natural discrete-time counterpart to the continuous-time model known as the ``Poisson hyperbolic staircase'' proposed by Levikson et al. (1999), and clarify its…

Probability · Mathematics 2026-04-27 Naohiro Yoshida

We present the first study of non-deterministic weighted automata under probabilistic semantics. In this semantics words are random events, generated by a Markov chain, and functions computed by weighted automata are random variables. We…

Formal Languages and Automata Theory · Computer Science 2019-11-01 Jakub Michaliszyn , Jan Otop

Discrete time crystalline phases have attracted significant theoretical and experimental attention in the last few years. Such systems require a seemingly impossible combination of nonadiabatic driving and a finite-entropy long-time state,…

Disordered Systems and Neural Networks · Physics 2025-02-11 Yevgeny Bar Lev , Achilleas Lazarides

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

Dynamical Systems · Mathematics 2024-01-30 Xinyu Wu , Zidong Wang , Wenlian Lu

In this paper, we study the control properties of a new class of stochastic ensemble systems that consists of families of random variables. These random variables provide an increasingly good approximation of an unknown discrete,…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Nirabhra Mandal , Mohammad Khajenejad , Sonia Martinez

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…

Computation · Statistics 2019-06-03 Alexander Terenin , Daniel Thorngren

We consider the problem of data-driven predictive control for an unknown discrete-time linear time-periodic (LTP) system of known period. Our proposed strategy generalizes both Data-enabled Predictive Control (DeePC) and Subspace Predictive…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

A discrete time crystal (DTC) repeats itself with a rigid rhythm, mimicking a ticking clock set by the interplay between its internal structures and an external force. DTCs promise profound applications in precision time-keeping and other…

Quantum Gases · Physics 2020-07-22 Changyuan Lyu , Sayan Choudhury , Chenwei Lv , Yangqian Yan , Qi Zhou

Time series data may exhibit clustering over time and, in a multiple time series context, the clustering behavior may differ across the series. This paper is motivated by the Bayesian non--parametric modeling of the dependence between the…

Statistics Theory · Mathematics 2011-09-23 Federico Bassetti , Roberto Casarin , Fabrizio Leisen

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…

Performance · Computer Science 2017-03-13 Konstantin Avrachenkov , Alexey Piunovskiy , Yi Zhang

We define PSTCTL, a probabilistic variant of Strategic Timed CTL (STCTL), interpreted over stochastic multi-agent systems with continuous time and asynchronous execution semantics. STCTL extends TCTL with strategic operators in the style of…

Logic in Computer Science · Computer Science 2026-02-12 Wojciech Jamroga , Marta Kwiatkowska , Wojciech Penczek , Laure Petrucci , Teofil Sidoruk

The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of…

Statistics Theory · Mathematics 2020-07-24 Andrea Arfè , Stefano Peluso , Pietro Muliere

Multi-agent planning under stochastic dynamics is usually formalised using decentralized (partially observable) Markov decision processes ( MDPs) and reachability or expected reward specifications. In this paper, we propose a different…

Logic in Computer Science · Computer Science 2025-02-20 Francesco Pontiggia , Filip Macák , Roman Andriushchenko , Michele Chiari , Milan Češka

The engineering of new states of matter through Floquet driving has revolutionized the field of condensed matter physics. This technique enables the creation of hybrid topological states and ordered phases that are absent in normal systems.…

Strongly Correlated Electrons · Physics 2023-05-18 Christopher Sims

In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…

Probability · Mathematics 2016-04-28 Mikael Petersson

We investigate the decidability of model-checking logics of time, knowledge and probability, with respect to two epistemic semantics: the clock and synchronous perfect recall semantics in partially observed discrete-time Markov chains.…

Logic in Computer Science · Computer Science 2015-11-11 Ron van der Meyden , Manas K. Patra

We define trajectory predictive control (TPC) as a family of output-feedback indirect data-driven predictive control (DDPC) methods that represent the output trajectory of a discrete-time system as a linear function of the recent…

Systems and Control · Electrical Eng. & Systems 2026-02-12 Levi D. Reyes Premer , Arash J. Khabbazi , Kevin J. Kircher