Related papers: Simulating an infinite mean waiting time
We describe a simple method for simulating time-independent Hamiltonian $H$ that could be decomposed as $H = \sum_{i=1}^m H_i$ where each $H_i$ can be efficiently simulated. Approaches relying on product formula generally work by splitting…
Generic quantum systems --as much as their classical counterparts-- pass arbitrarily close to their initial state after sufficiently long time. Here we provide an essentially exact computation of such recurrence times for generic…
We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…
The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…
We consider a classical risk process with arrival of claims following a non-stationary Hawkes process. We study the asymptotic regime when the premium rate and the baseline intensity of the claims arrival process are large, and claim size…
We introduce two kinds of quantum algorithms to explore microcanonical and canonical properties of many-body systems. The first one is a hybrid quantum algorithm that, given an efficiently preparable state, computes expectation values in a…
Sampling a probability distribution with known likelihood is a fundamental task in computational science and engineering. Aiming at multimodality, we propose a new sampling method that takes advantage of both birth-death process and…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
An age-structured Susceptible-Infected-Recovered-Deceased (SIRD) epidemic model is considered. The aim of this paper is to design an observer-based output feedback control law, representing an immunization process, typically vaccination,…
If the second law of thermodynamics forbids a transition from one state to another, then it is still possible to make the transition happen by using a sufficient amount of work. But if we do not have access to this amount of work, can the…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
Simulation workflow is a top-level model for the design and control of simulation process. It connects multiple simulation components with time and interaction restrictions to form a complete simulation system. Before the construction and…
We introduce, and formally establish, a variant of the Hawkes-fed birth-death process -- the delayed Hawkes birth-death process -- in which the conditional intensity does not increase at arrivals but at departures from the system. In a…
In contrast to the usual understanding of probabilistic systems as stochastic processes, recently these systems have also been regarded as transformers of probabilities. In this paper, we give a natural definition of strong bisimulation for…
We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…
In this paper, we build up an output feedback law to stabilize a sampled-data controlled heat equation (with a potential) in a bounded domain $\Omega$. The feedback law abides the following rules: First, we divide equally the time interval…
In this paper we examine a control variate estimator for a quantity that can be expressed as the expectation of a functional of a random process, that is itself the solution of a differential equation driven by fast mean-reverting ergodic…
A direct data-driven iterative algorithm is developed to accurately estimate the $H_\infty$ norm of a linear time-invariant system from continuous operation, i.e., without resetting the system. The main technical step involves a…
In this vision paper, we explore the challenges and opportunities of a form of computation that employs an empirical (rather than a formal) approach, where the solution of a computational problem is returned as empirically most likely…
We analyze a tandem network of polling queues with two product types and two stations. We assume that external arrivals to the network follow a Poisson process, and service times at each station are exponentially distributed. For this…