Related papers: Autocorrelation Function Characterization of Conti…
This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…
The Thoma cone is an infinite-dimensional locally compact space, which is closely related to the space of extremal characters of the infinite symmetric group. In another context, the Thoma cone appears as the set of parameters for totally…
We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…
In this paper we present the concept of description of random processes in complex systems with the discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations…
We present a reduction of the termination problem for a Turing machine (in the simplified form of the Post correspondence problem) to the problem of determining whether a continuous-time Markov chain presented as a set of Kappa…
To characterize temporal correlations in temporal networks, we define an autocorrelation function (ACF) for temporal networks in terms of the similarity between two snapshot networks separated by a certain time interval. By employing a…
In this article we consider L\'evy driven continuous time moving average processes observed on a lattice, which are stationary time series. We show asymptotic normality of the sample mean, the sample autocovariances and the sample…
We study synthetic temporal networks whose evolution is determined by stochastically evolving node variables - synthetic analogues of, e.g., temporal proximity networks of mobile agents. We quantify the long-timescale correlations of these…
In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g\l owski (2015). Here, we turn our attention to the study of Markov consistency and…
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…
Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated target distributions. In this paper, we study a general…
The Central Limit Theorem (CLT) for additive functionals of Markov chains is a well known result with a long history. In this paper we present applications to two finite-memory versions of the Elephant Random Walk, solving a problem from…
The language Timed Concurrent Constraint (tccp) is the extension over time of the Concurrent Constraint Programming (cc) paradigm that allows us to specify concurrent systems where timing is critical, for example reactive systems. Systems…
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…
The Kitaev chain model with a spatially modulated phase in the superconducting order parameter exhibits two types of topological transitions, namely a band topology transition between trivial and topological gapped phases, and a Fermi…
In fully developed turbulence, the velocity field possesses long-range correlations, denoted by a scaling power spectrum or structure functions. Here we consider the autocorrelation function of velocity increment $ {\Delta u_{\ell}(t)}$ at…
Markovian open quantum systems display complicated relaxation dynamics. The spectral gap of the Liouvillian characterizes the asymptotic decay rate towards the steady state, but it does not necessarily give a correct estimate of the…
For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
The time-dependent structure of the Lyapunov vectors corresponding to the steps of Lyapunov spectra and their basis set representation are discussed for a quasi-one-dimensional many-hard-disk systems. Time-oscillating behavior is observed…