Related papers: Autocorrelation Function Characterization of Conti…
Rigorous lower bound on the time-average of the autocorrelation function of an arbitrary L^1 observable is proven in terms of conserved quantities and ergodic decompositions of the Hamiltonian dynamics. Improvements with respect to the…
A quantity of interest to characterise continuous-valued stochastic processes is the differential entropy rate. The rate of convergence of many properties of LRD processes is slower than might be expected, based on the intuition for…
We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…
Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…
Are systems that display Topological Quantum Order (TQO), and have a gap to excitations, hardware fault-tolerant at finite temperatures? We show that in surface code models that display low d-dimensional Gauge-Like Symmetries, such as…
In this brief note, we investigate some constructions of Lyapunov functions for stochastic discrete-time stabilizable dynamical systems, in other words, controlled Markov chains. The main question here is whether a Lyapunov function in some…
We propose a path-integral variant of the DMRG method to calculate real-time correlation functions at arbitrary finite temperatures. To illustrate the method we study the longitudinal autocorrelation function of the $XXZ$-chain. By…
We study why the calculation of current correlation functions (CCFs) still suffers from finite size effects even when the periodic boundary condition is taken. Two important one dimensional, momentum conserving systems are investigated as…
We study the autocorrelation function of a conserved spin system following a quench at the critical temperature. Defining the correlation length L(t)\sim t^{1/z}, we find that for times t' and t satisfying L(t') << L(t) << L(t')^\phi well…
Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose…
We consider non-uniformly expanding maps on compact Riemannian manifolds of arbitrary dimension, possibly having discontinuities and/or critical sets, and show that under some general conditions they admit an induced Markov tower structure…
Through an explicit construction, we assign to any infinite temperature autocorrelation function $C(t)$ a set of functions $\alpha^n(t)$. The construction of $\alpha^n(t)$ from $C(t)$ requires the first $2n$ temporal derivatives of $C(t)$…
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…
In this paper, we study the controllability and stabilizability properties of the Kolmogorov forward equation of a continuous time Markov chain (CTMC) evolving on a finite state space, using the transition rates as the control parameters.…
Slow mixing is the central hurdle when working with Markov chains, especially those used for Monte Carlo approximations (MCMC). In many applications, it is only of interest to estimate the stationary expectations of a small set of…
Temporal correlations in the time series observed in various systems have been characterized by the autocorrelation function. Such correlations can be explained by heavy-tailed interevent time distributions as well as by correlations…
For a stochastic process $\{X_t\}_{t \in T}$ with identical one-dimensional margins and upper endpoint $\tau_{\text{up}}$ its tail correlation function (TCF) is defined through $\chi^{(X)}(s,t) = \lim_{\tau \to \tau_{\text{up}}} P(X_s >…
In this paper, we propose two discontinuous dynamical systems in continuous time with guaranteed prescribed finite-time local convergence to strict local minima of a given cost function. Our approach consists of exploiting a Lyapunov-based…
We exactly calculate two-point spatial correlation functions in steady state in a broad class of conserved-mass transport processes, which are governed by chipping, diffusion and coalescence of masses. We find that the spatial correlations…
Recently, Chatterjee has introduced a new coefficient of correlation which has several natural properties. In particular, the coefficient attains its maximal value if and only if one variable is a measurable function of the other variable.…