Related papers: Markov process representation of semigroups whose …
We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…
In this paper, we study Markov dynamics on unitary duals of compact quantum groups. We construct such dynamics from characters of quantum groups. Then we show that the dynamics have generators, and we give an explicit formula of the…
We introduce Generator Matching, a modality-agnostic framework for generative modeling using arbitrary Markov processes. Generators characterize the infinitesimal evolution of a Markov process, which we leverage for generative modeling in a…
Semi-Markov processes represent a well known and widely used class of random processes in classical probability theory. Here, we develop an extension of this type of non-Markovian dynamics to the quantum regime. This extension is…
We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
In this paper, we consider continuous-time Markov chains with a finite state space under nonlinear expectations. We define so-called Q-operators as an extension of Q-matrices or rate matrices to a nonlinear setup, where the nonlinearity is…
We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes.…
The non-Markovianity of the stochastic process called the quantum semi-Markov (QSM) process is studied using a recently proposed quantification of memory based on the deviation from semigroup evolution, that provides a unified description…
Non-positive, Markovian semigroups are sometimes used to describe the time evolution of subsystems immersed in an external environment. A widely adopted prescription to avoid the appearance of negative probabilities is to eliminate from the…
Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…
In this paper we investigate sublinear semigroups whose pointwise generators are given by non-local Hamilton-Jacobi-Bellman operators. Our main result provides a stochastic representation in terms of a family of sublinear (conditional)…
The stochastic generators of Markov-regular operator cocycles on symmetric Fock space are studied in a variety of cases: positive cocycles, projection cocycles, and partially isometric cocycles. Moreover a class of transformations of…
A group is Markov if it admits a prefix-closed regular language of unique representatives with respect to some generating set, and strongly Markov if it admits such a language of unique minimal-length representatives over every generating…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…
$M_n(\mathbb{C})$ denotes the set of $n$ by $n$ complex matrices. Consider continuous time quantum semigroups $\mathcal{P}_t= e^{t\, \mathcal{L}}$, $t \geq 0$, where $\mathcal{L}:M_n(\mathbb{C}) \to M_n(\mathbb{C})$ is the infinitesimal…
We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…