Related papers: Markov process representation of semigroups whose …
For an infinite system of particles arriving in and departing from a habitat $X$ -- a locally compact Polish space with a positive Radon measure $\chi$ -- a Markov process is constructed in an explicit way. Along with its location $x\in X$,…
Using the age-structure formalism, we definitely establish connections between semi-Markov processes and the dynamics of open quantum systems that satisfy the Markov quantum master equations. A generalized Feynman-Kac formula of the…
Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…
By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose…
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…
Master equations are typically adopted to describe the dynamics of open quantum systems. Such equations are either in integro-differential or in time-local form, with the latter class more frequently adopted due to the simpler numerical…
We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit…
We consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…
We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…
We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are…
Operators acting on the discrete random chaos yield signed multiplicative systems, extending the notion of spin matrices and quaternions. We investigate signed groups through the associated sign matrices, focusing on generators and their…
Reinforced processes are known to provide a stochastic representation for the quasi-stationary distribution of a given killed Markov process - describing the killed Markov process at fixed time instants. In this paper we shall adapt the…
The problem of simulatability of quantum processes using classical resources plays a cornerstone role for quantum computing. Quantum circuits can be simulated classically, e.g., using Monte Carlo sampling techniques applied to…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…
We describe random processes (with binary alphabet) whose entropy is less than 1 (per letter), but they mimic true random process, i.e., by definition, generated sequence can be interpreted as the result of the flips of a fair coin with…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set…
In the classical domain, it is well-known that divisibility does not imply that a stochastic process is Markovian. However, for quantum processes, divisibility is often considered to be synonymous with Markovianity. We show that completely…
Non-Markovian effects in quantum evolution appear when the system is strongly coupled to the environment and interacts with it for long periods of time. To include memory effects in the master equations, one usually incorporates time-local…