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We introduce a method for obtaining analytic approximations to the evolution of Markovian open quantum systems. It is based on resumming a generalized Dyson series in a way that ensures optimal convergence even in the absence of a small…

Quantum Physics · Physics 2013-09-20 Felix Lucas , Klaus Hornberger

This paper surveys the analysis of parametric Markov models whose transitions are labelled with functions over a finite set of parameters. These models are symbolic representations of uncountable many concrete probabilistic models, each…

Logic in Computer Science · Computer Science 2022-07-15 Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…

Logic in Computer Science · Computer Science 2018-11-05 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…

Probability · Mathematics 2012-01-16 Sandro Gallo , Matthieu Lerasle , Daniel Yasumasa Takahashi

The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…

Probability · Mathematics 2019-10-24 Song-Kyoo Kim , Chan Yeob Yeun

Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…

Probability · Mathematics 2024-11-13 Eliran Sherzer

In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…

Probability · Mathematics 2009-12-16 Josh Reed

We set out a general procedure which allows the approximation of certain Markov chains by the solutions of differential equations. The chains considered have some components which oscillate rapidly and randomly, while others are close to…

Probability · Mathematics 2013-03-14 M. J. Luczak , J. R. Norris

We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy…

Probability · Mathematics 2019-05-13 Burak Büke , Wenyi Qin

This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Laurent Bako , Seydi Ndiaye , Eric Blanco

We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…

Probability · Mathematics 2019-03-08 Ioannis Dimitriou

We present metrics for measuring state similarity in Markov decision processes (MDPs) with infinitely many states, including MDPs with continuous state spaces. Such metrics provide a stable quantitative analogue of the notion of…

Artificial Intelligence · Computer Science 2012-07-09 Norman Ferns , Prakash Panangaden , Doina Precup

This paper is devoted to parameter estimation for partially observed polynomial state space models. This class includes discretely observed affine or more generally polynomial Markov processes. The polynomial structure allows for the…

Statistics Theory · Mathematics 2025-07-11 Jan Kallsen , Ivo Richert

We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

Econometrics · Economics 2024-12-04 Matteo Barigozzi , Daniele Massacci

We introduce Markov Decision Processing Networks (MDPNs) as a multiclass queueing network model where service is a controlled, finite-state Markov process. The model exhibits a decision-dependent service process where actions taken…

Optimization and Control · Mathematics 2025-09-30 Sanidhay Bhambay , Thirupathaiah Vasantam , Neil Walton

This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…

Probability · Mathematics 2014-07-22 Ilya Tkachev , Alexandru Mereacre , Joost-Pieter Katoen , Alessandro Abate

Inspired by distributed applications that use consensus or other agreement protocols for global coordination, we define a new computational model for parameterized systems that is based on a general global synchronization primitive and…

Formal Languages and Automata Theory · Computer Science 2021-05-07 Nouraldin Jaber , Swen Jacobs , Christopher Wagner , Milind Kulkarni , Roopsha Samanta

In this work we introduce a new and richer class of finite order Markov chain models and address the following model selection problem: find the Markov model with the minimal set of parameters (minimal Markov model) which is necessary to…

Statistics Theory · Mathematics 2010-02-04 Jesus E. Garcia Veronica A. Gonzalez-Lopez

We present a novel methodology utilizing Recurrent Neural Networks (RNNs) to classify Markovian and non-Markovian quantum processes, leveraging time series data derived from Choi states. The model exhibits exceptional accuracy, surpassing…

Quantum Physics · Physics 2025-04-30 Angela Rosy Morgillo , Massimiliano F. Sacchi , Chiara Macchiavello

This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…

Probability · Mathematics 2013-03-28 Richard G. Clegg
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