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This paper is concerned with a characterization of the observability for a continuous-time hidden Markov model where the state evolves as a general continuous-time Markov process and the observation process is modeled as nonlinear function…

Probability · Mathematics 2020-02-25 Jin W. Kim , Prashant G. Mehta

We investigate the equilibration of a small isolated quantum system by means of its matrix of asymptotic transition probabilities in a preferential basis. The trace of this matrix is shown to measure the degree of equilibration of the…

Statistical Mechanics · Physics 2016-02-04 J. M. Luck

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

Optimization and Control · Mathematics 2016-02-16 Benoîte de Saporta , François Dufour , Christophe Nivot

We provide a necessary and sufficient condition for the metastability of a Markov chain, expressed in terms of a property of the solutions of the resolvent equation. As an application of this result, we prove the metastability of…

Probability · Mathematics 2024-06-21 C. Landim , D. Marcondes , I. Seo

We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

Optimization and Control · Mathematics 2021-12-22 Adrien Taylor , Francis Bach

We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…

Probability · Mathematics 2015-01-20 Raphael Lachieze-Rey , Ilya Molchanov

This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite-time horizon. We use stochastic control barrier functions as a means to quantify the probability that a system exits a given safe region of…

Systems and Control · Electrical Eng. & Systems 2019-09-12 Cesar Santoyo , Maxence Dutreix , Samuel Coogan

Today, machine learning (ML) models are increasingly applied in decision making. This induces an urgent need for quality assurance of ML models with respect to (often domain-dependent) requirements. Monotonicity is one such requirement. It…

Machine Learning · Computer Science 2020-02-28 Arnab Sharma , Heike Wehrheim

This paper addresses the quantitative verification of finite-time constrained occupation time for stochastic continuous-time systems governed by stochastic differential equations (SDEs). Unlike classical reachability analysis, which focuses…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Bai Xue , C. -H. Luke Ong

Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…

Logic in Computer Science · Computer Science 2023-11-08 Sebastian Junges , Erika Ábrahám , Christian Hensel , Nils Jansen , Joost-Pieter Katoen , Tim Quatmann , Matthias Volk

The majority of existing probabilistic model checking case studies are based on well understood theoretical models and distributions. However, real-life probabilistic systems usually involve distribution parameters whose values are obtained…

Software Engineering · Computer Science 2013-08-29 Guoxin Su , David S. Rosenblum

We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…

Statistical Mechanics · Physics 2009-11-13 Peter Reimann

We studied metastability and extinction time of a finite system with a large number of interacting components in discrete time by means of analytical and numerical investigation. The system is markovian with respect to the potential profile…

Adaptation and Self-Organizing Systems · Physics 2018-12-27 L. Brochini , M. Abadi

In this work, we introduce an information-theoretic approach for considering changes in dynamics of finitely dimensional open quantum systems governed by master equations. This experimentally motivated approach arises from considering how…

Quantum Physics · Physics 2021-05-03 Katarzyna Macieszczak

We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…

Probability · Mathematics 2015-08-03 Lucian Beznea , Oana Lupascu

We study algorithmic problems in multi-stage open shop processing systems that are centered around reachability and deadlock detection questions. We characterize safe and unsafe system states. We show that it is easy to recognize system…

Data Structures and Algorithms · Computer Science 2011-02-16 Christian Eggermont , Alexander Schrijver , Gerhard J. Woeginger

Finding the most likely path to a set of failure states is important to the analysis of safety-critical systems that operate over a sequence of time steps, such as aircraft collision avoidance systems and autonomous cars. In many…

Artificial Intelligence · Computer Science 2020-12-07 Ritchie Lee , Ole J. Mengshoel , Anshu Saksena , Ryan Gardner , Daniel Genin , Joshua Silbermann , Michael Owen , Mykel J. Kochenderfer

A stochastic timed automaton is a purely stochastic process defined on a timed automaton, in which both delays and discrete choices are made randomly. We study the almost-sure model-checking problem for this model, that is, given a…

Logic in Computer Science · Computer Science 2015-07-01 Nathalie Bertrand , Patricia Bouyer , Thomas Brihaye , Quentin Menet , Christel Baier , Marcus Groesser , Marcin Jurdzinski

Randomized smoothing, a method to certify a classifier's decision on an input is invariant under adversarial noise, offers attractive advantages over other certification methods. It operates in a black-box and so certification is not…

Machine Learning · Computer Science 2020-06-09 Jamie Hayes

Design and control of autonomous systems that operate in uncertain or adversarial environments can be facilitated by formal modelling and analysis. Probabilistic model checking is a technique to automatically verify, for a given temporal…

Logic in Computer Science · Computer Science 2021-11-23 Marta Kwiatkowska , Gethin Norman , David Parker
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