Related papers: Perturbation of an alpha-stable type stochastic pr…
Virtually all questions that one can ask about the behavioral and structural complexity of a stochastic process reduce to a linear algebraic framing of a time evolution governed by an appropriate hidden-Markov process generator. Each type…
We consider the parameter estimation of Markov chain when the unknown transition matrix belongs to an exponential family of transition matrices. Then, we show that the sample mean of the generator of the exponential family is an…
A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter the resulting structure is worked out…
We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…
We consider a semi-classical completely integrable system defined by a $\hbar$-pseudodifferential operator $\hat{H}$ on the torus $\mathbb{T}^{d}$. In order to study perturbed operators of the form $\hat{H}+\hbar^{\kappa}\hat{K}$, where…
A time and space inhomogeneous Markov process is a Feller evolution process, if the corresponding evolution system on the continuous functions vanishing at infinity is strongly continuous. We discuss generators of such systems and show that…
The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…
In this article almost semi-continuous processes with stationary independent increments on a finite irreducible Markov chain are considered. For these processes the components of matrix factorization identity are concretely defined. On the…
In this paper we investigate two variants of $\alpha$-stable processes, namely tempered stable subordinators and modified tempered stable process as well as their renormalization. We study the weak convergence in the Skorohod space and…
A Markov assumption considers a physical system memoryless to simplify its dynamics. Whereas memory effect or the non-Markovian phenomenon is more general in nature. In the quantum regime, it is challenging to define or quantify the…
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of…
Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…
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…
Using a newly introduced connection between the local and non-local description of open quantum system dynamics, we investigate the relationship between these two characterisations in the case of quantum semi-Markov processes. This class of…
In this paper, we introduce the notion of Bi-entangled hidden Markov processes. These are hidden quantum processes where the hidden processes themselves exhibit entangled Markov process, and the observable processes also exhibit…
A periodic perturbation generates a complicated dynamics close to separatrices and saddle points. We construct an asymptotic solution which is close to the separatrix for the unperturbed Duffing's oscillator over a long time. This solution…
A class of pseudodifferential operators on the Heisenberg group is defined. As it should be, this class is an algebra containing the class of differential operators. Furthermore, those pseudodifferential operators act continuously on…
This work is concerned with the stability of regime-switching processes under the perturbation of the transition rate matrices. From the viewpoint of application, two kinds of perturbations are studied: the size of the transition rate…
An analytic index is defined for a family of cusp pseudodifferential operators, $P_b,$ on a fibration with fibres which are compact manifolds with boundaries, provided the family is elliptic and has invertible indicial family at the…
We introduce a class of stochastic processes based on symmetric $\alpha$-stable processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of a symmetric $\alpha$-stable process. We call them…