Related papers: On positively divisible non-Markovian processes
This paper describes the structure of solutions to Kolmogorov's equations for nonhomogeneous jump Markov processes and applications of these results to control of jump stochastic systems. These equations were studied by Feller (1940), who…
We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…
Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…
We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by…
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.…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
Motivated by applications in systems biology, we seek a probabilistic framework based on Markov processes to represent intracellular processes. We review the formal relationships between different stochastic models referred to in the…
This paper provides a construction of a Fleming--Viot measure valued diffusion process, for which the transition function is known, by extending recent ideas of the Gibbs sampler based Markov processes. In particular, we concentrate on the…
In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
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…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
We propose certain conditions which are sufficient for the functional law of the iterated logarithm (the Strassen invariance principle) for some general class of non-stationary Markov-Feller chains. This class may be briefly specified by…
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…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…
Identifying non-Markovianity with non-divisibility, we propose a measure for non-Markovinity of quantum process. Three examples are presented to illustrate the non-Markovianity, measure for non-Markovianity is calculated and discussed.…
In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…
Markovianity of the quantum open system processes is a topic of the considerable current interest. Typically, invertibility is assumed to be non-essential for Markovianity of the open-quantum-system dynamical maps. Nevertheless, in this…