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Non-Markovian quantum processes exhibit different memory effects when measured in different ways; an unambiguous characterization of memory length requires accounting for the sequence of instruments applied to probe the system dynamics.…

Quantum Physics · Physics 2019-04-11 Philip Taranto , Simon Milz , Felix A. Pollock , Kavan Modi

Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…

Formal Languages and Automata Theory · Computer Science 2024-05-16 Paolo Ballarini , Mahmoud Bentriou , Paul-Henry Cournède

The Markov property serves as a foundational assumption in most existing work on vehicle driving behavior, positing that future states depend solely on the current state, not the series of preceding states. This study validates the Markov…

Machine Learning · Computer Science 2025-01-22 Zheng Li , Haoming Meng , Chengyuan Ma , Ke Ma , Xiaopeng Li

In this paper, we examine identification in dynamic panel logit models with state dependence, a first-order Markov feedback process, and individual unobserved heterogeneity by introducing sufficient statistics for the feedback process and…

Econometrics · Economics 2026-05-04 Sukgyu Shin

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Z. A. Mayzelis , S. S. Apostolov , S. S. Mel'nyk , O. V. Usatenko , V. A. Yampol'skii

The dynamics of human mobility characterizes the trajectories humans follow during their daily activities and is the foundation of processes from epidemic spreading to traffic prediction and information recommendation. In this paper, we…

Physics and Society · Physics 2015-06-16 Zhi-Dan Zhao , Shi-Min Cai , Yang Lu

The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…

General Economics · Economics 2020-05-20 Olivera Kostoska , Viktor Stojkoski , Ljupco Kocarev

Human mobility is an important characteristic of human behavior, but since tracking personalized position to high temporal and spatial resolution is difficult, most studies on human mobility patterns rely largely on mathematical models.…

Physics and Society · Physics 2019-07-09 Chen Zhao , An Zeng , Chi Ho Yeung

We compare different selection criteria to choose the number of latent states of a multivariate latent Markov model for longitudinal data. This model is based on an underlying Markov chain to represent the evolution of a latent…

Methodology · Statistics 2012-12-04 Silvia Bacci , Silvia Pandolfi , Fulvia Pennoni

In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…

Methodology · Statistics 2024-01-10 Jack Storror Carter , Manuele Leonelli , Eva Riccomagno , Alessandro Ugolini

Response theory provides a pathway for understanding the sensitivity of a system and for predicting how its statistical properties change when a perturbation is applied. In the case of complex and multiscale systems, to achieve enhanced…

Statistical Mechanics · Physics 2025-07-10 Valerio Lucarini

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Modern approaches to causal modeling give a central role to interventions, which require the active input of an observer and introduces an explicit `causal arrow of time'. Causal models typically adopt a mechanistic interpretation,…

Quantum Physics · Physics 2019-08-23 Jacques Pienaar

This study introduces a comparative modeling framework using stationary and non-stationary transition probabilities within a Markov Decision Process (MDP) to assess COVID-19 disease dynamics. Stationary transition probabilities assume…

This paper presents a new approach to behavioral-social dynamics of human crowds. First order models are derived based on mass conservation at the macroscopic scale, while methods of the kinetic theory are used to model the decisional…

Physics and Society · Physics 2015-01-14 Nicola Bellomo , Stefano Berrone , Livio Gibelli , Alexandre Pieri

Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…

Statistics Theory · Mathematics 2012-01-11 Akimichi Takemura , Hisayuki Hara

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede

Temporal networks are widely used models for describing the architecture of complex systems. Network memory -- that is the dependence of a temporal network's structure on its past -- has been shown to play a prominent role in diffusion,…

Physics and Society · Physics 2020-04-28 Oliver E. Williams , Lucas Lacasa , Ana P. Millán , Vito Latora
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