Related papers: Perturbations of Markov Chains
This paper studies three kinds of long-term behaviours, namely reachability, repeated reachability and persistence, of quantum Markov chains (qMCs). As a stepping-stone, we introduce the notion of bottom strongly connected component (BSCC)…
In recent years many-body perturbation theory encountered a renaissance in the field of ab initio nuclear structure theory. In various applications it was shown that perturbation theory, including novel flavors of it, constitutes a useful…
Markov chain Monte Carlo (MCMC) is one of the most useful approaches to scientific computing because of its flexible construction, ease of use and generality. Indeed, MCMC is indispensable for performing Bayesian analysis. Two critical…
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…
Markov Chain Monte Carlo (MCMC) is a computational approach to fundamental problems such as inference, integration, optimization, and simulation. The field has developed a broad spectrum of algorithms, varying in the way they are motivated,…
Kemeny's constant measures the efficiency of a Markov chain in traversing its states. We investigate whether structure-preserving perturbations to the transition probabilities of a reversible Markov chain can improve its connectivity while…
The difficulties of perturbation theory associated with unstable fundamental fields (such as the lack of exact gauge invariance in each order) are cured if one constructs perturbative expansion directly for probabilities interpreted as…
The consideration of quantum fields defined on a spacetime lattice provides computational techniques which are invaluable for studying gauge theories nonperturbatively from first principles. Perturbation theory is an essential aspect of…
In this paper we consider stopping problems for continuous-time Markov chains under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. More precisely our aim is to maximize the certainty…
I review recent results in baryon chiral perturbation theory, in particular related to pion-nucleon scattering and first systematic attempts to go beyond next-to-leading order in the case of three flavors. New insight into the chiral…
We consider gauge models in the causal approach and study the third order of the perturbation theory. We are interested in the computation of the anomalies in this order of the perturbation theory and for this purpose we analyse in detail…
For systems that involve particle production through branching processes the concept of chaos is explored. The measures that can describe their behaviors are investigated. Monte Carlo simulation is used to generate events according to…
The growing attention on cryptocurrencies has led to increasing research on digital stock markets. Approaches and tools usually applied to characterize standard stocks have been applied to the digital ones. Among these tools is the…
In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of aftereffect or memory. The…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
A continuous-time Markov chain rate change formula for simulation, model selection, filtering and theory is proven. It is used to develop Markov chain importance sampling, rejection sampling, branching particle filtering algorithms and…
Markov decision processes continue to gain in popularity for modeling a wide range of applications ranging from analysis of supply chains and queuing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend…
In this note, we propose a new idea by analyzing the basic disturbance equations, and give starting equations for understanding the instability phenomena of laminar flows and transition to turbulence. It is considered that there is an…
This paper considers continuous-time block-monotone Markov chains (BMMCs) and their block-augmented truncations. We first introduce the block monotonicity and block-wise dominance relation for continuous-time Markov chains, and then provide…
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…