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The outcome statistics of an informationally complete quantum measurement for a system in a given state can be used to evaluate the ensemble expectation of any linear operator in the same state, by averaging a function of the outcomes that…

Quantum Physics · Physics 2009-12-21 G. M. D'Ariano , D. F. Magnani , P. Perinotti

This paper proposes a quantum algorithm for Markov chain spectral gap estimation that is quasi-optimal (i.e., optimal up to a polylogarithmic factor) in the number of vertices for all parameters, and additionally quasi-optimal in the…

Quantum Physics · Physics 2026-01-13 Adam Connolly , Steven Herbert , Julien Sorci

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…

Optimization and Control · Mathematics 2013-12-13 Savas Dayanik , Kazutoshi Yamazaki

Multiparameter quantum estimation theory aims to determine simultaneously the ultimate precision of all parameters contained in the state of a given quantum system. Determining this ultimate precision depends on the quantum Fisher…

Quantum Physics · Physics 2020-09-15 Lahcen Bakmou , Mohammed Daoud , Rachid ahl laamara

The formalism of quantum estimation theory is applied to estimate the disorders in the positions of two membranes positioned in a driven cavity. We consider the coupled-cavities and the transmissive-regime models to obtain effective…

Quantum Physics · Physics 2024-06-04 Claudio Sanavio , József Zsolt Bernád , André Xuereb

This paper gives an overview of parameter estimation and system identification for quantum input-output systems by continuous observation of the output field. We present recent results on the quantum Fisher information of the output with…

Quantum Physics · Physics 2022-05-25 Hendra I. Nurdin , Madalin Guţǎ

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

Logic in Computer Science · Computer Science 2015-07-24 Ernst Moritz Hahn , Holger Hermanns , Ralf Wimmer , Bernd Becker

Characterizing and calibrating physical qubits is essential for maintaining the performance of quantum processors. A key challenge in this process is the presence of crosstalk that complicates the estimation of individual qubit detunings.…

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We consider estimation of a single unknown parameter embedded in a quantum state. Quantum Cram\'er-Rao bound (QCRB) is the ultimate limit of the mean squared error for any unbiased estimator. While it can be achieved asymptotically for a…

Quantum Physics · Physics 2026-05-06 Zihao Gong , Boulat A. Bash

We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…

Probability · Mathematics 2022-11-08 Nicolas Champagnat , Denis Villemonais

We determine the quantum Cram\'er-Rao bound for the precision with which the oscillator frequency and damping constant of a damped quantum harmonic oscillator in an arbitrary Gaussian state can be estimated. This goes beyond standard…

Quantum Physics · Physics 2020-08-05 Patrick Binder , Daniel Braun

We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be…

Quantum Physics · Physics 2015-09-02 Catalin Catana , Luc Bouten , Madalin Guta

Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…

Probability · Mathematics 2025-10-24 Minjun Kim , Seokhwan Moon , Jinsu Kim

The paper investigates the techniques of quantum computation in metrological predictions, with a particular emphasis on enhancing prediction potential through variational parameter estimation. The applicability of quantum simulations and…

Quantum Physics · Physics 2025-01-31 Vaidik A Sharma , N. Madurai Meenachi , B. Venkatraman

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

Statistics Theory · Mathematics 2025-05-21 Imon Banerjee , Vinayak Rao , Harsha Honnappa

The problem of state tracking with active observation control is considered for a system modeled by a discrete-time, finite-state Markov chain observed through conditionally Gaussian measurement vectors. The measurement model statistics are…

Systems and Control · Computer Science 2015-06-18 Daphney-Stavroula Zois , Marco Levorato , Urbashi Mitra

We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full rank and that the density functions of the emission…

Statistics Theory · Mathematics 2023-11-29 Marie Du Roy de Chaumaray , Salima El Kolei , Marie-Pierre Etienne , Matthieu Marbac

We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…

Dynamical Systems · Mathematics 2025-07-17 Ao Cai , Pedro Duarte , Silvius Klein
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