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We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and…

Risk Management · Quantitative Finance 2014-10-30 Pedro Lencastre , Frank Raischel , Pedro G. Lind , Tim Rogers

Since the topic emerged several years ago, work on regular model checking has mostly been devoted to the verification of state reachability and safety properties. Though it was known that linear temporal properties could also be checked…

Logic in Computer Science · Computer Science 2009-01-27 Ahmed Bouajjani , Axel Legay , Pierre Wolper

Neural networks excel at pattern recognition but struggle with reliable logical reasoning, often violating basic logical principles during inference. We address this limitation by developing a categorical framework that systematically…

Logic in Computer Science · Computer Science 2025-08-19 Logan Nye

We prove that if we are given a generator of a cadlag Markov process and an open domain $G$ in the state space, on which the generator has the local property expressed in a suitable way on a class $\mathcal{C}$ of test functions that is…

Probability · Mathematics 2022-08-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We consider temporal logic verification of (possibly nonlinear) dynamical systems evolving over continuous state spaces. Our approach combines automata-based verification and the use of so-called barrier certificates. Automata-based…

Formal Languages and Automata Theory · Computer Science 2014-03-17 Tichakorn Wongpiromsarn , Ufuk Topcu , Andrew Lamperski

This paper studies trace-based equivalences for systems combining nondeterministic and probabilistic choices. We show how trace semantics for such processes can be recovered by instantiating a coalgebraic construction known as the…

Logic in Computer Science · Computer Science 2023-06-22 Filippo Bonchi , Ana Sokolova , Valeria Vignudelli

All physical observations are made relative to a reference frame, which is a system in its own right. If the system of interest admits a group symmetry, the reference frame observing it must transform commensurately under the group to…

High Energy Physics - Theory · Physics 2024-07-03 Shadi Ali Ahmad , Wissam Chemissany , Marc S. Klinger , Robert G. Leigh

A coalgebraic definition of finite and infinite trace semantics for probabilistic transition systems has recently been given using a certain Kleisli category. In this paper this semantics is developed using a coalgebraic method which is an…

Logic in Computer Science · Computer Science 2018-02-27 Alexandre Goy

We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which…

Logic in Computer Science · Computer Science 2015-07-01 Parosh Aziz Abdulla , Noomene Ben Henda , Richard Mayr

We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product…

Group Theory · Mathematics 2017-09-05 Jeremy G. Sumner , Michael D. Woodhams

In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g{\l}owski (2014a) in an effort to enrich the theory of CMCs that was originated in…

Probability · Mathematics 2015-12-01 Tomasz R. Bielecki , Jacek Jakubowski , Mariusz Niewęgłowski

This paper studies the problem of model-checking of probabilistic automaton and probabilistic one-counter automata against probabilistic branching-time temporal logics (PCTL and PCTL$^*$). We show that it is undecidable for these problems.…

Logic in Computer Science · Computer Science 2023-07-19 T. Lin

We establish two new direct product theorems for the randomized query complexity of Boolean functions. The first shows that computing $n$ copies of a function $f$, even with a small success probability of $\gamma^n$, requires $\Theta(n)$…

Computational Complexity · Computer Science 2025-12-10 Shalev Ben-David , Eric Blais

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

Probability · Mathematics 2016-09-28 Alessandro Arlotto , J. Michael Steele

Structured stochastic processes evolving in continuous time present a widely adopted framework to model phenomena occurring in nature and engineering. However, such models are often chosen to satisfy the Markov property to maintain…

Machine Learning · Statistics 2020-07-06 Nicolai Engelmann , Dominik Linzner , Heinz Koeppl

We introduce a machine learning approach to model checking temporal logic, with application to formal hardware verification. Model checking answers the question of whether every execution of a given system satisfies a desired temporal logic…

Logic in Computer Science · Computer Science 2024-11-01 Mirco Giacobbe , Daniel Kroening , Abhinandan Pal , Michael Tautschnig

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

Temporal logic is a framework for representing and reasoning about propositions that evolve over time. It is commonly used for specifying requirements in various domains, including hardware and software systems, as well as robotics.…

Computation and Language · Computer Science 2024-06-03 İlker Işık , Ebru Aydin Gol , Ramazan Gokberk Cinbis

General Markov chains in an arbitrary phase space are considered in the framework of the operator treatment. Markov operators continue from the space of countably additive measures to the space of finitely additive measures. Cycles of…

Probability · Mathematics 2020-12-09 Alexander I. Zhdanok

The ability to engineer non-Gaussian quantum resources underlies quantum technologies from communication and metrology to universal computation. However, while a number of canonical works have set no-go limits for attaining such resources…

Quantum Physics · Physics 2026-03-03 Samuel Alperin
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