Related papers: A new look at perfect simulation for chains with i…

An algorithm for the unbiased simulation of continuous max-(resp.\ min-)id stochastic processes is developed. The algorithm only requires the simulation of finite Poisson random measures on the space of continuous functions and avoids the…

We develop a novel parallel resampling algorithm for fully parallelized particle filters, which is designed with GPUs (graphics processing units) or similar parallel computing devices in mind. With our new algorithm, a full cycle of…

This paper analyzes the performance of sequential importance sampling algorithms for estimating the number of perfect matchings in bipartite graphs. Precise bounds on the number of samples required to yield an accurate estimate are derived.…

Strong and weak simulation relations have been proposed for Markov chains, while strong simulation and strong probabilistic simulation relations have been proposed for probabilistic automata. However, decision algorithms for strong and weak…

A continuously measured quantum system with multiple jump channels gives rise to a stochastic process described by random jump times and random emitted symbols, representing each jump channel. While much is known about the waiting time…

Perfect adaptation in a dynamical system is the phenomenon that one or more variables have an initial transient response to a persistent change in an external stimulus but revert to their original value as the system converges to…

Assume we have two stochastic chains taking values in a finite alphabet. These chains may be of infinite order. Assume also that these chains are coupled in such a way that given the past of both chains they have a not too large probability…

Quantum sampling, a fundamental subroutine in numerous quantum algorithms, involves encoding a given probability distribution in the amplitudes of a pure state. Given the hefty cost of large-scale quantum storage, we initiate the study of…

Simulations of stochastic processes play an important role in the quantitative sciences, enabling the characterisation of complex systems. Recent work has established a quantum advantage in stochastic simulation, leading to quantum devices…

Binary decision diagrams can compactly represent vast sets of states, mitigating the state space explosion problem in model checking. Probabilistic systems, however, require multi-terminal diagrams storing rational numbers. They are…

Sequential computation is well understood but does not scale well with current technology. Within the next decade, systems will contain large numbers of processors with potentially thousands of processors per chip. Despite this, many…

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

The entanglement-sharing properties of an infinite spin-chain are studied when the state of the chain is a pure, translation-invariant state with a matrix-product structure. We study the entanglement properties of such states by means of…

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Proving programs terminating is a fundamental computer science challenge. Recent research has produced powerful tools that can check a wide range of programs for termination. The analog for probabilistic programs, namely termination with…

Symbolic approaches to the control design over complex systems employ the construction of finite-state models that are related to the original control systems, then use techniques from finite-state synthesis to compute controllers…

We define a wide class of Markovian load balancing networks of identical single-server infinite-buffer queues. These networks may implement classic parallel server or work stealing load balancing policies, and may be asymmetric, for…

We present an exact rate analysis for a secret key that can be shared among two parties employing a linear quantum repeater chain. One of our main motivations is to address the question whether simply placing quantum memories along a…

Parallel algorithms designed for simulation and performance evaluation of single-server tandem queueing systems with both infinite and finite buffers are presented. The algorithms exploit a simple computational procedure based on recursive…

Tracking the behaviour of stochastic systems is a crucial task in the statistical sciences. It has recently been shown that quantum models can faithfully simulate such processes whilst retaining less information about the past behaviour of…