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Spatio-temporal video prediction plays a pivotal role in critical domains, ranging from weather forecasting to industrial automation. However, in high-precision industrial scenarios such as semiconductor manufacturing, the absence of…
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Markov processes serve as foundational models in many scientific disciplines, such as molecular dynamics, and their simulation forms a common basis for analysis. While simulations produce useful trajectories, obtaining macroscopic…
Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…
Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice…
We have recently defined a weak Markovian bisimulation equivalence in an integrated-time setting, which reduces sequences of exponentially timed internal actions to individual exponentially timed internal actions having the same average…
In this paper, we present a framework to compare the differences in the occupation probabilities of two random walk processes, which can be generated by modifications of the network or the transition probabilities between the nodes of the…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
This is the third installment in a series of papers concerning the Bounded Real Lemma for infinite-dimensional discrete-time linear input/state/output systems. In this setting, under appropriate conditions, the lemma characterizes when the…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We consider the relation between three different approaches to defining quantum states across several times and locations: the pseudo-density matrix (PDM), the process matrix, and the multiple-time state approaches. Previous studies have…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
The standard engineering approach to modelling of complex systems is highly compositional. In order to be able to understand (or to control) the behavior of a complex dynamical systems, it is often desirable, if not necessary, to view this…
The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…
This paper is divided into two parts. The first part reviews the formulae for f-divergences in the study of continuous-time Markov processes and explores their applications in areas such as stochastic stability, the second law of…
The conformance testing problem for dynamical systems asks, given two dynamical models (e.g., as Simulink diagrams), whether their behaviors are "close" to each other. In the semi-formal approach to conformance testing, the two systems are…
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…