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A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…

Probability · Mathematics 2019-10-10 Marek Arendarczyk , Barbara Jasiulis-Gołdyn , Edward Omey

Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the…

Quantum Physics · Physics 2018-11-15 Davide Orsucci , Hans J. Briegel , Vedran Dunjko

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

Probability · Mathematics 2021-03-18 Yuri Kozitsky , Michael Röckner

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

Given a non-negative Jacobi matrix describing higher order recurrence relations for multiple orthogonal polynomials of type~II and corresponding linear forms of type I, a general strategy for constructing a pair of stochastic matrices, dual…

Classical Analysis and ODEs · Mathematics 2021-04-01 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas , Carlos Álvarez-Fernández , Juan E. Fernández-Díaz

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni

We introduce a class of so called Markovian marginals, which gives a natural framework for constructing solutions to the quantum marginal problem. We consider a set of marginals that possess a certain internal quantum Markov chain…

Quantum Physics · Physics 2016-09-28 Isaac H. Kim

Recent experimental tests of Bell inequalities confirm that entangled quantum systems cannot be described by local classical theories but still do not answer the question whether or not quantum systems could in principle be modelled by…

Quantum Physics · Physics 2024-03-07 Kawthar Al Rasbi , Lewis A. Clark , Almut Beige

A constructive proof is given to the fact that any ergodic Markov chain can be realized as a random walk subject to a synchronizing road coloring. Redundancy (ratio of extra entropy) in such a realization is also studied.

Probability · Mathematics 2011-05-06 Kouji Yano , Kenji Yasutomi

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

Inspired by the classical spectral analysis of birth-death chains using orthogonal polynomials, we study an analogous set of constructions in the context of open quantum dynamics and related walks. In such setting, block tridiagonal…

Mathematical Physics · Physics 2023-01-20 Manuel D. de la Iglesia , Carlos F. Lardizabal , Newton Loebens

The theoretical description of quantum dynamics in an intriguing way does not necessarily imply the underlying dynamics is indeed intriguing. Here we show how a known very interesting master equation with an always negative decay rate…

Quantum Physics · Physics 2017-07-31 Nina Megier , Dariusz Chruściński , Jyrki Piilo , Walter T. Strunz

We construct discrete time Markov chains that preserve the class of Schur processes on partitions and signatures. One application is a simple exact sampling algorithm for q^{volume}-distributed skew plane partitions with an arbitrary back…

Combinatorics · Mathematics 2010-01-21 Alexei Borodin

Quantum repeater chains will form the backbone of future quantum networks that distribute entanglement between network nodes. Therefore, it is important to understand the entanglement distribution performance of quantum repeater chains,…

Quantum Physics · Physics 2025-07-14 Allen Zang , Joaquin Chung , Rajkumar Kettimuthu , Martin Suchara , Tian Zhong

To quantify the randomness of Markov trajectories with fixed initial and final states, Ekroot and Cover proposed a closed-form expression for the entropy of trajectories of an irreducible finite state Markov chain. Numerous applications,…

Information Theory · Computer Science 2016-11-18 Mohamed Kafsi , Matthias Grossglauser , Patrick Thiran

There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…

Probability · Mathematics 2026-02-27 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas

We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…

Probability · Mathematics 2025-12-24 Bar Light

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

Statistical Mechanics · Physics 2026-02-17 Yoshihiko Hasegawa