Related papers: Markov-chain approach to a process with long-time …
We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…
The importance of considering contextual probabilities in shaping response patterns within psychological testing is underscored, despite the ubiquitous nature of order effects discussed extensively in methodological literature. Drawing from…
In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its…
Mixing and transport of passive particles are studied in a simple kinematic model of a meandering jet flow motivated by the problem of lateral mixing and transport in the Gulf Stream. We briefly discuss a model streamfunction, Hamiltonian…
Memory effects in the dynamics of open systems have been the subject of significant interest in the last decades. The methods involved in quantifying this effect, however, are often difficult to compute and may lack analytical insight. With…
We extend the re-simulation-based self-supervised learning approach to learning representations of hadronic jets in colliders by exploiting the Markov property of the standard simulation chain. Instead of masking, cropping, or other forms…
Non-Markovian processes have recently become a central topic in the study of open quantum systems. We realize experimentally non-Markovian decoherence processes of single photons by combining time delay and evolution in a…
The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…
The applicability of model checking is hindered by the state space explosion problem in combination with limited amounts of main memory. To extend its reach, the large available capacities of secondary storage such as hard disks can be…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
This paper shows that a large class of fading memory state-space systems driven by discrete-time observations of dynamical systems defined on compact manifolds always yields continuously differentiable synchronizations. This general result…
To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process…
Suppose $ E$ is a space with a null-recurrent Markov kernel $ P$. Furthermore, suppose there are infinite particles with variable weights on $ E$ performing a random walk following $ P$. Let $ X_{t}$ be a weighted functional of the position…
A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish…
We review the most recent developments in the theory of open quantum systems focusing on situations in which the reservoir memory effects, due to long-lasting and non-negligible correlations between system and environment, play a crucial…
The duration, strength and structure of memory effects are crucial properties of physical evolution. Due to the invasive nature of quantum measurement, such properties must be defined with respect to the probing instruments employed. Here,…
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…
We propose a very efficient method for pricing various types of lookback options under Markov models. We utilize the model-free representations of lookback option prices as integrals of first passage probabilities. We combine efficient…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…