相关论文: Markovian Testing Equivalence and Exponentially Ti…
We present an exact expansion of the master equation for an open quantum system. The resulting equation is time local and enables us to calculate clearly defined higher order corrections to the Born-Markov approximation. In particular, we…
Model-based mutation testing uses altered test models to derive test cases that are able to reveal whether a modelled fault has been implemented. This requires conformance checking between the original and the mutated model. This paper…
We address the problem of quantifying the non-Markovian character of quantum time-evolutions of general systems in contact with an environment. We introduce two different measures of non-Markovianity that exploit the specific traits of…
We conclusively show that the entanglement- and the mutual information-based measures of quantum non-Markovianity are inequivalent. To this aim, we first analytically solve the optimization problem in the definition of the…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
A general formalism is introduced to allow the steady state of non-Markovian processes on networks to be reduced to equivalent Markovian processes on the same substrates. The example of an epidemic spreading process is considered in detail,…
A Markov assumption considers a physical system memoryless to simplify its dynamics. Whereas memory effect or the non-Markovian phenomenon is more general in nature. In the quantum regime, it is challenging to define or quantify the…
In order to describe the extremal behaviour of some stochastic process $X$, approaches from univariate extreme value theory are typically generalized to the spatial domain. In particular, generalized peaks-over-threshold approaches allow…
Suppose an online platform wants to compare a treatment and control policy, e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site. Standard randomized…
We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic Markov chain. The null hypothesis is that the unknown transition matrix belongs to a prescribed set $P$ of stochastic matrices, and the…
In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…
For Markov jump processes on irreducible networks with finite number of sites, we derive a general and explicit expression of the squared coefficient of variation for the net number of transitions from one site to a connected site in a…
In this paper we prove that all the existing conditional event algebras embed into a three-valued extension of temporal logic of discrete past time, which the authors of this paper have proposed in anothe paper as a general model of…
Historically time-reversibility of the transitions or processes underpinning Markov chain Monte Carlo methods (MCMC) has played a key r\^ole in their development, while the self-adjointness of associated operators together with the use of…
We study an anytime control algorithm for situations where the processing resources available for control are time-varying in an a priori unknown fashion. Thus, at times, processing resources are insufficient to calculate control inputs. To…
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite and an infinite time horizon which is generated by a Partially Observable Markov Decision Process (POMDP). The certainty equivalent…