相关论文: On the notion(s) of duality for Markov processes
We discuss geometrical aspects of different dualities in the integrable systems of the Hitchin type and its various generalizations. It is shown that T duality known in the string theory context is related to the separation of variables…
In this paper, we build double theories capturing the idea of nondeterministic behaviors and trajectories. Following Libkind and Myers' Double Operadic Theory of Systems, we construct monoidal semi double categories of interfaces, along…
Bisimulation is a concept that captures behavioural equivalence. It has been studied extensively on nonprobabilistic systems and on discrete-time Markov processes and on so-called continuous-time Markov chains. In the latter time is…
The aim of this paper is to present a survey of some recent results obtained in the study of spaces with asymmetric norm. The presentation follows the ideas from the theory of normed spaces (topology, continuous linear operators, continuous…
Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…
Duality relations between continuous-state and discrete-state stochastic processes with continuous-time have already been studied and used in various research fields. We propose extended duality relations, which enable us to derive…
We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.
Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general applicability of the model class, a myriad of methods have been…
Spatially dependent birth-death processes can be modelled by kinetic models such as the BBGKY hierarchy. Diffusion in infinite dimensional systems can be modelled with Brownian motion in Hilbert space. In this work Doi field theoretic…
Working within the path-integral framework we first establish a duality between the partion functions of two $U(1)$ gauge theories with a theta term in $d=4$ space-time dimensions. Then, after a dimensional reduction to $d=3$ dimensions we…
Within the framework of the gauge O(1,3)\times O(1,3)-theory, an extension of the Belavin-Polyakov-Schwarz-Tyupkin ansatz is proposed by incorporation there the Levi-Civita tensor. The duality properties of the theory, admitting…
One of the main tasks in the study of financial and economic processes is forecasting and analysis of the dynamics of these processes. Within this task lie important research questions including how to determine the qualitative properties…
We work out some relations between duality and intertwining in the context of discrete Markov chains, fixing up the background of previous relations first established for birth and death chains and their Siegmund duals. In view of the…
Bisimulation is a concept that captures behavioural equivalence of states in a variety of types of transition systems. It has been widely studied in discrete-time settings where a key notion is the bisimulation metric which quantifies "how…
We show how the separability problem is dual to that of decomposing any given matrix into a conic combination of rank-one partial isometries, thus offering a duality approach different to the positive maps characterization problem. Several…
The main topic of these notes are Markov loops, studied in the context of continuous time Markov chains on discrete state spaces. We refer to [1] and [2] for the short "history" of the subject. In contrast with these references, symmetry is…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
Using the known duality between events and states, we establish the fact that there is a duality between quantization of events and measurement of states. With this duality, we will show a generalized system of imprimitivity and a covariant…
The duality principle, a cornerstone of quantum mechanics, limits the coexistence of wave and particle behaviours of quantum systems. This limitation takes a quantitative form when applied to the visibility $\mathcal V$ and predictability…
Time series datasets often contain heterogeneous signals, composed of both continuously changing quantities and discretely occurring events. The coupling between these measurements may provide insights into key underlying mechanisms of the…