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We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

概率论 · 数学 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…

量子物理 · 物理学 2023-07-19 Federico Girotti , Juan P. Garrahan , Mădălin Guţă

In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…

统计力学 · 物理学 2024-10-10 Fei Liu , Shihao Xia , Shanhe Su

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Inspired by the theory of random products of matrices, it has been shown that these Markov processes admit…

概率论 · 数学 2025-03-25 Tristan Benoist , Arnaud Hautecoeur , Clément Pellegrini

We propose a two step strategy for estimating one-dimensional dynamical parameters of a quantum Markov chain, which involves quantum post-processing the output using a coherent quantum absorber and a "pattern counting'' estimator computed…

量子物理 · 物理学 2025-08-28 Federico Girotti , Alfred Godley , Mădălin Guţă

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

统计理论 · 数学 2026-03-26 Ziwei Su , Imon Banerjee , Diego Klabjan

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

概率论 · 数学 2014-10-17 Markus Fischer

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

概率论 · 数学 2013-05-06 Y. -X. Ren , R. Song , R. Zhang

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

概率论 · 数学 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…

动力系统 · 数学 2025-07-17 Ao Cai , Pedro Duarte , Silvius Klein

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

概率论 · 数学 2020-04-21 Aurélien Velleret

Open Quantum Random Walks, as developed in \cite{APSS}, are a quantum generalization of Markov chains on finite graphs or on lattices. These random walks are typically quantum in their behavior, step by step, but they seem to show up a…

概率论 · 数学 2013-12-20 Stephane Attal , Nadine Guillotin-Plantard , Christophe Sabot

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

统计力学 · 物理学 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

The problem of estimating a parameter of a quantum system through a series of measurements performed sequentially on a quantum probe is analyzed in the general setting where the underlying statistics is explicitly non-i.i.d. We present a…

量子物理 · 物理学 2015-12-01 Daniel Burgarth , Vittorio Giovannetti , Airi N. Kato , Kazuya Yuasa

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

概率论 · 数学 2014-04-02 Yan-Xia Ren , Renming Song , Rui Zhang

We present a new approach to the bootstrap for chains of infinite order taking values on a finite alphabet. It is based on a sequential Bootstrap Central Limit Theorem for the sequence of canonical Markov approximations of the chain of…

概率论 · 数学 2007-05-23 P. Collet , D. Duarte , A. Galves

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…

概率论 · 数学 2020-10-15 Mingzhou Xu , Yunzheng Ding , Yongzheng Zhou

We illustrate the mathematical theory of entropy production in repeated quantum measurement processes developed in a previous work by studying examples of quantum instruments displaying various interesting phenomena and singularities. We…

数学物理 · 物理学 2021-03-04 Tristan Benoist , Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

统计理论 · 数学 2026-01-26 Lasse Leskelä , Maximilien Dreveton

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…

概率论 · 数学 2018-10-17 L. Bertini , R. Chetrite , A. Faggionato , D. Gabrielli
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