相关论文: The Capacity of Count-Constrained ICI-Free Systems
Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…
For one-dimensional spin and pseudospin models that allow mapping to a Markov chain, the free energy of the system at a finite temperature can be expressed in terms of bond concentrations. Minimizing the free energy function makes it…
This paper presents algorithms for identifying and reducing a dedicated set of controllable transition rates of a state-labelled continuous-time Markov chain model. The purpose of the reduction is to make states to satisfy a given…
In this paper we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these functionals over suitable classes of control variates. A…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
The aim of this paper is to develop a general theory for the class of skip-free Markov chains on denumerable state space. This encompasses their potential theory via an explicit characterization of their potential kernel expressed in terms…
This paper presents a framework for abstracting uncertain or non-polynomial components of dynamical systems using polynomial constraints. This enables the application of polynomial-based analysis tools, such as sum-of-squares programming,…
This letter deals with the controllability issue of complex networks. An index is chosen to quantitatively measure the extent of controllability of given network. The effect of this index is analyzed based on empirical studies on various…
Multi-stack pushdown systems are a well-studied model of concurrent computation using threads with first-order procedure calls. While, in general, reachability is undecidable, there are numerous restrictions on stack behaviour that lead to…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…
The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
Explicit formulas are obtained for all moments and for all cumulants of the electric current through a quantum chaotic cavity attached to two ideal leads, thus providing the full counting statistics for this type of system. The approach is…
Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…
We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…
We present an iterative Markov chainMonte Carlo algorithm for computingreference priors and minimax risk forgeneral parametric families. Ourapproach uses MCMC techniques based onthe Blahut-Arimoto algorithm forcomputing channel capacity…
In this note we prove a spectral gap for various Markov chains on various functional spaces. While proving that a spectral gap exists is relatively common, explicit estimates seems somewhat rare.These estimates are then used to apply the…
Given a quantum Markovian noise model, we study the maximum dimension of a classical or quantum system that can be stored for arbitrarily large time. We show that, unlike the fixed time setting, in the limit of infinite time, the classical…
Markov chain Monte Carlo (MCMC) methods are a very versatile and widely used tool to compute integrals and expectations. In this short survey we focus on error bounds, rules for choosing the burn in, high dimensional problems and…