相关论文: Simulating an infinite mean waiting time
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
To model a complex system intrinsically separated by a barrier, we use two random Hamiltonians, coupled to each other either by a tunneling matrix element or by an intermediate transition state. We study that model in the universal limit of…
This paper is a survey of extensions to finite automata theory to model real-time systems as well as systems exhibiting mixed discrete-continuous behavior. Real-time systems maintain a continuous and timely interaction with the environment,…
Business process simulation is an approach to evaluate business process changes prior to implementation. Existing methods in this field primarily support tactical decision-making, where simulations start from an empty state and aim to…
We apply the recently devised quasi-stationary simulation method to study the lifetime and order parameter of the contact process in the subcritical phase. This phase is not accessible to other methods because virtually all realizations of…
Reversible computing is a new paradigm that has emerged recently and extends the traditional forwards-only computing mode with the ability to execute in backwards, so that computation can run in reverse as easily as in forward. Two…
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
Let $\omega=(\omega_i)_{i\in\mathbb Z}=(\mu^{L}_i,...,\mu^{1}_i,\lambda_i)_{i\in \mathbb Z}$, which serves as the environment, be a sequence of i.i.d. random nonnegative vectors, with $L\ge1$ a positive integer. We study birth and death…
Imaginary time evolution is a powerful technique for computing the ground state of quantum Hamiltonians, where the convergence to ground state in asymptotic imaginary time is guaranteed. However, implementing this method on quantum…
Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…
In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…
We consider qualitative simulation involving a finite set of qualitative relations in presence of complete knowledge about their interrelationship. We show how it can be naturally captured by means of constraints expressed in temporal logic…
We consider a birth-death process with the birth rates $i\lambda$ and death rates $i\mu +i(i-1)\theta$, where $i$ is the current state of the process. A positive competition rate $\theta$ is assumed to be small. In the supercritical case…
In this paper we are discussing the question how a continuous quantum system can be simulated by mean field fluctuations of a finite number of qubits. On the kinematical side this leads to a convergence result which states that…
Quantum computing employs controllable interactions to perform sequences of logical gates and entire algorithms on quantum registers. This paradigm has been widely explored, e.g., for simulating dynamics of manybody systems by decomposing…
We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…
The thresholding of time series of activity or intensity is frequently used to define and differentiate events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain small scale physics from…
For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…