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In the present paper we consider the problem of description of an arbitrary generalized quantum measurement with outcomes in a measurable space. Analyzing the unitary invariants of a measuring process, we present the most general form of a…

In the present paper we study nonlinear dynamics of quantum quadratic operators (q.q.o) acting on the algebra of $2\times 2$ matrices $\bm_2(\bc)$. First, we describe q.q.o. with Haar state as well as quadratic operators with the…

In this paper, we look at a probabilistic approach to a non-local quadratic form that has lately attracted some interest. This form is related to a recently introduced non-local normal derivative. The goal is to construct two Markov…

We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for 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…

General Markov chains with a countably additive transition probability in arbitrary phase space are considered. Markov operators extend from the space of countably additive measures to the space of finitely additive measures. In the…

There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…

The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional…

The not necessarily unitary evolution operator of a finite dimensional quantum system is studied with the help of a projection operators technique. Applying this approach to the Schr\"odinger equation allows the derivation of an alternative…

Efficient methods for the description of the non-Markovian dynamics of open systems play an important role in many proposed applications of quantum mechanics. Here we review some of the most important tools that are based on the projection…

For a controllable linear time-varying (LTV) pair $(\boldsymbol{A}_t,\boldsymbol{B}_t)$ and $\boldsymbol{Q}_{t}$ positive semidefinite, we derive the Markov kernel for the It\^{o} diffusion…

A new model that maps a quantum random walk described by a Hadamard operator to a particular case of a random walk is presented. The model is represented by a Markov chain with a stochastic matrix, i.e., all the transition rates are…

Markov processes on the lattices with arbitrary dimension are omnipresent in statistical mechanics; however their algebraic description is complete only in dimension 1, for which linear algebra provides many tools complementary to the…

In this paper, we develop methods of nonlinear filtering and prediction of an unobservable Markov chain with a finite set of states. This Markov chain controls coefficients of AR(p) model. Using observations generated by AR(p) model we have…

The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…

In this paper, we consider a discrete time economy where we assume that the short term interest rate follows a quadratic term structure of a regime switching asset process. The possible non-linear structure and the fact that the interest…

We use nonstandard analysis to formulate quantum mechanics in hyperfinite-dimensional spaces. Self-adjoint operators on hyperfinite-dimensional spaces have complete eigensets, and bound states and continuum states of a Hamiltonian can thus…