相关论文: Explosion by Killing and Maximum Principle in Symm…

In this paper, we analyze mean-field game modulated by finite states markov chains. We first develop a sufficient stochastic maximum principle for the optimal control of a Markov-modulated stochastic differential equation (SDE) of…

In this note we adress the problem of performing the semiclassical expansion of the scalar product of Bethe states in the case of the XXZ spin chain. Our approach closely follows the one developped in [1]: after expressing the scalar…

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

This paper is devoted to the study of a new class of random evolutions (RE), so-called self-exciting random evolutions (SEREs), and their applications. We also introduce a new random process $x(t)$ such that it is based on a superposition…

We consider probabilistic model checking for continuous-time Markov chains (CTMCs) induced from Stochastic Reaction Networks (SRNs) against a fragment of Continuous Stochastic Logic (CSL) extended with reward operators. Classical numerical…

We resolve a puzzle associated with the spherically-symmetric sector of the AdS$_4$ Einstein-Maxwell partition function with inverse temperature $\beta$. Since charge is quantized, the semiclassical limit of the partition function is…

Complex systems universally exhibit emergence, where macroscopic dynamics arise from local interactions, but a predictive law governing this process has been absent. We establish and verify such a law. We define a system's causal power at a…

We consider the $AdS_{3}/CFT_{2}$ duality between certain coset WZW theories at large central charge and Vasiliev 3D higher spin gravity with a single complex field. On the gravity side, we discuss a higher spin black hole solution with…

The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded measurable functions into Lipschitz continuous functions,…

A maximum likelihood methodology for the parameters of models with an intractable likelihood is introduced. We produce a likelihood-free version of the stochastic approximation expectation-maximization (SAEM) algorithm to maximize the…

The power of matrix product states to describe infinite-size translational-invariant critical spin chains is investigated. At criticality, the accuracy with which they describe ground state properties of a system is limited by the size…

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…

We revisit the study of the emptiness formation probability, the probability of forming a sequence of $\ell$ spins with the same ferromagnetic orientation in the ground-state of a quantum spin chain. We focus on two different examples,…

Within the framework of the operator product expansion (OPE) and the renormalization group equation (RGE), we show that the temperature and chemical potential dependence of the zeroth moment of a spectral function (SF) in an asymptotically…

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

We study a finite time horizon Markov decision process (MDP) consisting of several groups of multi-action finite-state restless bandit processes, which are identical within each group. The bandit processes into different groups can be…

The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system of finite entropy the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere. In addition…

This paper examines the stochastic maximum principle (SMP) for a forward-backward stochastic control system where the backward state equation is characterized by the backward stochastic differential equation (BSDE) with quadratic growth and…

The symmetric simple exclusion process (SEP), where diffusive particles cannot overtake each other, is a paradigmatic model of transport in the single-file geometry. In this model, the study of currents has attracted a lot of attention, but…