相关论文: Shy couplings
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…
For given two standard processes with no positive jumps, we construct, using the excursion theory, a Markov process whose positive and negative motions have the same law as the two processes. The resulting process is a generalization of…
A labelled Markov decision process is a labelled Markov chain with nondeterminism, i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by applications of…
We study how a coupled array of spiking chaotic systems synchronizes to an external driving in a short time. Synchronization means spike separation at adjacent sites much shorter than the average inter-spike interval; a local lack of…
We investigate the weak-strong coupling transition of two linearly coupled systems under the influence of a phase fluctuating coupling. In the weak coupling regime the exponential decay of quantum properties is well known. A different…
Switched linear systems are time-varying nonlinear systems whose dynamics switch between different modes, where each mode corresponds to different linear dynamics. They arise naturally to model unexpected failures, environment uncertainties…
We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…
We call a probabilistic theory "complete" if it cannot be further refined by no-signaling hidden-variable models, and name a theory "spooky" if every equivalent hidden-variable model violates Shimony's Outcome Independence. We prove that a…
This paper deals with parameter estimation in pair hidden Markov models (pair-HMMs). We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model being biologically motivated, some…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining,…
The mechanism of synchronization of oscillations in two identical coupled flow systems has beenstudied. The time (past the coupling onset) during which a synchronous oscillation regime is establisheddepends on the oscillation phase…
In this paper we study the problem of learning phylogenies and hidden Markov models. We call a Markov model nonsingular if all transition matrices have determinants bounded away from 0 (and 1). We highlight the role of the nonsingularity…
This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…
This is the story of the encounter between two worlds: the world of random walks and the world of Variable Length Markov Chains (VLMC). The meeting point turns around the semi-Markov property of underlying processes.
We present the finite-size Kuramoto model analytically continued from real to complex variables and analyze its collective dynamics. For strong coupling, synchrony appears through locked states that constitute attractors, as for the…
In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…
Consider all the possible ways of coupling together two Brownian motions with the same starting position but with different drifts onto the same probability space. It is known that there exist couplings which make these processes agree for…