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HIDDEN MARKOV PROCESSES IN THE CONTEXT OF SYMBOLIC DYNAMICS
HIDDEN MARKOV PROCESSES SYMBOLIC DYNAMICS
2015/9/29
In an effort to aid communication among different fields and perhaps facilitate progress on problems common toall of them, this article discusses hidden Markov processes from several viewpoints, espec...
The cutoff phenomenon for ergodic Markov processes
Cutoff phenomenon ergodic Markov semigroups
2015/8/26
We consider the cutoff phenomenon in the context of families of ergodic Markov transition
functions. This includes classical examples such as families of ergodic finite Markov chains
and Brownian mo...
The L2-cutoff for reversible Markov processes
L2-cutoff Markov semigroups Normal operators
2015/8/26
We consider the problem of proving the existence of an L2-cutoff for families of ergodic Markov processes
started from given initial distributions and associated with reversible (more, generally, nor...
Estimators for the Entropy Rate of Binary Hidden Markov Processes(英文)
Binary hidden Markov process entropy rate bound estimator,algorithm
2015/5/28
The entropy rate of a hidden Markov process (HMP) is important in theory and practical applications, but it is hard to get an analytical expression or obtain a numerical estimator. In this paper, a ne...
Weak Markov Processes as Linear Systems
multi-variable system weakMarkov process cascade observability asymptotic completeness
2012/6/15
A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter t...
Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model
Bivariate Markov processes switching di usions matrix-valued orthogonal functions Wright-Fisher models
2011/9/14
Abstract: The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinites...
Branching Markov processes on fragmentation trees generated from the paintbox process
Branching Markov processes fragmentation trees the paintbox process Probability
2011/9/5
Abstract: A fragmentation of a set $A$ is a graph with vertices labeled by subsets of $A$ which obey a certain parent-child relationship. A random fragmentation tree is a probability distribution on t...
Markov processes and generalized Schroedinger equations
Markov processes Stochastic mechanics Doob transformation
2011/8/26
Abstract: Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are f...
Markov processes of infinitely many nonintersecting random walks
Markov processes nonintersecting random walk Probability
2011/7/27
Abstract: Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov cha...
On some ergodicity properties for time inhomogeneous Markov processes with $T$-periodic semigroup
Markov processes diffusion processes inhomogeneity in time periodicity Lyapunov function
2011/2/25
We consider a time inhomogeneous strong Markov process (ξt)t0 taking values in a Polish state space whose semigroup has a T -periodic structure. After reviewing some conditions which imply ergodicity...
The local properties of the Markov processes of Ornstein-Uhlenbeck type
local time Markov process of Ornstein-Uhlenbeck type L´ evy process
2010/12/6
We prove the existence of a local time, the continuity of the local time about t, and the regular property for a.e. x ∈ R of a Ornstein-Uhlenbeck type {Xt, t ∈ R+} driven by a general L´evy proc...
Metastability of reversible finite state Markov processes
Metastability Finite state Markov processes Reversibility
2010/12/9
We prove the metastable behavior of reversible Markov processes on finite state spaces under minimal conditions on the jump rates. To illustrate the result we deduce the metastable behavior of the Isi...
Multi-Resolution Schauder Approach to Multidimensional Gauss-Markov Processes
Gauss-Markov Processes Levy-Ciesielski construction Schauder Basis Hilbert Analysis
2010/11/29
The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-M...
Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary
Markov processes Gelfand-Tsetlin graph boundary
2010/12/3
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov proc...
On Empty Essential Spectrum for Markov Processes in Dimension One
Markov generator Essential spectrum Compact embedding Hardy-type inequality
2007/12/12
This paper gives characterizations for diffusion processes on the line and birth--death processes whose generators admit the empty essential spectra. Some equivalent conditions for empty essential spe...