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Efficient Generation of Random Bits from Finite State Markov Chains
Efficient Generation of Random Bits Finite State Markov Chains
2011/2/25
The problem of random number generation from an uncorrelated random source (of unknown probability distribution)dates back to von Neumann’s 1951 work.
Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
central limit theorem triangular arrays non-homogeneousMarkov chains
2011/3/1
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on ma...
Entropy Rate for Hidden Markov Chains with rare transitions
Entropy Rate for Hidden Markov Chains rare transitions
2011/1/20
We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Mar...
Time inhomogeneous Markov chains with wave-like behavior
Markov chains wave-like behavior
2010/11/12
Starting from a given Markov kernel on a finite set $V$ and a bijection $g$ of $V$, we construct and study a time inhomogeneous Markov chain whose kernel at time $n$ is obtained from $K$ by transport...
On Quantum Markov Chains on Cayley tree II: Phase transitions for the associated chain with XY-model on the Cayley tree of order three
On Quantum Markov Chains Cayley tree II
2010/11/15
In the present paper we study forward Quantum Markov Chains (QMC) defined on a Cayley tree. Using the tree structure of graphs, we give a construction of quantum Markov chains on a Cayley tree. By me...
A vector minmax problem for controlled Markov chains
A vector minmax problem controlled Markov chains
2010/11/9
The problem of controlling a finite state Markov chain in the presence of an adversary so as to ensure desired performance levels for a vector of objectives is cast in the framework of Blackwell appro...
A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension $d\geq3$ and Centered Case
Markov chains renewal theorem spectral method
2010/12/14
In dimension d ≥ 3, we present a general assumption under which the renewal theorem established by Spitzer [23] for i.i.d. sequences of centered nonlattice r.v. holds true. Next we appeal to an operat...
Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System
BSDE Markov chain weak convergence homogenization
2010/12/13
Stemmed from the derivation of the optimal control to a stochastic linearquadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the g...
Filtering of continuous-time Markov chains with noise-free observation and applications
Filtering of continuous-time Markov chains noise-free observation applications
2010/11/30
Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Yt = h(Xt), (t ≥ 0). We address the filtering problem
for X in terms of th...
On the Imbedding Problem for Three-state Time Homogeneous Markov Chains with Coinciding Negative Eigenvalues
imbedding problem three-state time homogeneousMarkov chains
2010/12/3
For an indecomposable 3×3 stochastic matrix (i.e., 1-step transition probability matrix) with coinciding negative eigenvalues, a new necessary and sufficient condition of the imbedding problem for tim...
Gallavotti-Cohen-Type symmetry related to cycle decompositions for Markov chains and biochemical applications
cycle decompositions Markov chains biochemical applications
2010/12/10
We slightly extend the fluctuation theorem obtained in [24] for sums of generators, considering continuous–time Markov chains on a finite state space whose underlying graph has multiple edges and no l...
A statistical test for time reversibility of stationary finite state Markov chains
Markov chain Time reversible
2010/9/17
In this paper stationary irreducible aperiodic finite state Markov chains are considered. We investigate time reversibility of these chains and a statistical tool for characterizing their time reversi...