Results 1 to 10 of about 30,138 (98)
Forward and reverse representations for Markov chains [PDF]
Stochastic Processes and their Applications, 2007 In this paper we carry over the concept of reverse probabilistic representations developed in Milstein, Schoenmakers, Spokoiny (2004) for diffusion processes, to discrete time Markov chains. We outline the construction of reverse chains in several situations and apply this to processes which are connected with jump-diffusion models and finite state ...
Milstein, Grigori N. +2 more
openaire +9 more sources
Informational and Causal Architecture of Discrete-Time Renewal Processes [PDF]
, 2014 Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law.
Crutchfield, James P., Marzen, Sarah
core +4 more sources
On reverse hypercontractivity [PDF]
, 2012 We study the notion of reverse hypercontractivity. We show that reverse hypercontractive inequalities are implied by standard hypercontractive inequalities as well as by the modified log-Sobolev inequality.
Mossel, Elchanan +2 more
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Fluctuation Theorems for Entropy Production and Heat Dissipation in Periodically Driven Markov Chains [PDF]
, 2009 Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process.
B. Chen +36 more
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Forward-reverse EM algorithm for Markov chains: convergence and numerical analysis
, 2015 We develop a forward-reverse EM (FREM) algorithm for estimating parameters that determine the dynamics of a discrete time Markov chain evolving through a certain measurable state space. As a key tool for the construction of the FREM method we develop forward-reverse representations for Markov chains conditioned on a certain terminal state.
Bayer, Christian +2 more
openaire +2 more sources
Modeling GRB 050904: Autopsy of a Massive Stellar Explosion at z=6.29 [PDF]
, 2006 GRB 050904 at redshift z=6.29, discovered and observed by Swift and with spectroscopic redshift from the Subaru telescope, is the first gamma-ray burst to be identified from beyond the epoch of reionization. Since the progenitors of long gamma-ray bursts
Burrows D. N. +7 more
core +2 more sources
Forward and reverse representations for Markov chains [PDF]
, 2006 In this paper we carry over the concept of reverse probabilistic representations developed in Milstein, Schoenmakers, Spokoiny (2004) for diffusion processes, to discrete time Markov chains.
Milstein, Grigori N. +2 more
core +1 more source
Path ensembles averages in systems driven far-from-equilibrium
, 1999 The Kawasaki nonlinear response relation, the transient fluctuation theorem, and the Jarzynski nonequilibrium work relation are all expressions that describe the behavior of a system that has been driven from equilibrium by an external perturbation.
Crooks, Gavin E.
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Inferring broken detailed balance in the absence of observable currents [PDF]
, 2019 Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine triphosphate ...
Bisker, Gili +3 more
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The Measure-theoretic Identity Underlying Transient Fluctuation Theorems
, 2010 We prove a measure-theoretic identity that underlies all transient fluctuation theorems (TFTs) for entropy production and dissipated work in inhomogeneous deterministic and stochastic processes, including those of Evans and Searles, Crooks, and Seifert ...
Benjamin Hertz Shargel +11 more
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