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In Monte Carlo simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. As the stochastic error of the simula...
Abstract: General birth-and-death as well as hopping stochastic dynamics of infinite multicomponent particle systems in the continuum are considered. We derive the corresponding evolution equations fo...
Abstract: When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any determini...
We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases,whic...
Abstract: We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant ...
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...
Identifying communities (or clusters), namely groups of nodes with comparatively strong internal connectivity, is a fundamental task for deeply understanding the structure and function of a network. Y...
In a quantum Markov chain, the temporal succession of states is modeled by the repeated action of a ``bistochastic quantum operation" on the density matrix of a quantum system. Based on this conceptua...
We develop the theory of cyclic Markov chains and apply it to the El Niño-Southern Oscillation (ENSO) predictability problem. At the core of Markov chain modelling is a partition of the state s...
We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and the...
This paper was presented in poster form at and in the proceedings of the QCMC 2008. It is a summary of a fuller paper to appear separately. The classical product state capacity of a noisy quantum chan...
本文采用路径积分方法,在谐振子相互作用模型下得到了密度矩阵ρ(x,x,t),计算了坐标二阶矩,并与经典结果进行了比较.在Markov近似下,我们得到了Fokker-Planck方程的量子修正,讨论系统的非Markov行为,我们建议采用具有量子关联条件的Langevin方程并给出了它的形式.
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...

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