Search results for "Markov proce"
showing 10 items of 147 documents
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES
2013
Any additive stationary and continuous Markovian process described by a Fokker–Planck equation can also be described in terms of a Schrödinger equation with an appropriate quantum potential. By using such analogy, it has been proved that a power-law correlated stationary Markovian process can stem from a quantum potential that (i) shows an x-2 decay for large x values and (ii) whose eigenvalue spectrum admits a null eigenvalue and a continuum part of positive eigenvalues attached to it. In this paper we show that such two features are both necessary. Specifically, we show that a potential with tails decaying like x-μ with μ < 2 gives rise to a stationary Markovian process which is not p…
Stochastic model of memristor based on the length of conductive region
2021
Abstract We propose a stochastic model of a voltage controlled bipolar memristive system, which includes the properties of widely used dynamic SPICE models and takes into account the fluctuations inherent in memristors. The proposed model is described by rather simple equations of Brownian diffusion, does not require significant computational resources for numerical modeling, and allows obtaining the exact analytical solutions in some cases. The noise-induced transient bimodality phenomenon, arising under resistive switching, was revealed and investigated theoretically and experimentally in a memristive system, by finding a quite good qualitatively agreement between theory and experiment. B…
Enabling quantum non-Markovian dynamics by injection of classical colored noise
2017
The non-Markovian nature of quantum systems recently turned to be a key subject for investigations on open quantum system dynamics. Many studies, from its theoretical grounding to its usefulness as a resource for quantum information processing and experimental demonstrations, have been reported in the literature. Typically, in these studies, a structured reservoir is required to make non-Markovian dynamics emerge. Here, we investigate the dynamics of a qubit interacting with a bosonic bath and under the injection of a classical stochastic colored noise. A canonical Lindblad-like master equation for the system is derived by using the stochastic wave function formalism. Then, the non-Markovia…
Thermodynamic formalism and linear response theory for non-equilibrium steady states
2016
We study the linear response in systems driven away from thermal equilibrium into a nonequilibrium steady state with nonvanishing entropy production rate. A simple derivation of a general response formula is presented under the condition that the generating function describes a transformation that (to lowest order) preserves normalization and thus describes a physical stochastic process. For Markov processes we explicitly construct the conjugate quantities and discuss their relation with known response formulas. Emphasis is put on the formal analogy with thermodynamic potentials and some consequences are discussed.
Notice of Violation of IEEE Publication Principles: Robust Delay-Dependent $H_{\infty}$ Control of Uncertain Time-Delay Systems With Mixed Neutral, D…
2011
The problem of robust mode-dependent delayed state feedback H∞ control is investigated for a class of uncertain time-delay systems with Markovian switching parameters and mixed discrete, neutral, and distributed delays. Based on the Lyapunov-Krasovskii functional theory, new required sufficient conditions are established in terms of delay-dependent linear matrix inequalities for the stochastic stability and stabilization of the considered system using some free matrices. The desired control is derived based on a convex optimization method such that the resulting closed-loop system is stochastically stable and satisfies a prescribed level of H∞ performance, simultaneously. Finally, two numer…
Exponential stability analysis of Markovian jump nonlinear systems with mixed time delays and partially known transition probabilities
2013
In this paper, the problem of exponential stability is studied for a class of Markovian jump neutral nonlinear systems with mixed neutral and discrete time delays. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situation that the system's transition rates are partially or completely accessible. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.
Learning the structure of HMM's through grammatical inference techniques
2002
A technique is described in which all the components of a hidden Markov model are learnt from training speech data. The structure or topology of the model (i.e. the number of states and the actual transitions) is obtained by means of an error-correcting grammatical inference algorithm (ECGI). This structure is then reduced by using an appropriate state pruning criterion. The statistical parameters that are associated with the obtained topology are estimated from the same training data by means of the standard Baum-Welch algorithm. Experimental results showing the applicability of this technique to speech recognition are presented. >
On the analysis of a new Markov chain which has applications in AI and machine learning
2011
Accepted version of an article from the conference: 2011 24th Canadian Conference on Electrical and Computer Engineering. Published version available from IEEE: http://dx.doi.org/10.1109/CCECE.2011.6030727 In this paper, we consider the analysis of a fascinating Random Walk (RW) that contains interleaving random steps and random "jumps". The characterizing aspect of such a chain is that every step is paired with its counterpart random jump. RWs of this sort have applications in testing of entities, where the entity is never allowed to make more than a pre-specified number of consecutive failures. This paper contains the analysis of the chain, some fascinating limiting properties, and some i…
An analytical study of mixed backoff schemes for QoS differentiation in wireless LAN
2009
In this paper, we propose an analytical model to evaluate performances of a wireless network composed by two groups of nodes using two different backoff schemes for channel access. The two different backoff schemes are used for QoS differentiation in term of priority. Our analysis results show that the priority group can have its performances enhanced, in term of saturation throughput and delay, without significant degradation of normal group nodes performances. This enhancement is also noticed for throughput efficiency at system level.
Statistics of transitions for Markov chains with periodic forcing
2013
The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In particular the first Floquet multiplier of the associated generating function can be explicitly computed and related to the equilibrium probability measure of an associated process in higher dimension. An application to the stochastic resonance is presented.