A universal dilation of discrete Markov evolutions
M. Gregoratti
Abstract
Given a finite state space E, we build a universal dilation for all possible discrete time Markov chains on E, homogeneous or not: we introduce a second system (an ``environment'') and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that any Markov evolution of E can be realized by a proper choice of the initial (random) state of the environment, which therefore determines the transition probabilities of the system. We also compare this dilation with the quantum dilations of a Quantum Dynamical Semigroup: given a Classical Markov Semigroup, we show that it can be extended to a Quantum Dynamical Semigroup for which we can find a quantum dilation to a group of *-automorphisms admitting an invariant abelian subalgebra where this quantum dilation gives just our classical dilation.
Create a lesson
Related papers
Distribution-constrained optimal multiple stopping: the Root-type solution
Shuoqing Deng, Daxin Huang
Universality and sharp thresholds for ellipsoid fitting
Frederic Koehler, Youngtak Sohn
Local Laws and Edge Universality for Noncentral Sample Covariance Matrices
Can Hu, Jiang Hu, Zhidong Bai
Well-posedness and regularity of stochastic heat equations on moving domains
Chongyang Ren, Tusheng Zhang
Traveling Waves in Equity Markets with Rank-Based Entry and Exit
Graeme Baker, Caroline Smyth
An approximate zero bias transformation for random sums: Applications to sampling with outliers, auto insurance, and generative AI
Wasamon Jantai, Nathakhun Wiroonsri