Markovian Testing Equivalence and Exponentially Timed Internal Actions

In the theory of testing for Markovian processes developed so far, exponentially timed internal actions are not admitted within processes. When present, these actions cannot be abstracted away, because their execution takes a nonzero amount of time and hence can be observed. On the other hand, they must be carefully taken into account, in order not to equate processes that are distinguishable from a timing viewpoint. In this paper, we recast the definition of Markovian testing equivalence in the framework of a Markovian process calculus including exponentially timed internal actions. Then, we show that the resulting behavioral equivalence is a congruence, has a sound and complete axiomatization, has a modal logic characterization, and can be decided in polynomial time

A uniform framework for modelling nondeterministic, probabilistic, stochastic, or mixed processes and their behavioral equivalences

Labeled transition systems are typically used as behavioral models of concurrent processes, and the labeled transitions define the a one-step state-to-state reachability relation. This model can be made generalized by modifying the transition relation to associate a state reachability distribution, rather than a single target state, with any pair of source state and transition label. The state reachability distribution becomes a function mapping each possible target state to a value that expresses the degree of one-step reachability of that state. Values are taken from a preordered set equipped with a minimum that denotes unreachability. By selecting suitable preordered sets, the resulting model, called ULTraS from Uniform Labeled Transition System, can be specialized to capture well-known models of fully nondeterministic processes (LTS), fully probabilistic processes (ADTMC), fully stochastic processes (ACTMC), and of nondeterministic and probabilistic (MDP) or nondeterministic and stochastic (CTMDP) processes. This uniform treatment of different behavioral models extends to behavioral equivalences. These can be defined on ULTraS by relying on appropriate measure functions that expresses the degree of reachability of a set of states when performing single-step or multi-step computations. It is shown that the specializations of bisimulation, trace, and testing equivalences for the different classes of ULTraS coincide with the behavioral equivalences defined in the literature over traditional models

Operational Markov condition for quantum processes

We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process, or the experimental falsifiability of a Markovian hypothesis.Comment: 5+3 pages, 4 figures; split off from earlier version of arXiv:1512.0058

Nonparametric tests of the Markov hypothesis in continuous-time models

We propose several statistics to test the Markov hypothesis for $\beta$-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov equation. We establish the asymptotic null distributions of the proposed test statistics, showing that Wilks's phenomenon holds. We compute the power of the test and provide simulations to investigate the finite sample performance of the test statistics when the null model is a diffusion process, with alternatives consisting of models with a stochastic mean reversion level, stochastic volatility and jumps.Comment: Published in at http://dx.doi.org/10.1214/09-AOS763 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Process algebra for performance evaluation

This paper surveys the theoretical developments in the field of stochastic process algebras, process algebras where action occurrences may be subject to a delay that is determined by a random variable. A huge class of resource-sharing systems – like large-scale computers, client–server architectures, networks – can accurately be described using such stochastic specification formalisms. The main emphasis of this paper is the treatment of operational semantics, notions of equivalence, and (sound and complete) axiomatisations of these equivalences for different types of Markovian process algebras, where delays are governed by exponential distributions. Starting from a simple actionless algebra for describing time-homogeneous continuous-time Markov chains, we consider the integration of actions and random delays both as a single entity (like in known Markovian process algebras like TIPP, PEPA and EMPA) and as separate entities (like in the timed process algebras timed CSP and TCCS). In total we consider four related calculi and investigate their relationship to existing Markovian process algebras. We also briefly indicate how one can profit from the separation of time and actions when incorporating more general, non-Markovian distributions

From Reversible Quantum Microdynamics to Irreversible Quantum Transport

The transition from reversible microdynamics to irreversible transport can be studied very efficiently with the help of the so-called projection method. We give a concise introduction to that method, illustrate its power by using it to analyze the well-known rate and quantum Boltzmann equations, and present, as a new application, the derivation of a source term accounting for the spontaneous creation of electron-positron pairs in strong fields. Thereby we emphasize the fundamental importance of time scales: only if the various time scales exhibited by the dynamics are widely disparate, can the evolution of the slower degrees of freedom be described by a conventional Markovian transport equation; otherwise, one must account for finite memory effects. We show how the projection method can be employed to determine these time scales, and how --if necessary-- it allows one to include memory effects in a straightforward manner. Finally, there is an appendix in which we discuss the concepts of entropy and macroscopic irreversibility.Comment: Review article, 78 pages, uuencoded compressed PostScript fil

Diffusion Time-Scale Invariance, Markovization Processes and Memory Effects in Lennard-Jones Liquids

We report the results of calculation of diffusion coefficients for Lennard-Jones liquids, based on the idea of time-scale invariance of relaxation processes in liquids. The results were compared with the molecular dynamics data for Lennard-Jones system and a good agreement of our theory with these data over a wide range of densities and temperatures was obtained. By calculations of the non-Markovity parameter we have estimated numerically statistical memory effects of diffusion in detail.Comment: 10 pages, 3 figure

Assessing non-Markovian dynamics

We investigate what a snapshot of a quantum evolution - a quantum channel reflecting open system dynamics - reveals about the underlying continuous time evolution. Remarkably, from such a snapshot, and without imposing additional assumptions, it can be decided whether or not a channel is consistent with a time (in)dependent Markovian evolution, for which we provide computable necessary and sufficient criteria. Based on these, a computable measure of `Markovianity' is introduced. We discuss how the consistency with Markovian dynamics can be checked in quantum process tomography. The results also clarify the geometry of the set of quantum channels with respect to being solutions of time (in)dependent master equations.Comment: 5 pages, RevTex, 2 figures. (Except from typesetting) version to be published in the Physical Review Letter