613 research outputs found
Risk-sensitive optimal control for Markov decision processes with monotone cost
The existence of an optimal feedback law is established for the risk-sensitive optimal control problem with denumerable state space. The main assumptions imposed are irreducibility and anear monotonicity condition on the one-step cost function. A solution can be found constructively using either value iteration or policy iteration under suitable conditions on initial feedback law
Markov Chain Monte Carlo Method without Detailed Balance
We present a specific algorithm that generally satisfies the balance
condition without imposing the detailed balance in the Markov chain Monte
Carlo. In our algorithm, the average rejection rate is minimized, and even
reduced to zero in many relevant cases. The absence of the detailed balance
also introduces a net stochastic flow in a configuration space, which further
boosts up the convergence. We demonstrate that the autocorrelation time of the
Potts model becomes more than 6 times shorter than that by the conventional
Metropolis algorithm. Based on the same concept, a bounce-free worm algorithm
for generic quantum spin models is formulated as well.Comment: 5 pages, 5 figure
Asymptotic entanglement in 1D quantum walks with a time-dependent coined
Discrete-time quantum walk evolve by a unitary operator which involves two
operators a conditional shift in position space and a coin operator. This
operator entangles the coin and position degrees of freedom of the walker. In
this paper, we investigate the asymptotic behavior of the coin position
entanglement (CPE) for an inhomogeneous quantum walk which determined by two
orthogonal matrices in one-dimensional lattice. Free parameters of coin
operator together provide many conditions under which a measurement perform on
the coin state yield the value of entanglement on the resulting position
quantum state. We study the problem analytically for all values that two free
parameters of coin operator can take and the conditions under which
entanglement becomes maximal are sought.Comment: 23 pages, 4 figures, accepted for publication in IJMPB. arXiv admin
note: text overlap with arXiv:1001.5326 by other author
Distributed Quantum Computation Based-on Small Quantum Registers
We describe and analyze an efficient register-based hybrid quantum
computation scheme. Our scheme is based on probabilistic, heralded optical
connection among local five-qubit quantum registers. We assume high fidelity
local unitary operations within each register, but the error probability for
initialization, measurement, and entanglement generation can be very high
(~5%). We demonstrate that with a reasonable time overhead our scheme can
achieve deterministic non-local coupling gates between arbitrary two registers
with very high fidelity, limited only by the imperfections from the local
unitary operation. We estimate the clock cycle and the effective error
probability for implementation of quantum registers with ion-traps or
nitrogen-vacancy (NV) centers. Our new scheme capitalizes on a new efficient
two-level pumping scheme that in principle can create Bell pairs with
arbitrarily high fidelity. We introduce a Markov chain model to study the
stochastic process of entanglement pumping and map it to a deterministic
process. Finally we discuss requirements for achieving fault-tolerant operation
with our register-based hybrid scheme, and also present an alternative approach
to fault-tolerant preparation of GHZ states.Comment: 22 Pages, 23 Figures and 1 Table (updated references
Exponential Mixing for a Stochastic PDE Driven by Degenerate Noise
We study stochastic partial differential equations of the reaction-diffusion
type. We show that, even if the forcing is very degenerate (i.e. has not full
rank), one has exponential convergence towards the invariant measure. The
convergence takes place in the topology induced by a weighted variation norm
and uses a kind of (uniform) Doeblin condition.Comment: 10 pages, 1 figur
On the flow-level stability of data networks without congestion control: the case of linear networks and upstream trees
In this paper, flow models of networks without congestion control are
considered. Users generate data transfers according to some Poisson processes
and transmit corresponding packet at a fixed rate equal to their access rate
until the entire document is received at the destination; some erasure codes
are used to make the transmission robust to packet losses. We study the
stability of the stochastic process representing the number of active flows in
two particular cases: linear networks and upstream trees. For the case of
linear networks, we notably use fluid limits and an interesting phenomenon of
"time scale separation" occurs. Bounds on the stability region of linear
networks are given. For the case of upstream trees, underlying monotonic
properties are used. Finally, the asymptotic stability of those processes is
analyzed when the access rate of the users decreases to 0. An appropriate
scaling is introduced and used to prove that the stability region of those
networks is asymptotically maximized
Asymptotic analysis for the generalized langevin equation
Various qualitative properties of solutions to the generalized Langevin
equation (GLE) in a periodic or a confining potential are studied in this
paper. We consider a class of quasi-Markovian GLEs, similar to the model that
was introduced in \cite{EPR99}. Geometric ergodicity, a homogenization theorem
(invariance principle), short time asymptotics and the white noise limit are
studied. Our proofs are based on a careful analysis of a hypoelliptic operator
which is the generator of an auxiliary Markov process. Systematic use of the
recently developed theory of hypocoercivity \cite{Vil04HPI} is made.Comment: 27 pages, no figures. Submitted to Nonlinearity
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