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