Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

Towards platform-independent real-time systems

Real-time software systems are rarely developed once and left to run. They are subject to changes of requirements as the applications they support expand, and they commonly outlive the platforms they were designed to run on. A successful real-time system is duplicated and adapted to a variety of applications - it becomes a product line. Current methods for real-time software development are commonly based on low-level programming languages and involve considerable duplication of effort when a similar system is to be developed or the hardware platform changes. To provide more dependable, flexible and maintainable real-time systems at a lower cost what is needed is a platform-independent approach to real-time systems development. The development process is composed of two phases: a platform-independent phase, that defines the desired system behaviour and develops a platform-independent design and implementation, and a platform-dependent phase that maps the implementation onto the target platform. The last phase should be highly automated. For critical systems, assessing dependability is crucial. The partitioning into platform dependent and independent phases has to support verification of system properties through both phases.

Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Universal quantum computation with continuous-variable cluster states

We describe a generalization of the cluster-state model of quantum computation to continuous-variable systems, along with a proposal for an optical implementation using squeezed-light sources, linear optics, and homodyne detection. For universal quantum computation, a nonlinear element is required. This can be satisfied by adding to the toolbox any single-mode non-Gaussian measurement, while the initial cluster state itself remains Gaussian. Homodyne detection alone suffices to perform an arbitrary multimode Gaussian transformation via the cluster state. We also propose an experiment to demonstrate cluster-based error reduction when implementing Gaussian operations.

On parameter estimation in population models

We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Continuous action system refinement

Action systems are a framework for reasoning about discrete reactive systems. Back, Petre and Porres have extended these action systems to continuous action systems, which can be. used to model hybrid systems. In this paper we define a refinement relation, and develop practical data refinement rules for continuous action systems. The meaning of continuous action systems is expressed in terms of a mapping from continuous action systems to action systems. First, we present a new mapping from continuous act ion systems to action systems, such that Back's definition of trace refinement is correct with respect to it. Second, we present a stream semantics that is compatible with the trace semantics, but is preferable to it because it is more general. Although action system trace refinement rules are applicable to continuous action systems with a stream semantics, they are not complete. Finally, we introduce a new data refinement rule that is valid with respect to the stream semantics and can be used to prove refinements that are not possible in the trace semantics, and we analyse the completeness of our new rule in conjunction with the existing trace refinement rules.

Birth-death processes with disaster and instantaneous resurrection

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

Critical fluctuations and entanglement in the nondegenerate parametric oscillator

We present a fully quantum mechanical treatment of the nondegenerate optical parametric oscillator both below and near threshold. This is a nonequilibrium quantum system with a critical point phase transition, that is also known to exhibit strong yet easily observed squeezing and quantum entanglement. Our treatment makes use of the positive P representation and goes beyond the usual linearized theory. We compare our analytical results with numerical simulations and find excellent agreement. We also carry out a detailed comparison of our results with those obtained from stochastic electrodynamics, a theory obtained by truncating the equation of motion for the Wigner function, with a view to locating regions of agreement and disagreement between the two. We calculate commonly used measures of quantum behavior including entanglement, squeezing, and Einstein-Podolsky-Rosen (EPR) correlations as well as higher order tripartite correlations, and show how these are modified as the critical point is approached. These results are compared with those obtained using two degenerate parametric oscillators, and we find that in the near-critical region the nondegenerate oscillator has stronger EPR correlations. In general, the critical fluctuations represent an ultimate limit to the possible entanglement that can be achieved in a nondegenerate parametric oscillator.

Demonstration of the spatial separation of the entangled quantum sidebands of an optical field

Quantum optics experiments on bright beams are based on the spectral analysis of field fluctuations and typically probe correlations between radio-frequency sideband modes. However, the extra degree of freedom represented by this dual-mode picture is generally ignored. We demonstrate the experimental operation of a device which can be used to separate the quantum sidebands of an optical field. We use this device to explicitly demonstrate the quantum entanglement between the sidebands of a squeezed beam.