Concepedia

Markovian Embedding

Markovian Embedding is a formal framework that extends non-Markovian stochastic processes into higher-dimensional state spaces wherein the augmented process regains the Markov property by embedding historical dependencies into auxiliary variables.

62

Publications

3.7K

Citations

114

Authors

98

Institutions

Publications per year

2017–2026

14

Parents

Publications

62

Markov Partitions for Axiom A Diffeomorphisms

Rufus Bowen · American Journal of Mathematics · 1970 · 487 citations

, , +7

Markov partitions and C-diffeomorphisms

Ya. G. Sinaǐ · Functional Analysis and Its Applications · 1968 · 368 citations

, , +10

Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems

Krishna B. Athreya, Samuel Karlin · The Annals of Mathematical Statistics · 1968 · 239 citations · Full text

, , +14

Mean dimension, small entropy factors and an embedding theorem

Elon Lindenstrauss · Publications mathématiques de l IHÉS · 1999 · 196 citations · Full text

, , +14

Mappings of open quantum systems onto chain representations and Markovian embeddings

Mischa P. Woods, Roland Groux, Alex W. Chin et al. · Journal of Mathematical Physics · 2014 · 124 citations · Full text

, , +16

1–5 of 62

Authors

114

  1. YP
    Yuval Peres

    Microsoft (United States), United States

    4 publications · 185 citations

    4

    h-index

  2. IG
    Igor Goychuk

    University of Augsburg, Germany

    4 publications · 265 citations

    4

    h-index

  3. AN
    Assaf Naor

    Courant Institute of Mathematical Sciences, United States

    3 publications · 160 citations

    3

    h-index

  4. JR
    James R. Lee

    University of Washington, United States

    3 publications · 81 citations

    3

    h-index

  5. PS
    P. Siegle

    University of Augsburg, Germany

    3 publications · 240 citations

    3

    h-index

1–5 of 114

Institutions

98

  1. University of Washington

    Seattle, United States

    4 h-index

    5 publications

    201 citations

  2. Microsoft (United States)

    Redmond, United States

    4 h-index

    5 publications

    289 citations

  3. University of Augsburg

    Augsburg, Germany

    3 h-index

    10 publications

    811 citations

  4. New York University

    New York, United States

    3 h-index

    3 publications

    91 citations

  5. Courant Institute of Mathematical Sciences

    New York, United States

    3 h-index

    3 publications

    160 citations

  6. Technische Universität Berlin

    Berlin, Germany

    3 h-index

    9 publications

    319 citations

  7. Delft University of Technology

    Delft, The Netherlands

    2 h-index

    2 publications

    80 citations

  8. University of Bath

    Bath, United Kingdom

    2 h-index

    2 publications

    44 citations

1–8 of 98

Venues

  1. Physical Review E

    PRE · 4 publications · 167 citations

    4

    h-index

  2. Probability Theory and Related Fields

    3 publications · 54 citations

    3

    h-index

  3. 2

    h-index

  4. Journal of Statistical Physics

    2 publications · 33 citations

    2

    h-index

  5. Physical review. A/Physical review, A

    PRA · 2 publications · 126 citations

    2

    h-index

1–5