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Hidden processes and hidden Markov processes: classical and quantum

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arxiv 2302.07058 v1 pith:UEUW35I4 submitted 2023-02-14 math.OA

classification math.OA
keywords hiddenprocessesmarkovprocessclassicalpartquantumextensions
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abstract

This paper consists of $3$ parts. The first part only considers classical processes and introduces two different extensions of the notion of hidden Markov process. In the second part, the notion of quantum hidden process is introduced. In the third part it is proven that, by restricting various types of quantum Markov chains to appropriate commutative sub-algebras (diagonal sub-algebras) one recovers all the classical hidden process and, in addition, one obtains families of processes which are not usual hidden Markov process, but are included in the above mentioned extensions of these processes. In this paper we only deal with processes with an at most countable state space.

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Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. On Quantum and Quantum-Inspired Maximum Likelihood Estimation and Filtering of Stochastic Volatility Models

    quant-ph 2025-07 reject novelty 5.0 of 10

    The authors propose quantum and quantum-inspired hidden Markov model estimators for stochastic volatility and claim a quadratic reduction in hidden states, but the theoretical proof and likelihood formulas contain ser...

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