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The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…

Probability · Mathematics 2020-07-07 Viktor Bezborodov , Yuri Kondratiev , Oleksandr Kutoviy

The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…

Statistical Mechanics · Physics 2009-11-11 Amir Aghamohammadi , Mohammad Khorrami

We revise fundamental concepts in the dynamics of open quantum systems in the light of modern developments in the field. Our aim is to present a unified approach to the quantum evolution of open systems that incorporates the concepts and…

Quantum Physics · Physics 2013-07-29 Ángel Rivas , Susana F. Huelga

A brief analysis of the compatibility between the quantum jump and the Markov property for quantum systems described by a stochastic evolution scheme is presented.

Quantum Physics · Physics 2007-05-23 D. Salgado , J. L. Sanchez-Gomez

The Markov evolution is studied of an infinite age-structured population of migrants arriving in and departing from a continuous habitat $X \subseteq\mathds{R}^d$ -- at random and independently of each other. Each population member is…

Dynamical Systems · Mathematics 2020-01-22 Dominika Jasinska , Yuri Kozitsky

We analyze an interacting particle system with a Markov evolution of birth-and-death type. We have shown that a local competition mechanism (realized via a density dependent mortality) leads to a globally regular behavior of the population…

Mathematical Physics · Physics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

The evolution of entanglement entropy in quantum circuits composed of Haar-random gates and projective measurements shows versatile behavior, with connections to phase transitions and complexity theory. We reformulate the problem in terms…

Disordered Systems and Neural Networks · Physics 2020-04-16 Oles Shtanko , Yaroslav A. Kharkov , Luis Pedro García-Pintos , Alexey V. Gorshkov

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…

Probability · Mathematics 2022-04-22 Viktor Bezborodov , Luca Di Persio

This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…

Probability · Mathematics 2015-07-22 Florian Bouguet , Florent Malrieu , Fabien Panloup , Christophe Poquet , Julien Reygner

The evolutions of states is described corresponding to the Glauber dynamics of an infinite system of interacting particles in continuum. The description is conducted on both micro- and mesoscopic levels. The microscopic description is based…

Mathematical Physics · Physics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…

Probability · Mathematics 2020-04-20 Ian Letter , Servet Martínez

We examine the properties of open quantum systems with respect to their time evolution in different regimes, Markovian and non-Markovian. We analyze their behaviour with respect to their coherent or decoherent time evolution by means of…

Quantum Physics · Physics 2015-04-01 Tarek Khalil , Jean Richert

The dynamics of an infinite system of point particles in $\mathbb{R}^d$, which hop and interact with each other, is described at both micro- and mesoscopic levels. The states of the system are probability measures on the space of…

Probability · Mathematics 2012-08-21 Christoph Berns , Yuri kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

The model of a multi-level system interacting with several reservoirs is considered. The exact reduced density matrix evolution could be obtained for this model without Markov approximation. Namely, this evolution is fully defined by the…

Quantum Physics · Physics 2020-09-22 A. E. Teretenkov

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

An exactly solvable model for the multi-level system interacting with several reservoirs at zero temperatures is presented. Population decay rates and decoherence rates predicted by exact solution and several approximate master equations,…

Quantum Physics · Physics 2020-01-06 A. E. Teretenkov

The dynamics of an infinite continuum system of randomly jumping and coalescing point particles is studied. The states of the system are probability measures on the corresponding configuration space $\Gamma$ the evolution of which is…

Dynamical Systems · Mathematics 2018-07-20 Yuri Kozitsky , Krzysztof Pilorz