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Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewhat poorly developed. In this work, we propose a Monte Carlo…

Methodology · Statistics 2014-07-09 Mamatha Venugopal , Ram Mohan Vasu , Debasish Roy

The traditional approach to quantum parameter estimation focuses on the quantum state, deriving fundamental bounds on precision through the quantum Fisher information. In most experimental settings, however, performing arbitrary quantum…

Quantum Physics · Physics 2025-11-18 Shishir Khandelwal , Gabriel T. Landi , Géraldine Haack , Mark T. Mitchison

We revisit the method of cumulants for analysing dynamic light scattering data in particle sizing applications. Here the data, in the form of the time correlation function of scattered light, is written as a series involving the first few…

Soft Condensed Matter · Physics 2015-04-27 Alastair G. Mailer , Paul S. Clegg , Peter N. Pusey

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

We describe a simple and systematic method for obtaining approximate sensitivity information from a chaotic dynamical system using a hierarchy of cumulant equations. The resulting forward and adjoint systems yield information about…

Chaotic Dynamics · Physics 2018-06-26 John Craske

A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte-Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space…

Chemical Physics · Physics 2014-11-10 Jan Olsina , Tobias Kramer , Christoph Kreisbeck , Tomas Mancal

This article studies Markovian stochastic motion of a particle on a graph with finite number of nodes and periodically time-dependent transition rates that satisfy the detailed balance condition at any time. We show that under general…

Mesoscale and Nanoscale Physics · Physics 2015-06-03 Vladimir Y. Chernyak , John R. Klein , Nikolai A. Sinitsyn

We present a method for investigating the steady-state transport properties of one-dimensional correlated quantum systems. Using a procedure based on our analysis of finite-size effects in a related classical model (LC line) we show that…

Strongly Correlated Electrons · Physics 2012-06-28 M. Einhellinger , A. Cojuhovschi , E. Jeckelmann

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…

Methodology · Statistics 2016-07-15 Charles Matthews , Jonathan Weare , Benedict Leimkuhler

We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…

Statistical Mechanics · Physics 2024-02-06 Žiga Krajnik , Johannes Schmidt , Vincent Pasquier , Enej Ilievski , Tomaž Prosen

For the multi-mode Dicke model in a transport setting that exhibits collective boson transmissions, we construct the equation of motion for the cumulant generating function. Approximating the exact system of equations at the level of…

Quantum Physics · Physics 2012-09-18 Malte Vogl , Gernot Schaller , Eckehard Schöll , Tobias Brandes

Current quantum noise can be pictured as a sum over transitions through which the electronic system exchanges energy with its environment. We formulate this picture and use it to show which type of current correlators are measurable, and in…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 U. Gavish , Y. Imry , Y. Levinson

We construct a new equilibrium dynamics of infinite particle systems in a Riemannian manifold $X$. This dynamics is an analog of the Kawasaki dynamics of lattice spin systems. The Kawasaki dynamics now is a process where interacting…

Probability · Mathematics 2007-05-23 Yu. G. Kondratiev , E. Lytvynov , M. Röckner

For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…

Statistical Mechanics · Physics 2016-05-04 Roman Belousov , E. G. D. Cohen

We develop a method for calculation of charge transfer statistics of persistent current in nanostructures in terms of the cumulant generating function (CGF) of transferred charge. We consider a simply connected one-dimensional system (a…

Mesoscale and Nanoscale Physics · Physics 2014-10-15 A. Komnik , G. W. Langhanke

A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this review we summarize recent theoretical advances along these lines.…

Chaotic Dynamics · Physics 2010-01-04 R. Klages

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

We calculate the distribution of current fluctuations in two simple exclusion models. Although these models are classical, we recover even for small systems such as a simple or a double barrier, the same distibution of current as given by…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Philippe-E. Roche , Bernard Derrida , Benoit Doucot

Asymptotic approximations of the first three cumulants of the quasi-stationary distribution of the stochastic power law logistic model are derived. The results are based on a system of ODEs for the first three cumulants. We deviate from the…

Probability · Mathematics 2019-05-23 Ingemar Nåsell

We develop the theory of canonical-dissipative systems, based on the assumption that both the conservative and the dissipative elements of the dynamics are determined by invariants of motion. In this case, known solutions for conservative…

Statistical Mechanics · Physics 2009-11-07 Frank Schweitzer , Werner Ebeling , Benno Tilch