Related papers: Duality in interacting particle systems and boson …
Markovian maximal couplings of Markov processes are characterized by an equality of total variation and a distance of Wasserstein type. If a Markovian maximal coupling is a Feller process, the generator can be calculated, e.g. for…
An idea for evaluating transition probabilities in chemical reaction systems is proposed, which is efficient for repeated calculations with various rate constants. The idea is based on duality relations; instead of direct time-evolutions of…
We study two generalizations of the asymmetric simple exclusion process with two types of particles. Particles of type 1 can jump over particles of type 2, while particles of type 2 can only influence the jump rates of particles of type 1.…
We use the system-plus-reservoir approach to study the quantum dynamics of a bipartite continuous variable system (two generic particles). We present an extension of the traditional model of a bath of oscillators which is capable of…
Understanding decoherence processes is crucial in the study of open quantum systems. In this paper, we discuss the mechanism of pure-dephasing process with a newly proposed boson-boson model, namely, a bosonic field coupled to another…
We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We present an approach to the dynamics of interacting particle systems, which allows to derive path integral formulas from purely stochastic considerations. We show that the resulting field theory is a dual version of the standard theory of…
We study dynamically coupled one-dimensional Bose-Hubbard models and solve for the wave functions and energies of two-particle eigenstates. Even though the wave functions do not directly follow the form of a Bethe Ansatz, we describe an…
Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…
We present a path-integral bosonization approach for systems out of equilibrium based on a duality transformation of the original Dirac fermion theory combined with the Schwinger-Keldysh time closed contour technique, to handle the…
Generators of space-time dynamics in bioimaging have become essential to build ground truth datasets for image processing algorithm evaluation such as biomolecule detectors and trackers, as well as to generate training datasets for deep…
In this note, we recall the definition of the binary branching model with Moran type interactions (BBMMI) introduced in [8]. In this interacting particle system, particles evolve, reproduce and die independently and, with a probability that…
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…
Stochastic hybrid systems involve a coupling between a discrete Markov chain and a continuous stochastic process. If the latter evolves deterministically between jumps in the discrete state, then the system reduces to a piecewise…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…
We construct a binary market model with memory that approximates a continuous-time market model driven by a Gaussian process equivalent to Brownian motion. We give a sufficient conditions for the binary market to be arbitrage-free. In a…
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…
This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure.…