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We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate…

Probability · Mathematics 2008-08-28 Ioannis Karatzas , Ingrid-Mona Zamfirescu

The totally asymmetric simple exclusion process (TASEP) is a basic model of statistical mechanics that has found numerous applications. We consider the case of TASEP with a finite chain where particles may enter from the left and leave to…

Dynamical Systems · Mathematics 2020-06-23 Lars Grüne , Thomas Kriecherbauer , Michael Margaliot

Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…

Statistical Mechanics · Physics 2017-06-02 Alexandre Lazarescu

This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…

Quantum Physics · Physics 2026-02-09 Jacob A. Barandes

We consider the one-dimensional totally asymmetric simple exclusion process (TASEP) with position-dependent hopping rates. The problem is solved,in a mean field/adiabatic approximation, for a general (smooth) form of spatial rate variation.…

Statistical Mechanics · Physics 2011-06-15 R. B. Stinchcombe , S. L. A. de Queiroz

Every open-system dynamics can be associated to infinitely many stochastic pictures, called unravelings, which have proved to be extremely useful in several contexts, both from the conceptual and the practical point of view. Here, focusing…

Quantum Physics · Physics 2022-10-19 Dariusz Chruściński , Kimmo Luoma , Jyrki Piilo , Andrea Smirne

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

We study the generic non-equilibrium steady states in asymmetric exclusion processes on a closed network with bottlenecks. To this end we proposes and study closed simple networks with multiply-connected non-identical junctions. Depending…

Statistical Mechanics · Physics 2015-01-13 Rakesh Chatterjee , Anjan Kumar Chandra , Abhik Basu

A totally asymmetric exclusion process on a ring with $\nu$ non-conserved internal degrees of freedom, where particles hop forward with a rate that depends on their internal state, has been studied. We show, using a mapping of the model to…

Statistical Mechanics · Physics 2010-11-16 Urna Basu , P. K. Mohanty

The degree of non-Markovianity allows to characterizing quantum evolutions that depart from a Markovian regime in a similar way as Schmidt number measures the degree of entanglement of pure states. Maximally non-Markovian dynamics are the…

Quantum Physics · Physics 2018-06-05 Adrián A. Budini

Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP)…

Statistical Mechanics · Physics 2015-01-06 Diana Khoromskaia , Rosemary J. Harris , Stefan Grosskinsky

Stochastic resetting describes dynamics which are reinitialized to a reference state at random times. These protocols are attracting significant interest: they can stabilize nonequilibrium stationary states, generate correlations in…

Quantum Physics · Physics 2026-01-21 Federico Carollo , Sascha Wald

Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized…

Optimization and Control · Mathematics 2025-06-23 Erhan Bayraktar , Bingyan Han

We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…

Quantum Physics · Physics 2013-12-13 Agung Budiyono

Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in…

Statistical Mechanics · Physics 2014-08-15 Niladri Sarkar , Abhik Basu

We study the time evolution of a PT-symmetric, non-Hermitian quantum system for which the associated phase space is compact. We focus on the simplest non-trivial example of such a Hamiltonian, which is linear in the angular momentum…

Quantum Physics · Physics 2021-08-18 Iván F. Valtierra , Mario Gaeta , Adrian Ortega , Thomas Gorin

In recent years, there has been tremendous focus on identifying whether effective descriptions of open quantum systems such as master equations, can accurately describe the dynamics of open quantum systems. One particular question is…

Quantum Physics · Physics 2025-01-23 Gerardo Suárez , Marcin Łobejko , Michał Horodecki

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams