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We consider a Markov process on a Riemannian manifold, which solves a stochastic differential equation in the interior of the manifold and jumps according to a deterministic reset map when it reaches the boundary. We derive a partial…

Probability · Mathematics 2007-05-23 Julien Bect , Hana Baili , Gilles Fleury

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

With many Hamiltonians one can naturally associate a |Psi|^2-distributed Markov process. For nonrelativistic quantum mechanics, this process is in fact deterministic, and is known as Bohmian mechanics. For the Hamiltonian of a quantum field…

Quantum Physics · Physics 2007-05-23 Detlef Duerr , Sheldon Goldstein , Roderich Tumulka , Nino Zanghi

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

Stochastic unravelings provide a useful way to represent open quantum system dynamics in terms of pure state realizations, and have been widely studied both from a fundamental and from a computational point of view. They were initially…

Quantum Physics · Physics 2026-05-11 Federico Settimo , Jyrki Piilo

Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…

Statistical Mechanics · Physics 2015-05-18 A. V. Plyukhin

The standard dynamical approach to quantum thermodynamics is based on Markovian master equations describing the thermalization of a system weakly coupled to a large environment, and on tools such as entropy production relations. Here we…

Quantum Physics · Physics 2022-08-08 Matteo Lostaglio , Kamil Korzekwa

Quantum open systems are described in the Markovian limit by master equations in Lindblad form. I argue that common ``quantum jumps'' techniques, which solve the master equation by unraveling its evolution into stochastic trajectories in…

Quantum Physics · Physics 2009-10-30 Todd A. Brun

We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…

Mathematical Physics · Physics 2010-04-21 S Attal , C Pellegrini

A tilted Liouville-master equation in Hilbert space is presented for Markovian open quantum systems. We demonstrate that it is the unraveling of the tilted quantum master equation. The latter is widely used in the analysis and calculations…

Statistical Mechanics · Physics 2021-08-11 Fei Liu

By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose…

Quantum Physics · Physics 2018-01-31 Adrián A. Budini

The Monte Carlo wave function method or the quantum trajectory/jump approach is a powerful tool to study dissipative dynamics governed by the Markovian master equation, in particular for high-dimensional systems and when it is difficult to…

Quantum Physics · Physics 2009-11-13 X. L. Huang , H. Y. Sun , X. X. Yi

We investigate theoretically the emergence of classical statistical physics in a finite quantum system that is either totally isolated or otherwise subjected to a quantum measurement process. We show via a random matrix theory approach to…

Quantum Physics · Physics 2020-10-23 Charlie Nation , Diego Porras

We construct a large class of completely positive and trace preserving non-Markovian dynamical maps for an open quantum system. These maps arise from a piecewise dynamics characterized by a continuous time evolution interrupted by jumps,…

Quantum Physics · Physics 2014-04-03 Bassano Vacchini

We use the eigenstate thermalization hypothesis to derive a quantum master equation for a system weakly coupled to a chaotic finite-sized bath prepared in a pure state. We show that the emergence of Markovianity is controlled by the…

Quantum Physics · Physics 2025-09-03 Peter O'Donovan , Philipp Strasberg , Kavan Modi , John Goold , Mark T. Mitchison

This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…

Statistics Theory · Mathematics 2012-07-12 Romain Azaïs , François Dufour , Anne Gégout-Petit

The seek for a new universal formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general…

Statistical Mechanics · Physics 2018-02-14 Liangrong Peng , Yi Zhu , Liu Hong

Stochastic thermodynamics investigates energetic and entropic bounds in small systems. Foundational results, e.g., the first and second laws, predominantly rely on the Markov (memoryless) assumption. Although physicists recognise that the…

Statistical Mechanics · Physics 2026-05-12 Kiyoshi Kanazawa , Andreas Dechant

We provide a rigorous construction of Markovian master equations for a wide class of quantum systems that encompass quadratic models of finite size, linearly coupled to an environment modeled by a set of independent thermal baths. Our…

Quantum Physics · Physics 2021-05-18 Antonio D'Abbruzzo , Davide Rossini