Related papers: Phase transition in a log-normal Markov functional…
The dynamical phase diagram of the fractional Langevin equation is investigated for harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents…
We derive the full phase diagram for a large family of two-parameter exponential random graph models, each containing a first order transition curve ending in a critical point.
A one-dimensional quantum version of the frustrated XY (planar rotor) model is considered which can be physically realized as a ladder of Josephson-junctions at half a flux quantum per plaquette. This system undergoes a superconductor to…
We study K-processes, which are Markov processes in a denumerable state space, all of whose elements are stable, with the exception of a single state, starting from which the process enters finite sets of stable states with uniform…
In this paper, we consider a discrete time economy where we assume that the short term interest rate follows a quadratic term structure of a regime switching asset process. The possible non-linear structure and the fact that the interest…
We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regime switching controlled by an unobservable Markov chain.…
Thermodynamic equations for a solid and a solid continuum under stress are derived on the basis of a multicomponent mean field Markov process for thermofluctuation kinetics of microcracks. The resulting continuum is viscous elastoplastic…
Let $f$ be the density function associated to a matrix-exponential distribution of parameters $(\alpha, T,s)$. By exponentially tilting $f$, we find a probabilistic interpretation which generalises the one associated to phase-type…
We investigate the Lipkin-Meshkov-Glick model coupled to a thermal bath. Since the isolated model itself exhibits a quantum phase transition, we explore the critical signatures of the open system. Starting from a system-reservoir…
We consider two different collective spin systems subjected to strong dissipation -- on the same scale as interaction strengths and external fields -- and show that either continuous or discontinuous dissipative quantum phase transitions…
Lipkin model of arbitrary particle-number N is studied in terms of exact differential-operator representation of spin-operators from which we obtain the low-lying energy spectrum with the instanton method of quantum tunneling. Our new…
In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…
Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…
In this paper, we consider the classical Ising model on the Cayley tree of order k and show the existence of the phase transition in the following sense: there exists two quantum Markov states which are not quasi-equivalent. It turns out…
An exactly solvable Kitaev model in a two-dimensional square lattice exhibits a topological quantum phase transition which is different from the symmetry-breaking transition at zero temperature. When the ground state of a nonlinearly…
We study the asymptotic behaviour of Markov processes on large weighted Erdos-Renyi graphs where the transition rates of the vertices are only influenced by the state of their neighbours and the corresponding weight on the edges. We find…
We consider a toy model of two kinetically coupled stochastic oscillators whose dynamics is described as a Markov jump process among $N$ discrete phase states. For large $N$, it maps onto the deterministic two-oscillator Kuramoto model of…
We give a general introduction to quantum phase transitions in strongly-correlated electron systems. These transitions which occur at zero temperature when a non-thermal parameter $g$ like pressure, chemical composition or magnetic field is…
Suppose that $(X_t)_{t \ge 0}$ is a one-dimensional Brownian motion with negative drift $-\mu$. It is possible to make sense of conditioning this process to be in the state $0$ at an independent exponential random time and if we kill the…
In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…