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We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this…

Statistical Mechanics · Physics 2018-02-19 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

Conserved dynamical systems are generally considered to be critical. We study a class of critical routing models, equivalent to random maps, which can be solved rigorously in the thermodynamic limit. The information flow is conserved for…

Adaptation and Self-Organizing Systems · Physics 2013-01-10 Dimitrije Markovic , Andre Schuelein , Claudius Gros

Starting from a Markov chain with a finite alphabet, we consider the chain obtained when all but one symbol are undistinguishable for the practitioner. We study necessary and sufficient conditions for this chain to have continuous…

Probability · Mathematics 2014-09-23 Walter A. F. de Carvalho , Sandro Gallo , Nancy L. Garcia

This paper offers a personal review of some things we've learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up diffusive behavior. It also points to open problems and…

Statistics Theory · Mathematics 2013-10-01 Persi Diaconis

We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…

Probability · Mathematics 2007-05-23 Eilon Solan , Nicolas Vieille

The dynamical invariant, whose expectation value is constant, is generalized to open quantum system. The evolution equation of dynamical invariant (the dynamical invariant condition) is presented for Markovian dynamics. Different with the…

Quantum Physics · Physics 2017-10-25 S. L. Wu , X. Y. Zhang , X. X. Yi

We characterize the dynamical behavior of continuous-time, Markovian quantum systems with respect to a subsystem of interest. Markovian dynamics describes a wide class of open quantum systems of relevance to quantum information processing,…

Quantum Physics · Physics 2010-12-08 Francesco Ticozzi , Lorenza Viola

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

Probability · Mathematics 2017-06-22 Thomas Krak , Jasper De Bock , Arno Siebes

Network structure strongly constrains the range of dynamic behaviors available to a complex system. These system dynamics can be classified based on their response to perturbations over time into two distinct regimes, ordered or chaotic,…

Disordered Systems and Neural Networks · Physics 2009-11-13 Matti Nykter , Nathan D. Price , Antti Larjo , Tommi Aho , Stuart A. Kauffman , Olli Yli-Harja , Ilya Shmulevich

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

We show that non-Markovian open quantum systems can exhibit exact Markovian dynamics up to an arbitrarily long time; the non-Markovianity of such systems is thus perfectly "hidden", i.e. not experimentally detectable by looking at the…

Quantum Physics · Physics 2021-01-08 Daniel Burgarth , Paolo Facchi , Marilena Ligabò , Davide Lonigro

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

The basic features of the dynamics of open quantum systems, such as the dissipation of energy, the decay of coherences, the relaxation to an equilibrium or non-equilibrium stationary state, and the transport of excitations in complex…

Quantum Physics · Physics 2012-08-09 Heinz-Peter Breuer

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

We introduce an adaptive refinement procedure for smart, and scalable abstraction of dynamical systems. Our technique relies on partitioning the state space depending on the observation of future outputs. However, this knowledge is…

Machine Learning · Computer Science 2023-10-31 Adrien Banse , Licio Romao , Alessandro Abate , Raphaël M. Jungers

In this work we investigate the information loss in (nonlinear) dynamical input-output systems and provide some general results. In particular, we present an upper bound on the information loss rate, defined as the (non-negative) difference…

Information Theory · Computer Science 2012-02-03 Bernhard C. Geiger , Gernot Kubin

A (closed) dynamical system is a notion of how things can be, together with a notion of how they may change given how they are. The idea and mathematics of closed dynamical systems has proven incredibly useful in those sciences that can…

Category Theory · Mathematics 2021-02-05 David Jaz Myers