Related papers: Quantum Stochastic Processes: A Case Study
On the basis of the dynamical-quantization approach to open quantum systems, we can derive a non-Markovian Caldeira-Leggett quantum master equation as well as a non-Markovian quantum Smoluchowski equation in phase space. On the one hand, we…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
Realistic quantum mechanical systems are always exposed to an external environment. The presence of the environment often gives rise to a Markovian process in which the system loses information to its surroundings. However, many quantum…
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysics framework for…
This manuscript provides an in-depth exploration of Brownian Motion, a fundamental stochastic process in probability theory for Biostatisticians. It begins with foundational definitions and properties, including the construction of Brownian…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
In this work a phenomenological stochastic differential equation is proposed to model the time evolution of the radius of a pre-critical molecular cluster during nucleation (the classical order parameter). Such a stochastic differential…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
Stochastic Schr{\"o}dinger equations for quantum trajectories offer an alternative and sometimes superior approach to the study of open quantum system dynamics. Here we show that recently established convolutionless non-Markovian stochastic…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
This paper investigates dynamical relaxation to quantum equilibrium in the stochastic de Broglie-Bohm-Bell formulation of quantum mechanics. The time-dependent probability distributions are computed as in a Markov process with slowly…
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…
We establish a quantum functional central limit for the dynamics of a system coupled to a Fermionic bath with a general interaction linear in the creation, annihilation and scattering of the bath reservoir. Following a quantum Markovian…
In this paper a quantum mechanical phase space picture is constructed for coarse-grained free quantum fields in an inflationary Universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase…
Closed quantum systems follow a unitary time evolution that can be simulated on quantum computers. By incorporating non-unitary effects via, e.g., measurements on ancilla qubits, these algorithms can be extended to open-system dynamics,…
Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…