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The asymptotic dynamics of quantum Markov chains generated by the most general physically relevant quantum operations is investigated. It is shown that it is confined to an attractor space on which the resulting quantum Markov chain is…

Mathematical Physics · Physics 2015-06-11 Jaroslav Novotny , Gernot Alber , Igor Jex

We connect self-interacting processes, that is, stochastic processes where transitions depend on the time spent by a trajectory in each configuration, to Doob conditioning. In this way we demonstrate that Markov processes with constrained…

Statistical Mechanics · Physics 2025-11-19 Francesco Coghi , Juan P. Garrahan

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

Probability · Mathematics 2018-06-05 Vadim Gorin , Leonid Petrov

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

Probability · Mathematics 2023-11-22 Jean Bérard , Brieuc Frénais

We study a family of continuous time Markov jump processes on strict partitions (partitions with distinct parts) preserving the distributions introduced by Borodin (1997) in connection with projective representations of the infinite…

Probability · Mathematics 2011-04-19 Leonid Petrov

We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…

Probability · Mathematics 2020-09-28 Daniel Lacker , Kavita Ramanan , Ruoyu Wu

We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…

Probability · Mathematics 2024-03-26 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We study the noncolliding random walk (RW), which is a particle system of one-dimensional, simple and symmetric RWs starting from distinct even sites and conditioned never to collide with each other. When the number of particles is finite,…

Probability · Mathematics 2015-04-03 Makoto Katori

In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…

Probability · Mathematics 2023-10-13 Chuchu Chen , Tonghe Dang , Jialin Hong , Guoting Song

We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal…

Probability · Mathematics 2008-04-14 Alexei Borodin

We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…

Probability · Mathematics 2015-04-14 Bertrand Cloez , Martin Hairer

We analyse dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a {\em quantum level-2.5 large deviation principle} for these systems, which describes the joint…

Statistical Mechanics · Physics 2019-04-10 Federico Carollo , Robert L. Jack , Juan P. Garrahan

A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…

Probability · Mathematics 2007-05-23 R. W. R. Darling

It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…

Quantum Physics · Physics 2019-05-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…

Probability · Mathematics 2021-02-15 Jimmy He

Systems of a large number N of globally coupled maps have become popular as a relatively simple prototype of high-dimensional dynamics, showing many interesting and typical phenomena like synchronisation, cluster formation and…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Andreas Hamm

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

Statistics Theory · Mathematics 2023-01-27 Ioannis Papastathopoulos , Adrian Casey , Jonathan A. Tawn

We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…

Statistics Theory · Mathematics 2026-05-06 Martin Bladt , Rasmus Frigaard Lemvig

The theme of this paper is the derivation of analytic formulae for certain large combinatorial structures. The formulae are obtained via fluid limits of pure jump type Markov processes, established under simple conditions on the Laplace…

Probability · Mathematics 2007-05-23 R. W. R. Darling , J. R. Norris

We consider the class of Piecewise Deterministic Markov Processes (PDMP), whose state space is $\R\_{+}^{*}$, that possess an increasing deterministic motion and that shrink deterministically when they jump. Well known examples for this…

Statistics Theory · Mathematics 2015-03-12 Nathalie Krell
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