Related papers: On Time Reversal of Piecewise Deterministic Markov…
We consider a Markov additive process with a finite phase space and study its path decompositions at the times of extrema, first passage and last exit. For these three families of times we establish splitting conditional on the phase, and…
Time reversal of quantum dynamics can be achieved by a global change of the Hamiltonian sign (a hasty Loschmidt daemon), as in the Loschmidt Echo experiments in NMR, or by a local but persistent procedure (a stubborn daemon) as in the Time…
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…
All one-condition generalized inverses of the Markovian kernel I - P, where P is the transition matrix of a finite irreducible Markov chain, can be uniquely specified in terms of the stationary probabilities and the mean first passage times…
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…
The partial transpose of density matrices in many-body quantum systems, in which one takes the transpose only for a subsystem of the full Hilbert space, has been recognized as a useful tool to diagnose quantum entanglement. It can be used,…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
We propose to model the records of the maximum Drawdown in capital markets by means a Piecewise Deterministic Markov Process (PDMP). We derive statistical results such as the mean and variance that describes the sequence of maximum Drawdown…
Time-reversal symmetry is of fundamental importance to physics. In the classical theory of time-reversal symmetry, the time-reversal symmetry of a quantum system is described by an anti-unitary operator, which is known as the time-reversal…
Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…
We expand the time reversal symmetry arguments of quantum mechanics, originally proposed by Wigner in the context of unitary dynamics, to contain situations including generalized measurements for monitored quantum systems. We propose a…
A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…
Time reversal in quantum or classical systems described by an Hermitian Hamiltonian is a physically allowed process, which requires in principle inverting the sign of the Hamiltonian. Here we consider the problem of time reversal of a…
Time reversal symmetry is studied in a space with noncommutativity of coordinates and noncommutativity of momenta of canonical type. The circular motion is examined as an apparent example of time reversal symmetry breaking in the space. On…
The intermittency is investigated when the current reversal occurs in a deterministic inertia ratchet system. To determine which type the intermittency belongs to, we obtain the return map of velocities of particle using stroboscopic…
In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…
We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. It is assumed that this reflecting random walk has skip free transitions. We are concerned with its time reversed process assuming that the stationary…
BaBar collaboration announced that they observed time reversal (T) asymmetry through $B$ meson system. In the experiment, time dependencies of two distinctive processes, $B_- \rightarrow \bar{B^0}$ and $\bar{B^0}\rightarrow B_-$($-$…