Related papers: Weak Markov Processes as Linear Systems
We investigate dynamics of Gaussian states of continuous variable systems under Gaussianity preserving channels. We introduce a hierarchy of such evolutions encompassing Markovian, weakly and strongly non-Markovian processes, and provide…
We propose a scheme allowing to observe the evolution of a quantum system in the semiclassical regime along the paths generated by the propagator. The scheme relies on performing consecutive weak measurements of the position. We show how…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
Weak invariants are time-dependent observables with conserved expectation values. Their fluctuations, however, do not remain constant in time. On the assumption that time evolution of the state of an open quantum system is given in terms of…
In this article, we show that a general class of weakly stationary time series can be modeled applying Gaussian subordinated processes. We show that, for any given weakly stationary time series $(z_t)_{z\in\mathbb{N}}$ with given equal…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…
As a stochastic model for quantum mechanics we present a stationary quantum Markov process for the time evolution of the Wigner function on a lattice phase space Z_N x Z_N with N odd. By introducing a phase factor extension to the phase…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
Weak Feller property of controlled and control-free Markov chains lead to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability of numerical…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
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…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
We introduce a numerically exact and computationally feasible nonlinear-response theory developed for lossy superconducting quantum circuits based on a framework of quantum dissipation in a minimally extended state space. Starting from the…
Continuous measurements are central to quantum control and sensing, yet lack a model-independent operational description that can be applied to arbitrary non-Markovian processes without specifying a microscopic measurement model. Existing…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
Non-Markovianity has recently attracted large interest due to significant advances in its characterization and its exploitation for quantum information processing. However, up to now, only non-Markovian regimes featuring environment to…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
The simulation of quantum processes is a key goal for the grand programme aiming at grounding quantum technologies as the way to explore complex phenomena that are inaccessible through standard, classical calculators. Some interesting steps…
In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (new) construction of the fact that any stationary process…