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We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

Probability · Mathematics 2014-12-23 Volker Betz , Stéphane Le Roux

In this paper we investigate the application of non-local graph entropy to evolving and dynamical graphs. The measure is based upon the notion of Markov diffusion on a graph, and relies on the entropy applied to trajectories originating at…

Physics and Society · Physics 2016-06-27 Francesco Caravelli

Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…

Statistical Mechanics · Physics 2022-06-29 Subhajit Acharya , Biman Bagchi

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

Network flows often exhibit a hierarchical tree-like structure that can be attributed to the minimisation of dissipation. The common feature of such systems is a single source and multiple sinks (or vice versa). In contrast, here we study…

Tissues and Organs · Quantitative Biology 2020-05-27 Julius B. Kirkegaard , Kim Sneppen

We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…

Statistical Mechanics · Physics 2026-05-12 Ramón Nartallo-Kaluarachchi , Renaud Lambiotte , Alain Goriely

Entropy production (EP) is known as a fundamental quantity for measuring the irreversibility of processes in thermal equilibrium and states far from equilibrium. In stochastic thermodynamics, the EP becomes more visible in terms of the…

Statistical Mechanics · Physics 2020-06-24 Jaewoo Jung , Jaegon Um , Deokjae Lee , Yong W. Kim , D. Y. Lee , H. K. Pak , B. Kahng

We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in which particles interact directly only with their nearest…

Probability · Mathematics 2022-05-18 Daniel Lacker , Kavita Ramanan , Ruoyu Wu

A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically…

Statistical Mechanics · Physics 2019-11-05 Liubov Tupikina , Denis S. Grebenkov

Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…

Machine Learning · Computer Science 2023-12-19 Inga Strümke , Helge Langseth

In analysis and control of large-scale nonlinear dynamical systems, a distributed approach is often an attractive option due to its computational tractability and usually low communication requirements. Success of the distributed control…

Dynamical Systems · Mathematics 2018-03-09 Abdullah Maruf , Soumya Kundu , Enoch Yeung , Marian Anghel

In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…

Information Theory · Computer Science 2018-11-08 Arta Cika , Mihai-Alin Badiu , Justin P. Coon , Shahriar Etemadi Tajbakhsh

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

We address the problem of inferring the topology of a wireless network using limited observational data. Specifically, we assume that we can detect when a node is transmitting, but no further information regarding the transmission is…

Networking and Internet Architecture · Computer Science 2025-07-03 James Martin , Tristan Pryer , Luca Zanetti

Diffusion describes the motion of microscopic entities from regions of high concentration to regions of low concentration. In multiplex networks, flows can occur both within and across layers, and super-diffusion, a regime where the time…

Physics and Society · Physics 2019-04-02 Giulia Cencetti , Federico Battiston

We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…

Probability · Mathematics 2022-05-19 Ioannis Karatzas , Jan Maas , Walter Schachermayer

In Markov networks, measurement blackouts with unknown frequency compromise observations such that thermodynamic quantities can no longer be inferred reliably. In particular, the observed currents neither discern equilibrium from…

Statistical Mechanics · Physics 2025-11-19 Alexander M. Maier , Benjamin Häsler , Udo Seifert

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Edgeworth type expansions of third order for transition densities are proved. This is done for time horizons that converge to 0. For this purpose we…

Probability · Mathematics 2007-06-13 Valentin Konakov , Enno Mammen

Single virus epidemics over complete networks are widely explored in the literature as the fraction of infected nodes is, under appropriate microscopic modeling of the virus infection, a Markov process. With non-complete networks, this…

Social and Information Networks · Computer Science 2013-07-01 Augusto Santos , José M. F. Moura , João Xavier

We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…

Statistical Mechanics · Physics 2012-12-04 Yaron de Leeuw , Doron Cohen
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