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We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…

Statistical Mechanics · Physics 2022-08-08 David H. Wolpert

The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…

Statistical Mechanics · Physics 2009-11-13 A. Scardicchio , C. E. Zachary , S. Torquato

This paper is a continuation of our previous paper [8], in which we have studied the dynamics of quantum correlations of two qubits embedded each into its own disordered multiconnected environment. We modeled the environment by random…

Quantum Physics · Physics 2020-05-12 Ekaterina Bratus , Leonid Pastur

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

Original paper: We revisit the probability that any two consecutive events in a Poisson process N on [0,t] are separated by a time interval which is greater than s(<t) (a particular scan statistic probability), and the closely related…

Probability · Mathematics 2010-07-05 Shai Covo

Let $P_n$ and $Q_n$ be two probability measures representing two different probabilistic models of some system (e.g., an $n$-particle equilibrium system, a set of random graphs with $n$ vertices, or a stochastic process evolving over a time…

Statistical Mechanics · Physics 2023-03-30 Hugo Touchette

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…

Probability · Mathematics 2007-10-11 Julien Barral , Jacques Peyriere , Zhi-Ying Wen

We study a Markov process on a system of interlacing particles. At large times the particles fill a domain that depends on a parameter $\eps> 0$. The domain has two cusps, one pointing up and one pointing down. In the limit…

Probability · Mathematics 2009-11-11 Alexei Borodin , Maurice Duits

Markov decision processes (MDPs) are a popular model for decision-making in the presence of uncertainty. The conventional view of MDPs in verification treats them as state transformers with probabilities defined over sequences of states and…

Formal Languages and Automata Theory · Computer Science 2025-07-25 Yun Chen Tsai , Kittiphon Phalakarn , S. Akshay , Ichiro Hasuo

The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…

Probability · Mathematics 2015-04-24 Mykhaylo Shkolnikov

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

The branching rule is one of the most fundamental properties of the Macdonald symmetric polynomials. It expresses a Macdonald polynomial as a nonnegative linear combination of Macdonald polynomials with smaller number of variables. Taking a…

Probability · Mathematics 2022-10-21 Leonid Petrov

Processes having the same bridges as a given reference Markov process constitute its {\it reciprocal class}. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set $\mathcal{A} \subset…

Probability · Mathematics 2014-07-01 Giovanni Conforti , Paolo Dai Pra , Sylvie Roelly

The information encoded into an open quantum system that evolves under a Markovian dynamics is always monotonically non-increasing. Nonetheless, for a given quantifier of the information contained in the system, it is in general not clear…

Quantum Physics · Physics 2020-09-17 Dario De Santis , Markus Johansson

The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…

We define a Markov process on the set of countable graphs with spins. Transitions are local substitutions in the graph. It is proved that the scaling macrodimension is an invariant of such dynamics.

Mathematical Physics · Physics 2012-01-23 V. A. Malyshev

Two categories of results regarding quantum measurements are derived in this work and applied to the problem of collapse. The first category is concerned with local and transient features of the entanglement between a macroscopic measuring…

Quantum Physics · Physics 2016-03-01 Roland Omnès

Data-based inference of directed interactions in complex dynamical systems is a problem common to many disciplines of science. In this work, we study networks of spatially separate dynamical entities, which could represent physical systems…

Statistical Mechanics · Physics 2024-03-15 Tim Hempel , Sarah A. M. Loos