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Recent studies of out-of-time ordered thermal correlation functions (OTOC) in holographic systems and in solvable models such as the Sachdev-Ye-Kitaev (SYK) model have yielded new insights into manifestations of many-body chaos. So far the…

High Energy Physics - Theory · Physics 2018-11-14 Mike Blake , Hyunseok Lee , Hong Liu

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

Probability · Mathematics 2014-09-26 Herold Dehling , Olivier Durieu , Marco Tusche

We construct random dynamics on collections of non-intersecting planar contours, leaving invariant the distributions of length- and area-interacting polygonal Markov fields with V-shaped nodes. The first of these dynamics is based on the…

Probability · Mathematics 2007-05-23 Tomasz Schreiber

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 provide a pure state formulation for hydrodynamic dynamics of isolated quantum many-body systems. A pure state describing quantum systems in local thermal equilibrium is constructed, which we call a local thermal pure quantum ($\ell$TPQ)…

Statistical Mechanics · Physics 2021-07-06 Shoichiro Tsutsui , Masaru Hongo , Shintaro Sato , Takahiro Sagawa

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…

Statistical Mechanics · Physics 2026-05-18 Jason Boynewicz , Michael C. Thumann , Giuseppe Procopio , Massimiliano Giona

In nano-scale systems coupled to finite-size reservoirs, the reservoir temperature may fluctuate due to heat exchange between the system and the reservoirs. To date, a stochastic thermodynamic analysis of heat, work and entropy production…

Statistical Mechanics · Physics 2024-04-03 Saulo V. Moreira , Peter Samuelsson , Patrick P. Potts

We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure…

Probability · Mathematics 2009-01-20 Dmitry Dolgopyat , Leonid Koralov

We define a Markov process in a forward population model with backward genealogy given by the $\Lambda$-coalescent. This Markov process, called the fixation line, is related to the block counting process through its hitting times. Two…

Probability · Mathematics 2015-09-10 Olivier Hénard

Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…

Statistical Mechanics · Physics 2024-05-14 Gonzalo Manzano , Gülce Kardeş , Édgar Roldán , David Wolpert

We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…

Quantum Physics · Physics 2018-03-09 Hans Christian Öttinger

The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…

Chemical Physics · Physics 2015-09-28 A. N. Gorban , V. N. Kolokoltsov

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette

We present a proof of the hydrodynamic limit of independent quantum random walks evolving on Z.

Probability · Mathematics 2013-09-05 Alexandre Baraviera , Tertuliano Franco , Adriana Neumann

We describe an algebra for composing automata in which the actions have probabilities. We illustrate by showing how to calculate the probability of reaching deadlock in k steps in a model of the classical Dining Philosopher problem, and…

Logic in Computer Science · Computer Science 2009-01-19 L. de Francesco Albasini , N. Sabadini , R. F. C. Walters

The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

Statistical Mechanics · Physics 2015-10-28 Moises Santillan , Hong Qian

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

Probability · Mathematics 2013-09-20 Jevgenijs Ivanovs

A functional central limit theorem is established for weighted occupancy processes of the Karlin model. The weighted occupancy processes take the form of, with $D_{n,j}$ denoting the number of urns with $j$-balls after the first $n$…

Probability · Mathematics 2025-04-22 Jaime Garza , Yizao Wang