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These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

We consider the problem of model reduction for Markovian quantum systems whose dynamics are described by a time-dependent Lindblad generator -- notably, as arising in the presence of external control. Our approach, which builds upon Krylov…

Quantum Physics · Physics 2025-10-30 Tommaso Grigoletto , Lorenza Viola , Francesco Ticozzi

We characterize the dynamical behavior of continuous-time, Markovian quantum systems with respect to a subsystem of interest. Markovian dynamics describes a wide class of open quantum systems of relevance to quantum information processing,…

Quantum Physics · Physics 2010-12-08 Francesco Ticozzi , Lorenza Viola

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

A survey of the probabilistic approaches to quantum dynamical semigroups with unbounded generators is given. An emphasis is made upon recent advances in the structural theory of covariant Markovian master equations. The relations with the…

Quantum Physics · Physics 2009-10-30 A. S. Holevo

K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…

Probability · Mathematics 2013-07-11 Ben Goldys , Szymon Peszat , Jerzy Zabczyk

Reaction-diffusion equations are treated on infinite networks using semigroup methods. To blend high fidelity local analysis with coarse remote modeling, initial data and solutions come from a uniformly closed algebra generated by functions…

Dynamical Systems · Mathematics 2013-09-24 Robert Carlson

We develop a formalism for modelling exact time dynamics in waveguide quantum electrodynamics (QED) using the real-space approach. The formalism does not assume any specific configuration of emitters and allows the study of Markovian…

Quantum Physics · Physics 2019-12-11 Fatih Dinc , İlke Ercan , Agata M. Brańczyk

We discuss the emulation of non-Hermitian dynamics during a given time window by a low-dimensional quantum system coupled to a finite set of equidistant discrete states acting as an effective continuum. We first emulate the decay of an…

Quantum Physics · Physics 2025-02-05 Eloi Flament , François Impens , David Guéry-Odelin

These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of…

Probability · Mathematics 2016-07-19 Grigori Olshanski

The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

Probability · Mathematics 2016-12-08 Feng-Yu Wang

We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…

Probability · Mathematics 2026-04-02 Pengcheng Xia , Longjie Xie , Xicheng Zhang

High-dimensional dynamical systems projected onto a reduced-order model cease to be deterministic and are best described by probability distributions in state space. Their equations of motion map onto an evolution operator with a…

Fluid Dynamics · Physics 2024-11-20 Javier Jiménez

The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…

Statistical Mechanics · Physics 2011-09-30 Werner Koch , Frank Großmann , Jürgen T. Stockburger , Joachim Ankerhold

A quantum Markov semigroup can be represented via classical diffusion processes solving a stochastic Schr\"odinger equation. In this paper we first prove that a quantum Markov semigroup is irreducible if and only if classical diffusion…

Probability · Mathematics 2016-03-18 Franco Fagnola , Carlos Mora

We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate…

Analysis of PDEs · Mathematics 2014-01-03 A. F. M. ter Elst , Derek W. Robinson , Adam Sikora

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Probability · Mathematics 2022-10-24 Nicolas Champagnat , Denis Villemonais

This work focuses on a class of regime-switching neutral stochastic functional differential equations (RNSFDEs) with infinite delay, in which the switching component can possess finite or countably infinite many states. To ensure the…

Probability · Mathematics 2026-04-14 Zuozheng Zhang , Fubao Xi

This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…

Probability · Mathematics 2022-08-08 Sayan Banerjee , Amarjit Budhiraja