Related papers: On stopping Fock-space processes
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
The deterministic and time-reversal symmetric dynamics of isolated quantum systems is at odds with irreversible equilibration observed in generic thermodynamic systems. Standard approaches at a reconciliation employ subjective restrictions…
This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of…
Operational quantum stochastic thermodynamics is a recently proposed theory to study the thermodynamics of open systems based on the rigorous notion of a quantum stochastic process or quantum causal model. In there, a stochastic trajectory…
We employ holographic techniques to study quantum quenches at finite temperature, where the quenches involve varying the coupling of the boundary theory to a relevant operator with an arbitrary conformal dimension $2\leq\D\leq4$. The…
Stochastic finite-state generators are compressed descriptions of infinite time series. Alternatively, compressed descriptions are given by quantum finite- state generators [K. Wiesner and J. P. Crutchfield, Physica D 237, 1173 (2008)].…
In this paper we study a representation problem first considered in a simpler version by Bank and El Karoui [2004]. A key ingredient to this problem is a random measure $\mu$ on the time axis which in the present paper is allowed to have…
We pose and solve the problem of quantum filtering based on continuous-in-time quadrature measurements (homodyning) for the case where the quantum process is in a thermal state. The standard construction of quantum filters involves the…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
We develop an enhanced technique for characterizing quantum optical processes based on probing unknown quantum processes only with coherent states. Our method substantially improves the original proposal [M. Lobino et al., Science 322, 563…
We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
The assumption that quantum systems relax to a stationary state in the long-time limit underpins statistical physics and much of our intuitive understanding of scientific phenomena. For isolated systems this follows from the eigenstate…
This paper investigates the problem of bounding possible output from a counterfactual query given a set of observational data. While various works of literature have described methodologies to generate efficient algorithms that provide an…
We consider the motion of planar phase-transition fronts in first-order phase transitions of the Universe. We find the steady state wall velocity as a function of a friction coefficient and thermodynamical parameters, taking into account…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
P representation techniques, which have been very successful in quantum optics and in other fields, are also useful for general bosonic quantum dynamical many-body calculations such as Bose-Einstein condensation. We introduce a…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…