Related papers: Co-jumps and Markov counting systems in random env…

In this paper we present a general result with an easily checkable condition that ensures a transition from chaotic regime to regular regime in random dynamical systems with additive noise. We show how this result applies to a prototypical…

The influence of an external random field on the competition process in a nonlinear open spatially extended system is analyzed numerically. A three-component model is chosen as the competition model in which a "weak" species can move in…

Correlations in quantum systems exhibit a rich phenomenology under the effect of various sources of noise. We investigate theoretically and experimentally the dynamics of quantum correlations and their classical counterparts in two nuclear…

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…

We present a theory of finite-frequency noise in non-equilibrium conductors. It is shown that Non-Markovian correlations are essential to describe the physics of quantum noise. In particular, we show the importance of a correct treatment of…

Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…

This paper deals with the stochastic modeling of a class of heterogeneous population in a random environment, called birth-death-swap. In addition to demographic events, swap events, i.e. moves between subgroups, occur in the population.…

In this paper, we consider some frustrated spin models for which the ground states are known exactly. The concurrence, a measure of the amount of entanglement can be calculated exactly for entangled spin pairs. Quantum phase transitions…

We study the effect of memory on synchronization of identical chaotic systems driven by common external noises. Our examples show that while in general synchronization transition becomes more difficult to meet when memory range increases,…

We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…

A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Adopting a statistical approach we study the degradation of entanglement of a quantum system under the action of an ensemble of randomly distributed Markovian noise. This enables us to address scenarios where only limited information is…

A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…

I show that incoherent dynamics can lead to metrological advantages in quantum sensing. The results rely on the fact that incoherent dynamics lead to an additive contribution to the quantum Fisher information about time. Such an additive…

We introduce a general formalism to describe the effects of Markovian noise which is spatially correlated, typically decaying over some finite correlation length. For any system of interest, this formalism describes spatial correlations…

Bayesian analysis for Markov jump processes is a non-trivial and challenging problem. Although exact inference is theoretically possible, it is computationally demanding thus its applicability is limited to a small class of problems. In…

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

We consider the quantum dynamics of a pair of coupled quantum oscillators coupled to a common correlated dissipative environment. The resulting equations of motion for both the operator moments and covariances can be integrated analytically…

Many analyses of microwave background experiments neglect the correlation of noise in different frequency or polarization channels. We show that these correlations, should they be present, can lead to severe misinterpretation of an…