Related papers: Bounds for the divisibility-based and distinguisha…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We show that an open quantum system in a non-Markovian environment can reach steady states that it cannot reach in a Markovian environment. As these steady states are unique for the non-Markovian regime, they could offer a simple way of…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
Measuring stochastic signals ("noise metrology") constitutes a central task in quantum sensing and the characterization of open quantum systems. Here we establish ultimate precision bounds for multiparameter estimation of stochastic signals…
The quantification and characterization of non-Markovian dynamics in quantum systems is an essential endeavor both for the theory of open quantum systems and for a deeper understanding of the effects of non-Markovian noise on quantum…
Quantum collision describe open quantum systems through repeated interactions with a coarse-grained environment. However, a complete certification of these models is lacking, as no complete error bounds on the simulation of system…
In a low-order model of the general circulation of the atmosphere we examine the predictability of threshold exceedance events of certain observables. The likelihood of such binary events -- the cornerstone also for the categoric (as…
The study of integrable systems has led to significant advancements in our understanding of many-body physics. We design a series of numerical experiments to analyze the integrability of a mass-imbalanced two-body system through energy…
We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…
This article is related to risk-sensitive nonzero-sum stochastic differential games in the Markovian framework. This game takes into account the attitudes of the players toward risk and the utility is of exponential form. We show the…
In this paper, we consider a problem inspired by the real-world need to identify the topographical features of ocean basins. Specifically we consider the problem of estimating the bottom impermeable boundary to an inviscid, incompressible,…
Multi--stability in the response of a ferrimagnetic spin resonator to an externally applied driving is experimentally studied. The observed multi--stability cannot be derived from any master equation that linearly depends on the spins'…
We study the random processes with non-local memory and obtain new solutions of the Mori-Zwanzig equation describing non-markovian systems. We analyze the system dynamics depending on the amplitudes $\nu$ and $\mu_0$ of the local and…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on discrete observations of solution to the stochastic…
Machine learning methods have proved to be useful for the recognition of patterns in statistical data. The measurement outcomes are intrinsically random in quantum physics, however, they do have a pattern when the measurements are performed…
Along the line of thoughts of Berry and Robnik\cite{[1]}, we investigated the gap distribution function of systems with infinitely many independent components, and discussed the level-spacing distribution of classically integrable quantum…
We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…
We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…