Related papers: A framework for the direct evaluation of large dev…
This paper is concerned with the study of the embedding circulant matrix method to simulate stationary complex-valued Gaussian sequences. The method is, in particular, shown to be well-suited to generate circularly-symmetric stationary…
We consider a general open system dynamics and we provide a recursive method to derive the associated non-Markovian master equation in a perturbative series. The approach relies on a momenta expansion of the open system evolution. Unlike…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
We establish a systematic framework of unbiased quantum sampling and estimation protocols for the classical Gibbs expectation. This framework generalizes existing approaches to the partition function estimation and has broader applications…
We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…
In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…
This paper introduces coordinate-independent methods for analysing multiscale dynamical systems using numerical techniques based on the transfer operator and its adjoint. In particular, we present a method for testing whether an arbitrary…
We present an extended collision model to simulate the dynamics of an open quantum system. In our model, the unit to represent the environment is, instead of a single particle, a block which consists of a number of environment particles.…
We address the general problem of formulating the dynamical large deviations of non-Markovian systems in a closed form. Specifically, we consider a broad class of ``self-interacting'' jump processes whose dynamics depends on the past…
A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…
A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…
The non-Markovianity of the stochastic process called the quantum semi-Markov (QSM) process is studied using a recently proposed quantification of memory based on the deviation from semigroup evolution, that provides a unified description…
We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…
We present embedding procedures for the non-Markovian stochastic Schr\"{o}dinger equations, arising from studies of quantum systems coupled with bath environments. By introducing auxiliary wave functions, it is demonstrated that the…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…
In these notes we present a pedagogical account of the population dynamics methods recently introduced to simulate large deviation functions of dynamical observables in and out of equilibrium. After a brief introduction on large deviation…
Identifying relationships among stochastic processes is a core objective in many fields, such as economics. While the standard toolkit for multivariate time series analysis has many advantages, it can be difficult to capture nonlinear…
We have studied the non-Markovianity of dichotomously driven spin-boson model in the strong coupling regime in both memory kernel and time convolutionless master equation formulations. A strong correlation between the decay time of the…