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Related papers: Model simplification and loss of irreversibility

200 papers

Under certain conditions, the dynamics of coarse-grained models of solvated proteins can be described using a Markov state model, which tracks the evolution of populations of configurations. The transition rates among states that appear in…

Soft Condensed Matter · Physics 2022-09-26 Margarita Colberg , Jeremy Schofield

We study a colored generalization of the famous simple-switch Markov chain for sampling the set of graphs with a fixed degree sequence. Here we consider the space of graphs with colored vertices, in which we fix the degree sequence and…

Discrete Mathematics · Computer Science 2026-05-06 Félix Almendra-Hernández , Jesús A. De Loera , Sonja Petrović

We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and…

Statistical Mechanics · Physics 2017-05-24 Sarah E. Marzen , James P. Crutchfield

We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…

Chaotic Dynamics · Physics 2018-12-14 Grzegorz Siudem , Janusz A. Hołyst

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…

Probability · Mathematics 2018-10-17 L. Bertini , R. Chetrite , A. Faggionato , D. Gabrielli

In the above mentioned paper by J. Dunkel and S. A. Trigger [Phys. Rev. {\bf A 71}, 052102, (2005)] a hypothesis has been pursued that the loss of information associated with the quantum evolution of pure states, quantified in terms of an…

Quantum Physics · Physics 2009-11-11 Piotr Garbaczewski

This paper provides insight into when, why, and how forecast strategies fail when they are applied to complicated time series. We conjecture that the inherent complexity of real-world time-series data---which results from the dimension,…

Information Theory · Computer Science 2014-11-24 Joshua Garland , Ryan James , Elizabeth Bradley

We use a simplified model which is based on the same physics as inherent in most statistical models for nuclear multifragmentation. The simplified model allows exact calculations for thermodynamic properties of systems of large number of…

Nuclear Theory · Physics 2008-11-26 S. Das Gupta , A. Z. Mekjian

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not…

Numerical Analysis · Mathematics 2022-12-28 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

Reversible computing is a new paradigm that has emerged recently and extends the traditional forwards-only computing mode with the ability to execute in backwards, so that computation can run in reverse as easily as in forward. Two…

Formal Languages and Automata Theory · Computer Science 2023-09-07 Nataliya Gribovskaya , Irina Virbitskaite

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…

Statistical Mechanics · Physics 2015-05-28 Christopher J. Ellison , John R. Mahoney , Ryan G. James , James P. Crutchfield , Joerg Reichardt

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return…

Probability · Mathematics 2024-05-07 Chak Hei Lo , Mikhail V. Menshikov , Andrew R. Wade

A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation…

Statistical Mechanics · Physics 2022-07-13 Théo Dessertaine , Claude Godrèche , Jean-Philippe Bouchaud

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…

Probability · Mathematics 2015-06-26 Balázs Gerencsér

Irreversibility and acausality of a sub-system are established in exactly soluble harmonic models with reversible and causal dynamics. It is shown that initial conditions, imposed on some dynamical degrees of freedom may break time reversal…

High Energy Physics - Theory · Physics 2015-05-30 Janos Polonyi

We inverse engineer fast rotations of a linear trap with two ions for a predetermined rotation angle and time, avoiding final excitation. Different approaches are analyzed and compared when the ions are of the same species or of different…

Quantum Physics · Physics 2021-06-18 Ander Tobalina , Juan Gonzalo Muga , Ion Lizuain , Mikel Palmero

In this article we consider an aggregate loss model with dependent losses. The losses occurrence process is governed by a two-state Markovian arrival process (MAP2), a Markov renewal process process that allows for (1) correlated…

Risk Management · Quantitative Finance 2024-02-06 Pepa Ramírez-Cobo , Emilio Carrizosa , Rosa Elvira Lillo

We show that a reversible pumping mechanism operating between two states of a kinetic network can give rise to Poisson transitions between these two states. An external observer, for whom the pumping mechanism is not accessible, will…

Statistical Mechanics · Physics 2015-05-06 Massimiliano Esposito , Juan MR Parrondo