Related papers: MEXIT: Maximal un-coupling times for stochastic pr…
We provide extended evidence that mode-coupling theory (MCT) of supercooled liquids for the ${\mathsf F}_{12}$ schematic model admits a microscopic realization based on facilitated spin models with tunable facilitation. Depending on the…
We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…
The investigation of optimal processes has a long history in the field of thermodynamics. It is well known that finite-time processes that minimize dissipation often exhibit discontinuities. We use a combination of numerical and analytical…
This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same…
This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…
We propose a methodology to parallelize Hamiltonian Monte Carlo estimators. Our approach constructs a pair of Hamiltonian Monte Carlo chains that are coupled in such a way that they meet exactly after some random number of iterations. These…
The physics of active systems of self-propelled particles, in the regime of a dense liquid state, is an open puzzle of great current interest, both for statistical physics and because such systems appear in many biological contexts. We…
The dynamics of entanglement in `hybrid' non-unitary circuits (for example, involving both unitary gates and quantum measurements) has recently become an object of intense study. A major hurdle toward experimentally realizing this physics…
Markov decision processes (MDP) are finite-state systems with both strategic and probabilistic choices. After fixing a strategy, an MDP produces a sequence of probability distributions over states. The sequence is eventually synchronizing…
Stroboscopic spin flips have already been shown to prolong the coherence times of quantum systems under noisy environments. Uhrig's dynamical decoupling scheme provides an optimal sequence for a quantum system interacting with a dephasing…
We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…
Convergence diagnosis for Markov chain Monte Carlo is a matter of fundamental importance in computational statistics: it determines the resources allocated to a particular sampling problem and influences the practitioner's view of the…
Two non-directly interacting qubits with equal frequencies can become entangled via a Markovian, dissipative dynamics through the action of a weakly coupled Ohmic heat bath. In the standard weak-coupling limit derivation, this purely…
We study a system with finitely many groups of multi-action bandit processes, each of which is a Markov decision process (MDP) with finite state and action spaces and potentially different transition matrices when taking different actions.…
The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled…
We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…
We develop a notion of stochastic quantum trajectories. First, we construct a basis set of trajectories, called elementary trajectories, and go on to show that any quantum dynamical process, including those that are non-Markovian, can be…
We consider a toy model of two kinetically coupled stochastic oscillators whose dynamics is described as a Markov jump process among $N$ discrete phase states. For large $N$, it maps onto the deterministic two-oscillator Kuramoto model of…