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The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…

Probability · Mathematics 2007-05-23 Michael Blank , Sergey Pirogov

We propose Markov two-components processes (M2CP) as a probabilistic model of asynchronous systems based on the trace semantics for concurrency. Considering an asynchronous system distributed over two sites, we introduce concepts and tools…

Systems and Control · Computer Science 2015-07-01 Samy Abbes

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we…

Statistical Mechanics · Physics 2020-05-01 Tan Van Vu , Van Tuan Vo , Yoshihiko Hasegawa

Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…

Methodology · Statistics 2015-11-16 Sandra Fortini , Sonia Petrone

In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…

Probability · Mathematics 2025-05-27 Guillaume Ballif , Laurent Pfeiffer , Jakob Ruess

We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…

Statistical Mechanics · Physics 2025-05-30 Masanao Igarashi

Memoryless processes are ubiquitous in nature, in contrast with the mathematics of open systems theory, which states that non-Markovian processes should be the norm. This discrepancy is usually addressed by subjectively making the…

Quantum Physics · Physics 2021-06-10 Pedro Figueroa-Romero , Felix A. Pollock , Kavan Modi

We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…

Probability · Mathematics 2014-10-07 Neal Bushaw , Karen Gunderson , Steven Kalikow

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

We exhibit the invariance of cycle affinities in finite state Markov processes under various natural probabilistic constructions, for instance under conditioning and under a new combinatorial construction that we call ``drag and drop''. We…

Statistical Mechanics · Physics 2014-02-12 M. Bauer , F. Cornu

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

Probability · Mathematics 2021-03-18 Yuri Kozitsky , Michael Röckner

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

Macdonald processes are certain probability measures on two-dimensional arrays of interlacing particles introduced by Borodin and Corwin (arXiv:1111.4408 [math.PR]). They are defined in terms of nonnegative specializations of the Macdonald…

Probability · Mathematics 2013-05-24 Alexei Borodin , Leonid Petrov

A Markovian bridge is a probability measure taken from a disintegration of the law of an initial part of the path of a Markov process given its terminal value. As such, Markovian bridges admit a natural parameterization in terms of the…

Probability · Mathematics 2011-03-15 Loïc Chaumont , Gerónimo Uribe Bravo

The construction presented in this paper can be briefly described as follows: starting from any "finite-dimensional" Markov transition function p_t, on a measurable state space (E,B), we construct a strong Markov process on a certain…

Probability · Mathematics 2013-03-13 Robert J. Vanderbei

We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…

Probability · Mathematics 2015-03-03 H. Daduna , R. Szekli

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…

Probability · Mathematics 2014-03-25 Carles Bretó

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Machine Learning · Computer Science 2026-02-27 Yannick Eich , Bastian Alt , Heinz Koeppl

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel