Related papers: Dunkl jump processes: relaxation and a phase trans…
Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the…
A discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process), $\{{\boldsymbol{Y}}_n\}=\{(X_{1,n},X_{2,n},J_n)\}$, is a two-dimensional skip-free random walk $\{(X_{1,n},X_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental…
The relaxation rate of a Maxwellian velocity distribution function that has an initially anisotropic temperature $(T_\parallel \neq T_\perp)$ is an important physical process in space and laboratory plasmas. It is also a canonical example…
Piecewise Deterministic Markov Processes (PDMPs) such as the Bouncy Particle Sampler and the Zig-Zag Sampler, have gained attention as continuous-time counterparts of classical Markov chain Monte Carlo. We study their transient regime under…
We describe how to characterize dynamical phase transitions in open quantum systems from a purely dynamical perspective, namely, through the statistical behavior of quantum jump trajectories. This approach goes beyond considering only…
The Monte Carlo wave function method or the quantum trajectory/jump approach is a powerful tool to study dissipative dynamics governed by the Markovian master equation, in particular for high-dimensional systems and when it is difficult to…
We calculate the large deviation functions characterizing the long-time fluctuations of the occupation of drifted Brownian motion and show that these functions have non-analytic points. This provides the first example of dynamical phase…
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…
We consider the dynamics of an expanding superfluid modeled by Mueller-Israel-Stewart theory coupled to a complex scalar field with a $U(1)$ symmetry that is spontaneously broken. This is a manageable theoretical setting for explorations of…
It is shown that large deviation statistical quantities of the discrete time, finite state Markov process $P_{n+1}^{(j)}=\sum_{k=1}^NH_{jk}P_n^{(k)}$, where P_n^{(j)} is the probability for the j-state at the time step n and H_{jk} is the…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
The passage through a critical point of a many-body quantum system leads to abundant nonadiabatic excitations. Here, we explore a regime, in which the critical point is not crossed although the system is passing slowly very close to it. We…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.
We investigate the relaxation dynamics of a Rydberg gas in regimes where coherent processes and dissipation compete. In the strongly dissipative limit, the dynamics is known to be governed by an effective classical rate equation and to…
The paper analyses stochastic systems describing reacting molecular systems with a combination of two types of state spaces, a finite-dimensional, and an infinite dimenional part. As a typical situation consider the interaction of larger…
Negative differential mobility is the phenomenon in which the velocity of a particle decreases when the force driving it increases. We study this phenomenon in Markov jump models where a particle moves in the presence of walls that act as…
Two different Markov jump processes driven out of equilibrium by constant thermodynamic forces may have identical current fluctuations in the stationary state. The concept of dynamical equivalence classes emerges from this statement as…