Related papers: Open Markov chains: cumulant dynamics, fluctuation…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…
We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…
We consider the discrete time unitary dynamics given by a quantum walk on $\Z^d$ performed by a particle with internal degree of freedom, called coin state, according to the following iterated rule: a unitary update of the coin state takes…
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…
We present the probability preserving description of the decaying particle within the framework of quantum mechanics of open systems taking into account the superselection rule prohibiting the superposition of the particle and vacuum. In…
The main subject of the thesis is the study of stationary nonequilibrium states trough the use of microscopic stochastic models that encode the physical interaction in the rules of Markovian dynamics for particles configurations. These…
Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do not only depend on the state, but also on the distribution of…
Master equations describing open quantum dynamics are typically first order differential equations. When such dynamics brings the trajectories in state space of more than one initial state to the same point at finite instants in time, the…
We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
Rule-based modelling allows to represent molecular interactions in a compact and natural way. The underlying molecular dynamics, by the laws of stochastic chemical kinetics, behaves as a continuous-time Markov chain. However, this Markov…
Product-form stationary distributions in Markov chains have been a foundational advance and driving force in our understanding of stochastic systems. In this paper, we introduce a new product-form relationship that we call "graph-based…
This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with…
Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…
Here, a new two-dimensional process, discrete in time and space, that yields the results of both a random walk and a quantum random walk, is introduced. This model describes the population distribution of four coin states |1>,-|1>, |0> -|0>…
Realistic quantum mechanical systems are always exposed to an external environment. The presence of the environment often gives rise to a Markovian process in which the system loses information to its surroundings. However, many quantum…
In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…
The orientational memory of particles can serve as an effective measure of diffusivity, spreading, and search efficiency in complex stochastic processes. We develop a theoretical framework to describe the decay of directional correlations…