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We offer a new proof of the classical law of large numbers for a general class of branching Markov processes based on the asymptotic behaviour of the moments developed in \cite{bmoments, gonzalez2022erratum}. Moreover, we show that the law…

Probability · Mathematics 2025-12-01 Christopher B. C. Dean , János Engländer , Emma Horton

In this paper we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large deviations result analogous to Sanov's theorem for the empirical measure associated to finite sequences of…

Quantum Physics · Physics 2015-06-22 Merlijn van Horssen , Madalin Guta

We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy…

Statistical Mechanics · Physics 2017-02-28 Izaak Neri , Édgar Roldán , Frank Jülicher

We examine the elements of the balance equation of entropy in open quantum evolutions and their response as we go from a Markovian to a non-Markovian situation. In particular, we look at the heat current and entropy production rate in the…

Quantum Physics · Physics 2022-02-18 Ahana Ghoshal , Ujjwal Sen

Activity, which represents the kinetic property of dynamics, plays a central role in obtaining thermodynamic speed limits (TSLs). In this paper, we discuss a unified framework that provides the existing TSLs based on different activities…

Statistical Mechanics · Physics 2026-05-04 Ryuna Nagayama , Kohei Yoshimura , Sosuke Ito

In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…

Probability · Mathematics 2025-10-15 Monte Fischer , Peter W. Glynn

Bounds to the speed of evolution of a quantum system are of fundamental interest in quantum metrology, quantum chemical dynamics and quantum computation. We derive a time-energy uncertainty relation for open quantum systems undergoing a…

Quantum Physics · Physics 2013-03-05 A. del Campo , I. L. Egusquiza , M. B. Plenio , S. F. Huelga

The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…

Dynamical Systems · Mathematics 2014-01-14 Marc Harper

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…

Analysis of PDEs · Mathematics 2025-07-08 Jasper Hoeksema , Chun Yin Lam , André Schlichting

This is lecture notes on the course "Stochastic Processes". In this format, the course was taught in the spring semesters 2017 and 2018 for third-year bachelor students of the Department of Control and Applied Mathematics, School of Applied…

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…

Probability · Mathematics 2021-11-02 Alexander Veretennikov , Maria Veretennikova

It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…

Statistical Mechanics · Physics 2009-12-06 Jun Chul Park

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…

Probability · Mathematics 2021-03-01 Andrey Sarantsev

Quantum speed limits provide upper bounds on the rate with which a quantum system can move away from its initial state. Here, we provide a different kind of speed limit, describing the divergence of a perturbed open system from its…

Quantum Physics · Physics 2024-08-28 Benjamin Yadin , Satoya Imai , Otfried Gühne

The initial time-dependence of a state in circumstances where it makes transitions to, or decay to, a second state has been investigated. In classical stochastic processes, the observed time dependence of transition or decay proportional to…

High Energy Physics - Phenomenology · Physics 2023-03-15 Maciej Rybczyński , Zbigniew Włodarczyk

We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…

Probability · Mathematics 2015-02-02 Muruhan Rathinam

Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…

Statistical Mechanics · Physics 2025-08-05 Lars Torbjørn Stutzer

We study the long time behaviour of the speed of a particle moving in $\mathbb{R}^d$ under the influence of a random time-dependent potential representing the particle's environment. The particle undergoes successive scattering events that…

Probability · Mathematics 2014-09-09 Emilie Soret , Stephan De Bievre

Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…

Statistical Mechanics · Physics 2023-08-09 Timur Aslyamov , Massimiliano Esposito
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