Related papers: Continuous stochastic processes with non-local mem…
The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independent stochastic impulses. In a short memory approximation the…
We study the consequences of adopting the memory dependent, non-Markovian, physics with the memory-less over-damped approximation usually employed to investigate Brownian particles. Due to the finite correlation time scale associated with…
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of the waiting times of a classical spin-flip dynamics with a…
Within the framework of probability distributions on projective Hilbert space a scheme for the calculation of multitime correlation functions is developed. The starting point is the Markovian stochastic wave function description of an open…
We consider a pair of stochastic integrate and fire neurons receiving correlated stochastic inputs. The evolution of this system can be described by the corresponding Fokker-Planck equation with non-trivial boundary conditions resulting…
Several integrate-to-threshold models with differing temporal integration mechanisms have been proposed to describe the accumulation of sensory evidence to a prescribed level prior to motor response in perceptual decision-making tasks. An…
We present a method to detect quantum memory in a non-Markovian process. We call a process Markovian when the environment does not provide a memory that retains correlations across different system-environment interactions. We define two…
In this paper we present iterative methods of high efficiency by the criteria of J. F. Traub and A. M. Ostrowski. We define {\it s-nonstationary iterative processes} and prove that, for any one-point iterative process without memory, such…
We study a class of graphs that represent local independence structures in stochastic processes allowing for correlated error processes. Several graphs may encode the same local independencies and we characterize such equivalence classes of…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
We give a representation of the solution for a stochastic linear equation of the form $X_t=Y_t+\int_{(0,t]}X_{s-} \mathrm {d}{Z}_s$ where $Z$ is a c\'adl\'ag semimartingale and $Y$ is a c\'adl\'ag adapted process with bounded variation on…
Principles of monitoring non-Markovian open quantum systems are analyzed. We use the field representation of the environment (Gardiner and Collet, 1985) for the separation of its memory and detector part, respectively. We claim the…
We introduce an extended version of the fractional Ornstein-Uhlenbeck (FOU) process where the integrand is replaced by the exponential of an independent L\'evy process. We call the process the generalized fractional Ornstein-Uhlenbeck…
This paper considers maximum likelihood inference for a functional marked point process - the stochastic growth-interaction process - which is an extension of the spatio-temporal growth-interaction process to the stochastic mark setting. As…
The aim of this short note is to show that Denoising Diffusion Probabilistic Model DDPM, a non-homogeneous discrete-time Markov process, can be represented by a time-homogeneous continuous-time Markov process observed at non-uniformly…
Decoherence is often modeled using Markovian master equations that predict exponential suppression of coherence and are frequently used as effective bounds on quantum behavior in complex environments. Such descriptions, however, correspond…
Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…