Related papers: Continuous stochastic processes with non-local mem…
Univariate superpositions of Ornstein--Uhlenbeck-type processes (OU), called supOU processes, provide a class of continuous time processes capable of exhibiting long memory behavior. This paper introduces multivariate supOU processes and…
This paper investigates the continuous-time limit of score-driven models with long memory. By extending score-driven models to incorporate infinite-lag structures with coefficients exhibiting heavy-tailed decay, we establish their weak…
Stochastic processes are as ubiquitous throughout the quantitative sciences as they are notorious for being difficult to simulate and predict. In this letter we propose a unitary quantum simulator for discrete-time stochastic processes…
For classical Markovian stochastic systems, past and future events become statistically independent when conditioned to a given state at the present time. Memory non-Markovian effects break this condition, inducing a non-vanishing…
Based on some recent work of the author on stochastic approximation in non-markovian environments, the situation when the driving random process is non-ergodic in addition to being non-markovian is considered. Using this, we propose an…
It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…
We study a class of multipartite open quantum dynamics for systems of arbitrary number of qubits. The non-Markovian quantum master equation can involve arbitrary single or multipartite and time-dependent dissipative coupling mechanisms,…
In this paper, we are interested in linear prediction of a particular kind of stochastic process, namely a marked temporal point process. The observations are event times recorded on the real line, with marks attached to each event. We show…
The study of quantum dynamics featuring memory effects has always been a topic of interest within the theory of open quantum system, which is concerned about providing useful conceptual and theoretical tools for the description of the…
Using a real-time path integral approach we develop an algorithm to calculate multi-time correlation functions of open few-level quantum systems that is applicable to highly nonequilibrium dynamics. The calculational scheme fully keeps the…
The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…
The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of…
In the last years, the application of machine learning methods has become increasingly relevant in different fields of physics. One of the most significant subjects in the theory of open quantum systems is the study of the characterization…
We extend the Longstaff-Schwartz algorithm for approximately solving optimal stopping problems on high-dimensional state spaces. We reformulate the optimal stopping problem for Markov processes in discrete time as a generalized statistical…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…
We extend the Nakajima-Zwanzig projection operator technique to the determination of multitime correlation functions of open quantum systems. The correlation functions are expressed in terms of certain multitime homogeneous and…
Generative modeling via stochastic processes has led to remarkable empirical results as well as to recent advances in their theoretical understanding. In principle, both space and time of the processes can be discrete or continuous. In this…
We derive a non-Markovian theory for waiting time distributions of consecutive single electron transfer events. The presented microscopic Pauli rate equation formalism couples the open electrodes to the many-body system, allowing to take…
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…
Natural spatiotemporal processes can be highly non-stationary in many ways, e.g. the low-level non-stationarity such as spatial correlations or temporal dependencies of local pixel values; and the high-level variations such as the…