Related papers: Manifestations of Projection-Induced Memory: Gener…
Dissipative phase transitions in quantum systems have been largely studied under the so-called Markovian approximation, where the environments to which the systems are coupled are memoryless. Here, we present a generalization of the…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems…
We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…
The way tension propagates along a chain is a key to govern many of anomalous dynamics in macromolecular systems. After introducing the weak and the strong force regimes of the tension propagation, we focus on the latter, in which the…
The "correlated-projection technique" has been successfully applied to derive a large class of highly non Markovian dynamics, the so called non Markovian generalized Lindblad type equations or Lindblad rate equations. In this article,…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
The exact non-Markovian dynamics of a microcavity strongly coupled to a general reservoir at arbitrary temperature is studied. With the exact master equation for the reduced density operator of the cavity system, we analytically solve the…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
Memory effects arise in many complex systems, from protein folding, to the spreading of epidemics and financial decisions. While so-called non-Markovian dynamics is common in larger systems with interacting components, observations in…
We present a projection-based, stability-preserving methodology for computing time correlation functions in open quantum systems governed by generalized quantum master equations with non-Markovian effects. Building upon the memory kernel…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
Waiting times between two consecutive infection and recovery events in spreading processes are often assumed to be exponentially distributed, which results in Markovian (i.e., memoryless) continuous spreading dynamics. However, this is not…
In this work, we investigate how different reservoir memory profiles influence the dynamical evolution of a single waveguide coupled to an external environment. We compare three representative memory kernels: Lorentzian, Gaussian and…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
This article studies optional and predictable projections of integrands and convex-valued stochastic processes. The existence and uniqueness are shown under general conditions that are analogous to those for conditional expectations of…