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We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

Other Condensed Matter · Physics 2009-11-11 Semen A. Trygubenko , David J. Wales

We propose a two step strategy for estimating one-dimensional dynamical parameters of a quantum Markov chain, which involves quantum post-processing the output using a coherent quantum absorber and a "pattern counting'' estimator computed…

Quantum Physics · Physics 2025-08-28 Federico Girotti , Alfred Godley , Mădălin Guţă

A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…

Statistical Mechanics · Physics 2009-11-10 Benjamin Lindner

We study the kinetics of protein folding via statistical energy landscape theory. We concentrate on the local-connectivity case, where the configurational changes can only occur among neighboring states, with the folding progress described…

Soft Condensed Matter · Physics 2009-11-07 Chi-Lun Lee , George Stell , Jin Wang

In this paper, we consider the problem of mean first-passage time (MFPT) in quantum mechanics; the MFPT is the average time of the transition from a given initial state, passing through some intermediate states, to a given final state for…

Statistical Mechanics · Physics 2015-06-11 Rong-Tao Qiu , Wu-Sheng Dai , Mi Xie

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Statistical Mechanics · Physics 2015-05-27 Vincent Tejedor , Olivier Bénichou , Ralf Metzler , Raphael Voituriez

This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…

Probability · Mathematics 2020-06-22 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

The graph transformation approach is a recently proposed method for computing mean first passage times, rates, and committor probabilities for kinetic transition networks. Here we compare the performance to existing linear algebra methods,…

Statistical Mechanics · Physics 2015-06-19 Jacob D. Stevenson , David J. Wales

Continuous-time Markov chains are frequently used as stochastic models for chemical reaction networks, especially in the growing field of systems biology. A fundamental problem for these Stochastic Chemical Reaction Networks (SCRNs) is to…

Probability · Mathematics 2023-04-12 Felipe A. Campos , Simone Bruno , Yi Fu , Domitilla Del Vecchio , Ruth J. Williams

Probability generating functions for first passage times of Markov chains are found using the method of collective marks. A system of equations is found which can be used to obtain moments of the first passage times.

Probability · Mathematics 2019-08-14 Yiping ZHANG , Myron HLYNKA , Percy H. BRILL

Assessing the time scale of biological processes using molecular dynamics (MD) simulations with sufficient statistical accuracy is a challenging task, as processes are often rare and/or slow events, which may extend largely beyond the time…

Computational Physics · Physics 2026-02-16 Wouter Vervust , Elias Wils , Sina Safaei , Daniel T. Zhang , An Ghysels

In Markov networks, measurement blackouts with unknown frequency compromise observations such that thermodynamic quantities can no longer be inferred reliably. In particular, the observed currents neither discern equilibrium from…

Statistical Mechanics · Physics 2025-11-19 Alexander M. Maier , Benjamin Häsler , Udo Seifert

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Statistical Mechanics · Physics 2024-09-12 Alexander M. Maier , Julius Degünther , Jann van der Meer , Udo Seifert

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Probability · Mathematics 2017-02-01 Tingyue Gan , Maria Cameron

Milestoning is a computational procedure that reduces the dynamics of complex systems to memoryless jumps between intermediates, or milestones, and only retains some information about the probability of these jumps and the time lags between…

Mathematical Physics · Physics 2017-03-14 Ling Lin , Jianfeng Lu , Eric Vanden-Eijnden

In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…

Statistical Mechanics · Physics 2024-10-10 Fei Liu , Shihao Xia , Shanhe Su

We make use of matrix representations of completely positive maps in order to study open quantum dynamics on graphs, with emphasis on quantum walks and the associated trajectories obtained via a monitoring of the position. We discuss the…

Mathematical Physics · Physics 2019-01-08 Carlos F. Lardizabal

In this paper we study Markov processes and related first passage problems on a class of weighted, modular graphs which generalize the Dyson hierarchical model. In these networks, the coupling strength between two nodes depends on their…

Data Analysis, Statistics and Probability · Physics 2017-04-11 Flavia Tavani , Elena Agliari

A central concern across the natural sciences is a quantitative understanding of the mechanism governing rare transitions between two metastable states. Recent research has uncovered a fundamental equality between the time-reversal…

Statistical Mechanics · Physics 2024-12-30 Miranda D. Louwerse , David A. Sivak

We examine a biomolecular machine involving a driven, observable process coupled to a hidden process in a kinetically cooperative manner. A stochastic thermodynamics framework is employed to analyze a fluctuation theorem for the…

Statistical Mechanics · Physics 2025-11-14 D. Evan Piephoff , Jianshu Cao