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Stochastic processes abound in nature and accurately modeling them is essential across the quantitative sciences. They can be described by hidden Markov models (HMMs) or by their quantum extensions (QHMMs). These models explain and give…

Quantum Physics · Physics 2024-12-18 Magdalini Zonnios , Alec Boyd , Felix C. Binder

The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…

Statistical Mechanics · Physics 2012-09-27 Julian Lee , Steve Pressé

We consider the problem of constructing a "universal set" of Markovian processes, such that any Markovian open quantum system, described by a one-parameter semigroup of quantum channels, can be simulated through sequential simulations of…

Quantum Physics · Physics 2017-05-30 Ryan Sweke , Ilya Sinayskiy , Denis Bernard , Francesco Petruccione

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…

Probability · Mathematics 2015-05-14 Johel Beltrán , Claudio Landim

We give extensions of results on nonnegative matrix semigroups which deduce finiteness or boundedness of such semigroups from the corresponding local properties, e.g., from finiteness or boundedness of values of certain linear functionals…

Functional Analysis · Mathematics 2013-07-01 Roman Drnovšek , Heydar Radjavi

We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…

Probability · Mathematics 2022-11-08 Nicolas Champagnat , Denis Villemonais

We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…

Probability · Mathematics 2026-03-03 Michele Caprio , Mengqi Chen

Quantum devices are subject to natural decay. We propose to study these decay processes as the Markovian evolution of quantum channels, which leads us to dynamical semigroups of superchannels. A superchannel is a linear map that maps…

Quantum Physics · Physics 2022-07-22 Markus Hasenöhrl , Matthias C. Caro

In this paper, we approximate the hidden Markov model of chaotic-map truly random number generators (TRNGs) and describe its fundamental limits based on the approximate entropy-rate of the underlying bit-generation process. We demonstrate…

Information Theory · Computer Science 2013-03-04 Ahmad Beirami , Hamid Nejati

We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…

Probability · Mathematics 2012-08-07 Alexander Schnurr

Relaxation rates are key characteristics of quantum processes, as they determine how quickly a quantum system thermalizes, equilibrates, decoheres, and dissipates. While they play a crucial role in theoretical analyses, relaxation rates are…

Quantum stochastic cocycles provide a basic model for time-homogeneous Markovian evolutions in a quantum setting, and a direct counterpart in continuous time to quantum random walks, in both the Schrodinger and Heisenberg pictures. This…

Functional Analysis · Mathematics 2021-03-31 J. Martin Lindsay , Stephen J. Wills

We study a family of Markov processes on $\mathcal{P}^{(k)}$, the space of partitions of the natural numbers with at most $k$ blocks. The process can be constructed from a Poisson point process on…

Probability · Mathematics 2011-07-14 Harry Crane

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov

We present a class of Gauss-Markov processes which can be represented as space-time scaled stationary Ornstein-Uhlenbeck processes defined on the real line. We give several explicit examples of the representation for certain Gauss bridge…

Probability · Mathematics 2019-01-28 Matyas Barczy , Peter Kern

We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…

Statistics Theory · Mathematics 2007-06-13 Randal Douc , Gersende Fort , Arnaud Guillin

We derive a general expression for the cumulant generating function (CGF) of non-Markovian quantum stochastic transport processes. The long-time limit of the CGF is determined by a single dominating pole of the resolvent of the memory…

Mesoscale and Nanoscale Physics · Physics 2008-04-17 Christian Flindt , Tomas Novotny , Alessandro Braggio , Maura Sassetti , Antti-Pekka Jauho

We give an explicit entropy production formula for a class of quantum Markov semigroups, arising in the weak coupling limit of a system coupled with reservoirs, whose generators $\mathcal{L}$ are sums of other generators…

Quantum Physics · Physics 2016-03-18 Franco Fagnola , Rolando Rebolledo

We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…

Probability · Mathematics 2023-09-08 Frank Redig , Federico Sau