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Related papers: Jump processes as Generalized Gradient Flows

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This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…

Statistics Theory · Mathematics 2012-07-12 Romain Azaïs , François Dufour , Anne Gégout-Petit

We discuss in detail how non-Markovian open system dynamics can be described in terms of quantum jumps [J. Piilo et al., Phys. Rev. Lett. 100, 180402 (2008)]. Our results demonstrate that it is possible to have a jump description contained…

Quantum Physics · Physics 2009-06-25 J. Piilo , K. Harkonen , S. Maniscalco , K. -A. Suominen

Classical gradient systems have a linear relation between rates and driving forces. In generalized gradient systems we allow for arbitrary relations derived from general non-quadratic dissipation potentials. This paper describes two natural…

Analysis of PDEs · Mathematics 2018-01-17 Matthias Liero , Alexander Mielke , Mark A. Peletier , D. R. Michiel Renger

A conservative Feller evolution on continuous bounded functions is constructed from a weakly continuous, time-inhomogeneous transition function describing a pure jump process on a locally compact Polish space. The transition function is…

Dynamical Systems · Mathematics 2016-10-11 Martin Friesen

The quantum jump approach allows to characterize the stochastic dynamics associated to an open quantum system submitted to a continuous measurement action. In this paper we show that this formalism can consistently be extended to…

Quantum Physics · Physics 2013-09-03 Adrian A. Budini

The dynamics of an infinite continuum system of randomly jumping and coalescing point particles is studied. The states of the system are probability measures on the corresponding configuration space $\Gamma$ the evolution of which is…

Dynamical Systems · Mathematics 2018-07-20 Yuri Kozitsky , Krzysztof Pilorz

Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximations using jump processes that are time-homogeneous Markov,…

Probability · Mathematics 2025-08-11 Martin Bladt , Andreea Minca , Oscar Peralta

Fully non-linear equations of motion for dissipative general relativistic multi-fluids can be obtained from an action principle involving the explicit use of lower dimensional matter spaces. More traditional strategies for incorporating…

General Relativity and Quantum Cosmology · Physics 2021-01-13 Thomas Celora , Nils Andersson , Greg L. Comer

The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…

Probability · Mathematics 2020-06-22 Andrey Piatnitski , Sergei Pirogov , Elena Zhizhina

We solve two long standing problems for stochastic descriptions of open quantum system dynamics. First, we find the classical stochastic processes corresponding to non-Markovian quantum state diffusion and non-Markovian quantum jumps in…

Quantum Physics · Physics 2020-10-14 Kimmo Luoma , Walter T. Strunz , Jyrki Piilo

We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…

Probability · Mathematics 2022-04-07 Ronan Le Guével , Frédéric Lavancier , Emilien Manent

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

Probability · Mathematics 2022-10-18 Ankan Ganguly , Kavita Ramanan

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

The dynamics of a non-Markovian open quantum system described by a general time-local master equation is studied. The propagation of the density operator is constructed in terms of two processes: (i) deterministic evolution and (ii)…

Quantum Physics · Physics 2010-01-21 Kari Harkonen

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…

Probability · Mathematics 2018-10-22 Fubao Xi , George Yin , Chao Zhu

A piecewise-deterministic Markov process is a stochastic process whose behavior is governed by an ordinary differential equation punctuated by random jumps occurring at random times. We focus on the nonparametric estimation problem of the…

Statistics Theory · Mathematics 2016-05-24 Romain Azaïs , Aurélie Muller-Gueudin

Non-Markovian evolution of an open quantum system can be `unraveled' into pure state trajectories generated by a non-Markovian stochastic (diffusive) Schr\"odinger equation, as introduced by Di\'osi, Gisin, and Strunz. Recently we have…

Quantum Physics · Physics 2009-11-10 Jay Gambetta , T. Askerud , H. M. Wiseman

The seek for a new universal formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general…

Statistical Mechanics · Physics 2018-02-14 Liangrong Peng , Yi Zhu , Liu Hong

We construct a general measure for the degree of non-Markovian behavior in open quantum systems. This measure is based on the trace distance which quantifies the distinguishability of quantum states. It represents a functional of the…

Quantum Physics · Physics 2010-01-05 Heinz-Peter Breuer , Elsi-Mari Laine , Jyrki Piilo