Related papers: Large deviations at level 2.5 for Markovian open q…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
Thermodynamics of trajectories promises to make possible the thorough analysis of the dynamical properties of an open quantum system, a sought-after goal in modern physics. Unfortunately, calculation of the relevant quantities presents…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…
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…
We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition…
Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…
The theory of quantum jump trajectories provides a new framework for understanding dynamical phase transitions in open systems. A candidate for such transitions is the atom maser, which for certain parameters exhibits strong intermittency…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…
This paper considers the problem of partially observed optimal control for forward stochastic systems which are driven by Brownian motions and an independent Poisson random measure with a feature that the cost functional is of mean-field…
Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…
This paper proposes an interpretation of quantum mechanics, relying on the time-symmetric stochastic dynamics of quantum particles and on non-classical probability theory. Our main purpose is to demonstrate that the wave function and its…
With many Hamiltonians one can naturally associate a |Psi|^2-distributed Markov process. For nonrelativistic quantum mechanics, this process is in fact deterministic, and is known as Bohmian mechanics. For the Hamiltonian of a quantum field…
We address the real-time dynamics of lattice quantum spin models coupled to single or multiple Markovian dissipative reservoirs using the method of closed hierarchies of correlation functions. This approach allows us to solve a number of…
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…
It has been discovered that open quantum walks diffusively distribute in space, since they were introduced in 2012. Indeed, some limit distributions have been demonstrated and most of them are described by Gaussian distributions. We operate…
A quantum system in contact with a heat bath undergoes quantum transitions between energy levels upon absorption or emission of energy quanta by the bath. These transitions remain virtual unless the energy of the system is measured…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…