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This is lecture notes on the course "Stochastic Processes". In this format, the course was taught in the spring semesters 2017 and 2018 for third-year bachelor students of the Department of Control and Applied Mathematics, School of Applied…

This is a set of lecture notes of a course on statistical physics and thermodynamics, which is oriented, to a certain extent, towards electrical engineering students. The main body of the lectures is devoted to statistical physics, whereas…

Statistical Mechanics · Physics 2013-07-22 Neri Merhav

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable…

Probability · Mathematics 2018-06-04 Nicolas Privault

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…

The theories of stochastic quantum mechanics and stochastic electrodynamics bring to light important aspects of the quantum dynamics that are concealed in the standard formalism. Here we take further previous work regarding the connection…

Quantum Physics · Physics 2021-04-28 A. M. Cetto , L. de la Peña , A. Valdés-Hernández

These notes are intended as an introduction to a study of applications of noncommutative calculus to quantum statistical Physics. Centered on noncommutative calculus we describe the physical concepts and mathematical structures appearing in…

Mathematical Physics · Physics 2018-10-09 W. A. Majewski

A subjective survey of stochastic models of quantum mechanics is given along with a discussion of some key radiative processes, the clues they offer, and the difficulties they pose for this program. An electromagnetic basis for deriving…

Quantum Physics · Physics 2015-06-26 Mark P. Davidson

The connection is established between two theories that have developed independently with the aim to describe quantum mechanics as a stochastic process, namely stochastic quantum mechanics (sqm) and stochastic electrodynamics (sed).…

Quantum Physics · Physics 2020-02-20 Luis de la Peña , Ana María Cetto , Andrea Valdés-Hernández

This paper presents the current possible applications of Dynamical Systems in Engineering. The applications of chaos, fractals have proven to be an exciting and fruitful endeavor. These applications are highly diverse ranging over such…

Systems and Control · Computer Science 2013-04-22 Yousuf Ibrahim Khan

This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…

chao-dyn · Physics 2008-02-03 Robert S. Maier

This Ph.D. thesis provides a comprehensive review of the state-of-the-art in the field of Variational Quantum Algorithms and Quantum Machine Learning, including numerous original contributions. The first chapters are devoted to a brief…

Quantum Physics · Physics 2023-06-19 Stefano Mangini

This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…

Quantum Physics · Physics 2026-02-09 Jacob A. Barandes

These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show…

Probability · Mathematics 2025-10-15 Oleg Butkovsky

Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…

Statistical Mechanics · Physics 2012-10-19 Bernhard Altaner

The paper shortly presents the role of Stochastic Processes Theory in the present day Quantum Theory, and the relation to Operational Quantum Physics. The dynamics of an open quantum system is studied on a usual example from Quantum Optics,…

Quantum Physics · Physics 2007-05-23 Ioan Sturzu

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

Statistical Mechanics · Physics 2012-08-02 Robert Biele , Roberto D'Agosta

Stochastic dynamic models have been extensively used for the description of processes with uncertainties arising in the operations research, behavioral sciences, and many other application areas. A large class of the problems from these…

Numerical Analysis · Mathematics 2021-06-01 Thi Kim Thoa Thieu , Roderick Melnik

Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…

Statistical Mechanics · Physics 2020-01-24 S. De Nicola , B. Doyon , M. J. Bhaseen