Related papers: On decompositions of non-reversible processes
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
In this paper we study the isomonodromic deformations of systems of differential equations with poles of any order on the Riemann sphere as Hamiltonian flows on the product of co-adjoint orbits of the Takiff algebra (i.e. truncated current…
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
We show that a large class of dissipative systems can be brought to a canonical form by introducing complex co-ordinates in phase space and a complex-valued hamiltonian. A naive canonical quantization of these systems lead to non-hermitean…
We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…
In the recent development in a various disciplines of physics, it is noted the need for including the deformed versions of the exponential functions. In this paper, we consider the deformations which have two purposes: to have them like…
The determination of the normal and transverse (frictional) inter-particle forces within a granular medium is a long standing, taunting, and yet unresolved problem. We present a new formalism which employs the knowledge of the external…
A class of Hamiltonian deformations of plane curves is defined and studied. Hamiltonian deformations of conics and cubics are considered as illustrative examples. These deformations are described by systems of hydrodynamical type equations.…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
Motivated by the existence of mobile low-energy excitations like domain walls in one dimension or gauge-charged fractionalized particles in higher dimensions, we compare quantum dynamics in the presence of weak Markovian dephasing for a…
A Hamiltonian field theory for the macroscopic Maxwell equations with fully general polarization and magnetization is stated in the language of differential forms. The precise procedure for translating the vector calculus formulation into…
When considering how self-interaction affects an object's motion, it can be convenient to decompose the self-force into conservative and dissipative pieces. As a toy model for understanding such decompositions of the gravitational…
The dynamics of one species chemical kinetics is studied. Chemical reactions are modelled by means of continuous time Markov processes whose probability distribution obeys a suitable master equation. A large deviation theory is formally…
Decoupling multivariate polynomials is useful for obtaining an insight into the workings of a nonlinear mapping, performing parameter reduction, or approximating nonlinear functions. Several different tensor-based approaches have been…
The effect of nonlinear friction forces in quantum mechanics is studied via dissipative Madelung hydrodynamics. A new thermo-quantum diffusion equation is derived, which is solved for the particular case of quantum Brownian motion with a…
Given a sequence of i.i.d. random functions $\Psi_{n}:\mathbb{R}\to\mathbb{R}$, $n\in\mathbb{N}$, we consider the iterated function system and Markov chain which is recursively defined by $X_{0}^{x}:=x$ and…