Related papers: On decompositions of non-reversible processes
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
Non-equilibrium steady states are subject to intense investigations but still poorly understood. For instance, the derivation of Fourier law in Hamiltonian systems is a problem that still poses several obstacles. In order to investigate…
Historically time-reversibility of the transitions or processes underpinning Markov chain Monte Carlo methods (MCMC) has played a key r\^ole in their development, while the self-adjointness of associated operators together with the use of…
The Relationship between the Neumann system and the Jacobi system in arbitrary dimensions is elucidated from the point of view of constrained Hamiltonian systems. Dirac brackets for canonical variables of both systems are derived from the…
We study a time-non-homogeneous Markov process which arose from free probability, and which also appeared in the study of stochastic processes with linear regressions and quadratic conditional variances. Our main result is the explicit…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Hamilton's principle plays a central role in fluid mechanics as a fundamental tool for deriving governing equations, analyzing conservation laws, and designing structure-preserving numerical schemes. However, its classical formulation is…
We study the existence of periodic solutions in a class of planar Filippov systems obtained from non-autonomous periodic perturbations of reversible piecewise smooth differential systems. It is assumed that the unperturbed system presents a…
The nonlinear dc conductance of a two-terminal chaotic cavity is investigated. The fluctuations of the conductance (anti)symmetric with respect to magnetic flux inversion through multichannel cavities are found analytically for arbitrary…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
Mean-field integro-differential equations are studied in an abstract framework, through couplings of the corresponding stochastic processes. In the perturbative regime, the equation is proven to admit a unique equilibrium, toward which the…
We present a direct approach to the construction of Lagrangians for a large class of one-dimensional dynamical systems with a simple dependence (monomial or polynomial) on the velocity. We rederive and generalize some recent results and…
We study the Markovianity of a composite system and its subsystems. We show how the dissipative nature of a subsystem's dynamics can be modified without having to change properties of the composite system environment. By preparing different…
In a recent paper a slightly modified version of the Bateman system, originally proposed to describe a damped harmonic oscillator, was proposed. This system is really different from the Bateman's one, in the sense that this latter cannot be…
We consider a quantum system linearly coupled to a reservoir of harmonic oscillators. For finite coupling strengths, the stationary distribution of the damped system is not of the Gibbs form, in contrast to standard thermodynamics. With the…
An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…
In the presence of an inhomogeneous oscillatory electric field, charged particles experience a net force, averaged over the oscillatory timescale, known as the ponderomotive force. We derive a one-dimensional Hamiltonian model which…
This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…
A Maxwell-Stefan system for fluid mixtures with driving forces depending on Cahn-Hilliard-type chemical potentials is analyzed. The corresponding parabolic cross-diffusion equations contain fourth-order derivatives and are considered in a…