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We utilize the novel non-Markovian quantum jump (NMQJ) approach to stochastically simulate exciton dynamics derived from a time-convolutionless master equation. For relevant parameters and time scales, the time-dependent, oscillatory…

Quantum Physics · Physics 2009-12-07 Patrick Rebentrost , Rupak Chakraborty , Alan Aspuru-Guzik

In this paper, we consider two stochastic models of gene expression in prokaryotic cells. In the first model, sixteen biochemical reactions involved in transcription, translation and transcriptional regulation in the presence of inducer…

Condensed Matter · Physics 2007-05-23 Indrani Bose , Rajesh Karmakar , Siddhartha Roy

The presence of non-Gaussian tails is a prevalent characteristic in many financial modeling scenarios, necessitating the use of complex non-Gaussian distributions such as the generalized beta of the second kind (GB2) and the skewed…

Applications · Statistics 2025-12-10 Xing Yan , Yue Zhao , Qi Wu , Wenxuan Ma

In a stochastic process, noise often modifies the picture offered by the mean field dynamics. In particular, when there is an absorbing state, the noise erases a stable fixed point of the mean field equation from the stationary…

Statistical Mechanics · Physics 2018-12-19 JaeJun Lee , Julian Lee

The molecular evolution in a gene regulatory network is classically modeled by Markov jump processes. However, the direct simulation of such models is extremely time consuming. Indeed, even the simplest Markovian model, such as the…

Probability · Mathematics 2012-11-30 Aurélie Muller-Gueudin

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

Dynamical Systems · Mathematics 2024-01-30 Xinyu Wu , Zidong Wang , Wenlian Lu

This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…

Probability · Mathematics 2021-12-01 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

We study the large deviations of the time-integrated current for a self-propelled particle moving within a confined environment. The dynamics is modeled as a semi-Markovian process, where the transitions between a \textit{normal running…

Statistical Mechanics · Physics 2026-05-26 Shabnam Sohrabi , Farhad H. Jafarpour

Stochastic thermodynamics investigates energetic and entropic bounds in small systems. Foundational results, e.g., the first and second laws, predominantly rely on the Markov (memoryless) assumption. Although physicists recognise that the…

Statistical Mechanics · Physics 2026-05-12 Kiyoshi Kanazawa , Andreas Dechant

In this work we introduce and characterize a broad class of quantum operations with a unique fixed point, termed quantum ergodic channels. We derive Lindblad-type master equations for these channels in arbitrary finite dimensions and…

Quantum Physics · Physics 2025-03-18 Ritam Basu , Anish Chakraborty , Himanshu Badhani , Mir Alimuddin , Samyadeb Bhattacharya

We study the long-term behavior of two piecewise-deterministic Markov processes used to model stochastic gene regulatory networks with bursting dynamics. Under regularity assumptions on the jump rate, we prove the existence and uniqueness…

Probability · Mathematics 2026-05-12 Mathilde Gaillard , Ulysse Herbach

This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determine the corresponding time-dependent joint probability…

Probability · Mathematics 2021-06-08 Raviar Karim , Roger J. A. Laeven , Michel Mandjes

We simulate neutral evolution of proteins imposing conservation of the thermodynamic stability of the native state in the framework of an effective model of folding thermodynamics. This procedure generates evolutionary trajectories in…

Condensed Matter · Physics 2009-11-07 Ugo Bastolla , Markus Porto , H. Eduardo Roman , Michele Vendruscolo

We present a mathematical model describing the time development of a population of tumors subject to mutual angiogenic inhibitory signaling. Based on biophysical derivations, it describes organism-scale population dynamics under the…

Analysis of PDEs · Mathematics 2013-10-02 Sebastien Benzekry , Alberto Gandolfi , Philip Hahnfeldt

Over the years the field of non-Markovian stochastic processes and anomalous diffusion evolved from a specialized topic to mainstream theory, which transgressed the realms of physics to chemistry, biology and ecology. Numerous…

Statistical Mechanics · Physics 2021-01-14 Alessio Lapolla , Aljaz Godec

We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…

Statistical Mechanics · Physics 2017-10-10 Simone Pigolotti , Izaak Neri , Édgar Roldán , Frank Jülicher

This work introduces the generative fractional diffusion model for protein generation (ProT-GFDM), a novel generative framework that employs fractional stochastic dynamics for protein backbone structure modeling. This approach builds on the…

Quantitative Methods · Quantitative Biology 2025-05-01 Xiao Liang , Wentao Ma , Eric Paquet , Herna Lydia Viktor , Wojtek Michalowski

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

In literature on stochastic thermodynamics it is stated that for a system connected to multiple thermal reservoirs, the transition rates between two energy levels equals the sum of transition rates corresponding to each thermal bath the…

Statistical Mechanics · Physics 2024-07-31 Vaibhav Wasnik

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Statistics Theory · Mathematics 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet
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