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We study the consequences of adopting the memory dependent, non-Markovian, physics with the memory-less over-damped approximation usually employed to investigate Brownian particles. Due to the finite correlation time scale associated with…

Statistical Mechanics · Physics 2019-02-05 Eduardo dos S. Nascimento , Welles A. M. Morgado

Stochastic resetting is a powerful strategy known to accelerate the first-passage time statistics of stochastic processes. While its effects on Markovian systems are well understood, a general framework for non-Markovian dynamics is still…

Statistical Mechanics · Physics 2025-09-16 Debasish Saha , Rati Sharma

Recent advances in learning dynamical systems from data have shown significant promise. However, many existing methods assume access to the full state of the system -- an assumption that is rarely satisfied in practice, where systems are…

Machine Learning · Computer Science 2026-03-10 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

Machine Learning · Statistics 2015-07-24 Robert Mattila , Cristian R. Rojas , Bo Wahlberg

A nonparametric method to predict non-Markovian time series of partially observed dynamics is developed. The prediction problem we consider is a supervised learning task of finding a regression function that takes a delay embedded…

Methodology · Statistics 2021-01-14 Faheem Gilani , Dimitrios Giannakis , John Harlim

Quantum Markov models are employed ubiquitously in quantum physics and in quantum information theory due to their relative simplicity and analytical tractability. In particular, these models are known to give accurate approximations for a…

Quantum Physics · Physics 2024-02-02 Hendra I. Nurdin

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

One important problem in constructing the reduced dynamics of molecular systems is the accurate modeling of the non-Markovian behavior arising from the dynamics of unresolved variables. The main complication emerges from the lack of scale…

Computational Physics · Physics 2023-02-01 Zhiyuan She , Pei Ge , Huan Lei

Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the…

Quantum Physics · Physics 2016-09-21 Jinshuang Jin , Christian Karlewski , Michael Marthaler

Recent success in developing increasingly general purpose agents based on sequence models has led to increased focus on the problem of deploying computationally limited agents within the vastly more complex real-world. A key challenge…

Machine Learning · Computer Science 2025-12-23 Geraud Nangue Tasse , Matthew Riemer , Benjamin Rosman , Tim Klinger

We propose a method for the algorithmic quantum simulation of memory effects described by integrodifferential evolution equations. It consists in the systematic use of perturbation theory techniques and a Markovian quantum simulator. Our…

Quantum Physics · Physics 2017-03-01 U. Alvarez-Rodriguez , R. Di Candia , J. Casanova , M. Sanz , E. Solano

This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…

Machine Learning · Computer Science 2022-05-05 Lorenzo Steccanella , Anders Jonsson

We exploit the properties of chain mapping transformations of bosonic environments to identify a finite collection of modes able to capture the characteristic features, or fingerprint, of the environment. Moreover we show that the countable…

A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…

Chaotic Dynamics · Physics 2009-11-11 Piero Olla , Luca Pignagnoli

We construct a continuous-time, positively divisible non-Markovian process with memory of the initial state that satisfies the differential Chapman--Kolmogorov equation. In the stationary state, the correlation function exhibits exponential…

Probability · Mathematics 2026-05-29 Bilal Canturk , Gokhan Baris Bagci , Onur Pusuluk

We study memory dependent binary-state dynamics, focusing on the noisy-voter model. This is a non-Markovian process if we consider the set of binary states of the population as the description variables, or Markovian if we incorporate…

Physics and Society · Physics 2020-02-25 Antonio F. Peralta , Nagi Khalil , Raul Toral

A reasonable description of the degradation process is essential for credible reliability assessment in accelerated degradation testing. Existing methods usually use Markovian stochastic processes to describe the degradation process.…

Applications · Statistics 2025-06-12 Shi-Shun Chen , Xiao-Yang Li , Wenrui Xie

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

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Probability · Mathematics 2015-06-12 Antonio Galves , Eva Löcherbach

Strong coupling between a system and its environment leads to the emergence of non-Markovian dynamics, which cannot be described by a time-local master equation. One way to capture such dynamics is to use numerical real-time path integrals,…

Mesoscale and Nanoscale Physics · Physics 2017-11-29 Aidan Strathearn , Brendon W. Lovett , Peter Kirton