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A popular approach to solving a decision process with non-Markovian rewards (NMRDP) is to exploit a compact representation of the reward function to automatically translate the NMRDP into an equivalent Markov decision process (MDP) amenable…

Artificial Intelligence · Computer Science 2013-01-07 Sylvie Thiebaux , Froduald Kabanza , John Slanley

In the previous paper, it has been proved that elastic scattering processes of two quantum particles are always accompanied with nonlocal processes. Furthermore, it is found that setting an additional Hamiltonian after the originally…

Quantum Physics · Physics 2007-05-23 Hai-Jhun Wanng

In the last years, the application of machine learning methods has become increasingly relevant in different fields of physics. One of the most significant subjects in the theory of open quantum systems is the study of the characterization…

Quantum Physics · Physics 2021-03-03 Felipe F. Fanchini , Göktuğ Karpat , Daniel Z. Rossatto , Ariel Norambuena , Raúl Coto

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the "cloning" procedure of…

Statistical Mechanics · Physics 2026-04-01 Massimo Cavallaro , Rosemary J. Harris

Non-Markovian processes have recently become a central topic in the study of open quantum systems. We realize experimentally non-Markovian decoherence processes of single photons by combining time delay and evolution in a…

Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain…

Machine Learning · Statistics 2019-11-26 Anru Zhang , Mengdi Wang

We introduce a machine-learning approach to predict the complex non-Markovian dynamics of supercooled liquids from static averaged quantities. Compared to techniques based on particle propensity, our method is built upon a theoretical…

Disordered Systems and Neural Networks · Physics 2023-03-17 Simone Ciarella , Massimiliano Chiappini , Emanuele Boattini , Marjolein Dijkstra , Liesbeth M. C. Janssen

Here, we introduce a stochastic partial differential equation (SPDE) formulation driven by temporally correlated noise to describe light propagation beyond the standard Markov approximation. By representing the squared refractive index…

Optics · Physics 2026-03-17 Chaoran Wang , Jinquan Qi , Shuang Liu , Chenjin Deng , Shensheng Han

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

The process tensor framework to open quantum systems provides the most general description of multi-time correlations in non-Markovian quantum dynamics. A compressed representation of a process tensor in terms of matrix product operators…

This paper proposes the use of a Spectral method to simulate diffusive moisture transfer through porous materials as a Reduced-Order Model (ROM). The Spectral approach is an a priori method assuming a separated representation of the…

Computational Physics · Physics 2020-02-20 Suelen Gasparin , Julien Berger , Denys Dutykh , Nathan Mendes

Memoryless processes are ubiquitous in nature, in contrast with the mathematics of open systems theory, which states that non-Markovian processes should be the norm. This discrepancy is usually addressed by subjectively making the…

Quantum Physics · Physics 2021-06-10 Pedro Figueroa-Romero , Felix A. Pollock , Kavan Modi

Non-Markovian quantum effects are typically observed in systems interacting with structured reservoirs. Discrete-time quantum walks are prime example of such systems in which, quantum memory arises due to the controlled interaction between…

Quantum Physics · Physics 2018-07-18 N. Pradeep Kumar , Subhashish Banerjee , C. M. Chandrashekar

Hyperspectral images can be represented either as a set of images or as a set of spectra. Spectral classification and segmentation and data reduction are the main problems in hyperspectral image analysis. In this paper we propose a Bayesian…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Adel Mohammadpoor , Nadia Bali

Successful implementation of several quantum information and communication protocols require distributing entangled pairs of quantum bits in reliable manner. While there exists a substantial amount of recent theoretical and experimental…

When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…

Chaotic Dynamics · Physics 2007-05-23 Michael Small

This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…

Probability · Mathematics 2015-10-27 Jose Blanchet , Xinyun Chen

Stochastic resetting describes dynamics which are reinitialized to a reference state at random times. These protocols are attracting significant interest: they can stabilize nonequilibrium stationary states, generate correlations in…

Quantum Physics · Physics 2026-01-21 Federico Carollo , Sascha Wald

In the nonlinear prediction of scalar time series, the common practice is to reconstruct the state space using time-delay embedding and apply a local model on neighborhoods of the reconstructed space. The method of false nearest neighbors…

Chaotic Dynamics · Physics 2008-09-15 I. Vlachos , D. Kugiumtzis
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