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We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

Statistics Theory · Mathematics 2018-12-07 Lionel Truquet

Within a fully microscopic setting, we derive a variational principle for the non-equilibrium steady states of chemical reaction networks, valid for time-scales over which chemical potentials can be taken to be slowly varying: at…

Molecular Networks · Quantitative Biology 2015-06-05 Andrea De Martino , Daniele De Martino , Roberto Mulet , Guido Uguzzoni

Understanding how systems respond to external perturbations is fundamental to statistical physics. For systems far from equilibrium, a general framework for response remains elusive. While progress has been made on the linear response of…

Statistical Mechanics · Physics 2026-03-04 Ruicheng Bao , Shiling Liang

We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the sequence. The segments are compared directly, rather than via…

chao-dyn · Physics 2009-10-31 Thomas Schreiber

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

We study two-dimensional bosonic and fermionic lattice systems under nonequilibrium conditions corresponding to a sharp gradient of temperature imposed by two thermal baths. In particular, we consider a lattice model with broken…

Quantum Physics · Physics 2022-04-15 Mark T. Mitchison , Ángel Rivas , Miguel A. Martin-Delgado

We study non-linear phenomena in quantum dots. Non linearities are reflected in the I-V characteristic curve as bistabilities, instabilities and time dependent oscillations of the currents. The nature of the non-linear behavior depends upon…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 E. S. Rodrigues , E. V. Anda , P. Orellana

We consider local bifurcations of equilibria in dynamical systems arising from chemical reaction networks with mass action kinetics. In particular, given any mass action network admitting a local bifurcation of equilibria, assuming only a…

Dynamical Systems · Mathematics 2025-05-20 Murad Banaji , Balázs Boros , Josef Hofbauer

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

Probability · Mathematics 2016-09-21 Jasper De Bock

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

In this paper we investigate the continuum limits of a class of Markov chains. The investigation of such limits is motivated by the desire to model very large networks. We show that under some conditions, a sequence of Markov chains…

Networking and Internet Architecture · Computer Science 2011-06-22 Yang Zhang , Edwin K. P. Chong , Jan Hannig , Donald Estep

We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…

Probability · Mathematics 2010-06-15 D. Hay , R. Rastegar , A. Roitershtein

The dynamics of fluctuations is considered for electrons near a positive ion or for charges in a confining trap. The stationary nonuniform equilibrium densities are discussed and contrasted. The linear response function for small…

Statistical Mechanics · Physics 2015-05-13 Jeffrey Wrighton , James Dufty , Christian Henning , Michael Bonitz

The very notion of a current fluctuation is problematic in the quantum context. We study that problem in the context of nonequilibrium statistical mechanics, both in a microscopic setup and in a Markovian model. Our answer is based on a…

Statistical Mechanics · Physics 2015-05-14 Jan Derezinski , Wojciech De Roeck , Christian Maes

Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…

Methodology · Statistics 2019-01-29 Alexander M. Andronov , Nadezda Spiridovska

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

Statistical Mechanics · Physics 2009-11-11 Jan Naudts , Erik Van der Straeten

Chemical reaction networks describe interactions between biochemical species. Once an underlying reaction network is given for a biochemical system, the system dynamics can be modelled with various mathematical frameworks such as continuous…

Probability · Mathematics 2023-06-22 German Enciso , Radek Erban , Jinsu Kim

The study of chemical reactions in environments under nonequilibrium conditions has been of interest recently in a variety of contexts, including current-induced reactions in molecular junctions and scanning tunneling microscopy…

Chemical Physics · Physics 2022-07-27 Yaling Ke , Christoph Kaspar , André Erpenbeck , Uri Peskin , Michael Thoss

The precision of currents in Markov networks is bounded by dissipation via the so-called thermodynamic uncertainty relation (TUR). In our work, we demonstrate a similar inequality that bounds the precision of the static current response to…

Statistical Mechanics · Physics 2024-11-26 Krzysztof Ptaszynski , Timur Aslyamov , Massimiliano Esposito

In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…

Probability · Mathematics 2020-05-19 Magda Peligrad
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