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Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximations using jump processes that are time-homogeneous Markov,…

Probability · Mathematics 2025-08-11 Martin Bladt , Andreea Minca , Oscar Peralta

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

Energy-based models (EBMs) are generative models inspired by statistical physics with a wide range of applications in unsupervised learning. Their performance is best measured by the cross-entropy (CE) of the model distribution relative to…

Machine Learning · Computer Science 2023-12-14 Davide Carbone , Mengjian Hua , Simon Coste , Eric Vanden-Eijnden

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Machine Learning · Computer Science 2026-02-27 Yannick Eich , Bastian Alt , Heinz Koeppl

We investigate a kinetic model of a system in contact with several thermal reservoirs at different temperatures $T_\alpha$. Our system is a spatially uniform dilute gas whose internal dynamics is described by the nonlinear Boltzmann…

Mathematical Physics · Physics 2014-06-17 Eric A. Carlen , Joel L. Lebowitz , Clement Mouhot

We define and analyze a stochastic process in anti-de Sitter Jackiw-Teitelboim gravity, induced by the quantum dynamics of the boundary and whose random variable takes values in $AdS_2$. With the boundary in a thermal state and for…

High Energy Physics - Theory · Physics 2023-10-25 S. Josephine Suh

We study a mass transport model on a ring with parallel update, where a continuous mass is randomly redistributed along distinct links of the lattice, choosing at random one of the two partitions at each time step. The redistribution…

Statistical Mechanics · Physics 2017-06-28 Jules Guioth , Éric Bertin

Non-equilibrium systems have long-ranged spatial correlations even far away from critical points. This implies that the likelihoods of spatial steady state profiles of physical observables are nonlocal functionals. In this letter, it is…

Statistical Mechanics · Physics 2015-05-14 Otto Pulkkinen

We study the thermodynamics of quantum projective measurements by using the set up for the Jarzynski equality. We prove the fluctuations of energy change induced by measurements satisfy the Jarzynski equality, revealing that the quantum…

Statistical Mechanics · Physics 2015-08-31 Juyeon Yi , Yong Woon Kim

In this paper, we present criteria for non-exponential ergodicity of continuous-time Markov chains on a countable state space. These criteria can be verified by examining the ratio of transition rates over certain paths. We applied this…

Probability · Mathematics 2024-02-09 Minjoon Kim , Jinsu Kim

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

We study the properties of a refined weak coupling limit that preserves complete positivity in order to describe non-Markovian dynamics in the spin-boson model. With this tool, we show the system presents a rich and new non-Markovian…

Quantum Physics · Physics 2017-04-10 Ángel Rivas

We study the stochastically forced system of isentropic Euler equations of gas dynamics with a $\gamma$-law for the pressure. We show the existence of martingale weak entropy solutions; we also discuss the existence and characterization of…

Analysis of PDEs · Mathematics 2015-12-18 Florent Berthelin , Julien Vovelle

We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Kookjin Lee

The appealing theoretical measure of irreversibility in a stochastic process, as the ratio of the probabilities of a trajectory and its time reversal, cannot be accessed directly in experiment since the probability of a single trajectory is…

Statistical Mechanics · Physics 2022-04-14 Julian Kappler , Ronojoy Adhikari

The nonequilibrium free energy theorems show how distributions of work along nonequilibrium paths are related to free energy differences between the equilibrium states at the end points of these paths. In this paper we develop a natural way…

Statistical Mechanics · Physics 2011-11-09 Stephen R. Williams , Debra J. Searles , Denis J. Evans

A system--bath (SB) model is considered to examine the Jarzynski equality in the fully quantum regime. In our previous paper [J. Chem. Phys. 153 (2020) 234107], we carried out "exact" numerical experiments using hierarchical equations of…

Statistical Mechanics · Physics 2021-02-11 Souichi Sakamoto , Yoshitaka Tanimura

Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $\mathbb…

Probability · Mathematics 2015-05-28 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy , Eugene Lytvynov

A Gamma-distribution based potential energy landscape (PEL) theory has recently been proposed for supercooled liquids and glasses. This new PEL theory introduces a singularity term in the equation of state (EoS) suitable for representing…

Soft Condensed Matter · Physics 2026-02-11 Hongqin Liu

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…

Probability · Mathematics 2015-01-19 Zhongzhi Wang , Weiguo Yang