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The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…

Quantum Physics · Physics 2026-03-02 Győző Egri , Marton Gomori , Balazs Gyenis , Gábor Hofer-Szabó

Stochastic models for performance analysis, optimization and control of queues hinge on a multitude of alternatives for input point processes. In case of bursty traffic, one very popular model is the \textit{Markov Modulated Poisson…

Probability · Mathematics 2021-09-03 Azam Asanjarani , Sophie Hautphenne , Yoni Nazarathy

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

Statistical Mechanics · Physics 2016-12-28 Carlo Cafaro , Sean Alan Ali

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

Non-Markovian dynamics are ubiquitous across physics, biology, and engineering. Yet our understanding of non-Markovian processes significantly lags that of simpler Markovian processes, due largely to a lack of tractable models. In this…

Statistical Mechanics · Physics 2025-12-23 Matthew P. Leighton , Christopher W. Lynn

We propose two different schemes of realizing a virtual walk corresponding to a kinetic exchange model of opinion dynamics. The walks are either Markovian or non-Markovian in nature. The opinion dynamics model is characterized by a…

Statistical Mechanics · Physics 2022-06-09 Surajit Saha , Parongama Sen

Optimal control in non-stationary Markov decision processes (MDP) is a challenging problem. The aim in such a control problem is to maximize the long-term discounted reward when the transition dynamics or the reward function can change over…

Applications · Statistics 2017-03-03 Taposh Banerjee , Miao Liu , Jonathan P. How

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

Statistics Theory · Mathematics 2017-08-25 Daniel Hsu , Aryeh Kontorovich , David A. Levin , Yuval Peres , Csaba Szepesvári

The high numerical demands for simulating non-Markovian open quantum systems motivate a line of research where short-time dynamical maps are extrapolated to predict long-time behavior. The transfer tensor method (TTM) has emerged as a…

Quantum Physics · Physics 2025-05-28 Moritz Cygorek , Erik M. Gauger

This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems…

Soft Condensed Matter · Physics 2021-02-24 Timo J. Doerries , Sarah A. M. Loos , Sabine H. L. Klapp

We investigate the problem of designing optimal stealthy poisoning attacks on the control channel of Markov decision processes (MDPs). This research is motivated by the recent interest of the research community for adversarial and poisoning…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Alessio Russo , Alexandre Proutiere

The commonly used Reinforcement Learning (RL) model, MDPs (Markov Decision Processes), has a basic premise that rewards depend on the current state and action only. However, many real-world tasks are non-Markovian, which has long-term…

Machine Learning · Computer Science 2024-12-18 Ruixuan Miao , Xu Lu , Cong Tian , Bin Yu , Zhenhua Duan

We introduce a method of characterization of non-Markovianity using coherence of a system interacting with the environment. We show that under the allowed incoherent operations, monotonicity of a valid coherence measure is affected due to…

Quantum Physics · Physics 2016-11-28 Titas Chanda , Samyadeb Bhattacharya

We investigate the sensing performance of a single-qubit quantum thermometer within a non-Markovian dynamical framework. By employing an exactly numerical hierarchical equations of the motion method, we go beyond traditional paradigms of…

Quantum Physics · Physics 2021-10-18 Ze-Zhou Zhang , Wei Wu

We show that non-Markovian effects of the reservoirs can be used as a resource to extract work from an Otto cycle. The state transformation under non-Markovian dynamics is achieved via a two-step process, namely an isothermal process using…

Quantum Physics · Physics 2018-06-07 George Thomas , Nana Siddharth , Subhashish Banerjee , Sibasish Ghosh

We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes.…

Quantum Physics · Physics 2008-10-03 Heinz-Peter Breuer , Bassano Vacchini

By using the effective non-Markovian measure [H.P. Breuer, E.M. Laine, J. Piilo, Phys. Rev. Lett. 103, 210401 (2009)], we investigate non-Markovian dynamics of a pair of two-level atoms (TLAs) system, each of which interacting with a local…

Quantum Physics · Physics 2017-02-16 Li Jiang , Guo-Feng Zhang

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…

We discuss the conceptually different definitions used for the non-Markovianity of classical and quantum processes. The well-established definition for non-Markovianity of a classical stochastic process represents a condition on the…

Quantum Physics · Physics 2011-09-06 Bassano Vacchini , Andrea Smirne , Elsi-Mari Laine , Jyrki Piilo , Heinz-Peter Breuer
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