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The degree of non-Markovianity allows to characterizing quantum evolutions that depart from a Markovian regime in a similar way as Schmidt number measures the degree of entanglement of pure states. Maximally non-Markovian dynamics are the…

Quantum Physics · Physics 2018-06-05 Adrián A. Budini

Non-Markovian effects in open quantum system dynamics usually manifest backflow of information from the environment to the system, indicating complete-positive divisibility breaking of the dynamics. We provide a criterion for witnessing…

Quantum Physics · Physics 2024-03-04 Bivas Mallick , Saheli Mukherjee , Ananda G. Maity , A. S. Majumdar

To explain the observed dynamics in equilibrium single-molecule measurements of biomolecules, the experimental observable is often chosen as a putative reaction coordinate along which kinetic behavior is presumed to be governed by diffusive…

Statistical Mechanics · Physics 2011-11-21 John D. Chodera , Vijay S. Pande

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 resonance is a phenomenon where the response signal to external driving is enhanced by environment noise. In quantum regime, the effect of environment is often intrinsically non-Markovian. Due to the combination of such…

Mesoscale and Nanoscale Physics · Physics 2023-03-17 Ruofan Chen , Xiansong Xu

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

Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…

Chaotic Dynamics · Physics 2022-06-14 Digesh Chitrakar , Per Sebastian Skardal

We present two methodologies on the estimation of rating transition probabilities within Markov and non-Markov frameworks. We first estimate a continuous-time Markov chain using discrete (missing) data and derive a simpler expression for…

Risk Management · Quantitative Finance 2020-02-04 Marius Pfeuffer , Goncalo dos Reis , Greig smith

The basic features of the dynamics of open quantum systems, such as the dissipation of energy, the decay of coherences, the relaxation to an equilibrium or non-equilibrium stationary state, and the transport of excitations in complex…

Quantum Physics · Physics 2012-08-09 Heinz-Peter Breuer

We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Jan Křetínský , Tobias Meggendorfer

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

Probability · Mathematics 2017-08-31 Xinwei Bai , Jasper Goseling

The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…

Statistical Mechanics · Physics 2011-09-30 Werner Koch , Frank Großmann , Jürgen T. Stockburger , Joachim Ankerhold

We propose a method for comparing survival data based on the higher criticism of p-values obtained from multiple exact hypergeometric tests. The method accommodates non-informative right-censorship and is sensitive to hazard differences in…

Statistics Theory · Mathematics 2025-10-28 Alon Kipnis , Ben Galili , Zohar Yakhini

Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…

Methodology · Statistics 2017-05-03 Romain Azaïs , Alexandre Genadot

A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of…

Probability · Mathematics 2025-03-27 Alexander Shchegolev , Alexander Veretennikov

The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…

Probability · Mathematics 2024-02-13 Andrey Piatnitski , Elena Zhizhina

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator,…

Machine Learning · Computer Science 2023-05-10 Yuchen Hu , Stefan Wager

Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…

Statistical Mechanics · Physics 2025-04-09 Jonas H. Fritz , Benjamin Ertel , Udo Seifert

We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…

Optimization and Control · Mathematics 2020-12-09 Hideaki Nakao , Ruiwei Jiang , Siqian Shen

We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective…

Dynamical Systems · Mathematics 2019-07-10 Andreas Bittracher , Péter Koltai , Stefan Klus , Ralf Banisch , Michael Dellnitz , Christof Schütte
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