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The classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the…

The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…

Statistical Mechanics · Physics 2009-10-31 Debra J. Searles , Denis J. Evans

After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive…

Statistical Mechanics · Physics 2017-01-03 Yûto Murashita , Massimiliano Esposito

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

This is a general description of a probabilistic formalism of mechanics, i.e., an extension of the Newtonian mechanics principles to the systems undergoing random motion. From an analysis of the induction procedure from experimental data to…

Statistical Mechanics · Physics 2010-03-29 Qiuping A. Wang

Machine learning methods have proved to be useful for the recognition of patterns in statistical data. The measurement outcomes are intrinsically random in quantum physics, however, they do have a pattern when the measurements are performed…

Quantum Physics · Physics 2020-04-14 I. A. Luchnikov , S. V. Vintskevich , D. A. Grigoriev , S. N. Filippov

Within a density matrix approach for nuclear many--body system, it is derived non--Markovian Langevin equations of motion for nuclear collective parameters, where memory effects are defined by memory time. The developed stochastic approach…

Nuclear Theory · Physics 2021-11-24 V. M. Kolomietz , S. V. Radionov

Featuring memory of past inputs is a fundamental requirement for machine learning models processing time-dependent data. In quantum reservoir computing, all architectures proposed so far rely on Markovian dynamics, which, as we prove,…

Quantum Physics · Physics 2025-05-06 Antonio Sannia , Ricard Ravell Rodríguez , Gian Luca Giorgi , Roberta Zambrini

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 present two main theorems for stochastic processes with a Markov regime-switching model. First, we work on an existence-uniqueness theorem for a Stochastic Differential Delay Equation with Jumps and Regimes (SDDEJRs). Then, we provide…

Probability · Mathematics 2023-02-28 Emel Savku

We reconsider a well-known relationship between the fluctuation theorem and the second law of thermodynamics by evaluating a probability measure-valued process. In order to establish a bridge between microscopic and macroscopic behaviors,…

Statistical Mechanics · Physics 2015-03-19 Yuki Sughiyama , Masayuki Ohzeki

With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…

Dynamical Systems · Mathematics 2022-10-12 Yubin Lu , Yang Li , Jinqiao Duan

In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…

Statistical Mechanics · Physics 2015-10-13 Philipp Strasberg , Javier Cerrillo , Gernot Schaller , Tobias Brandes

This article sets up a new formalism to investigate stochastic thermodynamics of out-of-equilibrium quantum systems, where stochasticity primarily comes from quantum measurement. In the absence of any bath, we define a purely quantum…

Quantum Physics · Physics 2016-10-17 Cyril Elouard , David Herrera Marti , Maxime Clusel , Alexia Auffèves

We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…

Statistical Mechanics · Physics 2026-01-12 Paul Menczel , Christian Flindt , Fredrik Brange , Franco Nori , Clemens Gneiting

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

Statistical Mechanics · Physics 2023-07-06 Annwesha Dutta , Saikat Sarkar

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…

Statistical Mechanics · Physics 2017-11-16 Robert Marsland , Jeremy England

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

Assuming that the effect of the residual interaction beyond mean-field is weak and has a short memory time, two approximate treatments of correlation in fermionic systems by means of Markovian quantum jump are presented. A simplified…

Quantum Physics · Physics 2009-11-11 Denis Lacroix

The understanding of memory effects arising from the interaction between system and environment is a key for engineering quantum thermodynamic devices beyond the standard Markovian limit. We study the performance of measurement-based…

Quantum Physics · Physics 2020-01-14 Obinna Abah , Mauro Paternostro