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Related papers: Asymptotic Behavior of Random Time-Inhomogeneous M…

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This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

Probability · Mathematics 2022-04-06 William Oçafrain

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

Probability · Mathematics 2009-02-12 M. Hairer

We investigate toy dynamical models of energy-level repulsion in quantum eigenvalue sequences. We focus on parametric (with respect to a running coupling or "complexity" parameter) stochastic processes that are capable of relaxing towards a…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

The ordinary contact process is used to model the spread of a disease in a population. In this model, each infected individual waits an exponentially distributed time with parameter 1 before becoming healthy. In this paper, we introduce and…

Probability · Mathematics 2011-11-10 Erik I. Broman

We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the…

Probability · Mathematics 2021-11-05 Yen V. Vuong , Maxime Hauray , Etienne Pardoux

Markovian open many-body quantum systems display complicated relaxation dynamics. The spectral gap of the Liouvillian characterizes the asymptotic decay rate towards the stationary state, but it has recently been pointed out that the…

Statistical Mechanics · Physics 2024-07-30 Tatsuhiko Shirai , Takashi Mori

In this paper, we investigate the asymptotic behavior of individual-based models describing the evolution of a population structured by a real trait, subject to selection and mutation. We consider two different sets of assumptions: first,…

Probability · Mathematics 2026-03-03 Anouar Jeddi

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

Probability · Mathematics 2024-11-08 Leonid Koralov , Ishfaaq Mohammed Imtiyas

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…

Statistical Mechanics · Physics 2007-05-23 Fabrizio Lillo , Salvatore Micciche' , Rosario N. Mantegna

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

The dissipative dynamics of a quantum Brownian particle is studied for different types of environment. We derive analytic results for the time evolution of the mean energy of the system for Ohmic, sub-Ohmic and super-Ohmic environments,…

Quantum Physics · Physics 2010-01-28 J. Paavola , J. Piilo , K. -A. Suominen , S. Maniscalco

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

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…

Statistical Mechanics · Physics 2022-12-19 Matteo Smerlak

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…

Probability · Mathematics 2017-07-07 Sören Christensen , Albrecht Irle

In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…

Probability · Mathematics 2012-03-21 A. Pogorui

Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…

Statistical Mechanics · Physics 2020-10-07 Federico Carollo , Carlos Pérez-Espigares