Related papers: A Fractional M/M/1 Queue Governed by Stretched Non…

We provide a large class of quantum evolution governed by the memory kernel master equation. This class defines quantum analog of so called semi-Markov classical stochastic evolution. In this Letter for the first time we provide a proper…

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

Complex-valued bidirectional associative memory (BAM) neural networks with fractional-order dynamics and delays can exhibit transient instabilities that degrade synchronization and short-horizon predictability. This paper develops a unified…

We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…

We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of…

In a recent study [C Arita, Phys. Rev. E 80, 051119 (2009)], an extension of the M/M/1 queueing process with the excluded-volume effect as in the totally asymmetric simple exclusion process (TASEP) was introduced. In this paper, we consider…

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

In this paper we study the effect of the subordination by a general random time-change to the solution of a model on spatial ecology in terms of its evolution density. In particular on traveling waves for a non-local spatial logistic…

In this PhD thesis, we deal with problems related to nonlocal operators, in particular to the fractional Laplacian and to some other types of fractional derivatives (the Caputo and the Marchaud derivatives). We make an extensive…

Continuous-time determinantal algorithm is proposed for the quantum Monte Carlo simulation of the interacting fermions. The scheme does not invoke Hubbard-Stratonovich transformation. The fermionic action is divided into two parts. One of…

In classical physics, the Kolmogorov extension theorem lays the foundation for the theory of stochastic processes. It has been known for a long time that, in its original form, this theorem does not hold in quantum mechanics. More…

The Universal Operator Growth Hypothesis formulates time evolution of operators through Lanczos coefficients. In practice, however, numerical instability and memory cost limit the number of coefficients that can be computed exactly. In…

It is a very hard task to compute an exact solution for the differential equations, with differences, system that allows the determination of the M|M|m|m system transient probabilities. The respective complexity grows with m. The…

This work establishes a comprehensive analytical framework for studying implicit fractional differential systems with distributed memory and time delays. We develop novel fractional integral inequalities of Gr\"onwall--Wendroff type that…

Along with the recent advances in scalable Markov Chain Monte Carlo methods, sampling techniques that are based on Langevin diffusions have started receiving increasing attention. These so called Langevin Monte Carlo (LMC) methods are based…

We study a stochastic model based on a modified fragmentation of a finite interval. The mechanism consists in cutting the interval at a random location and substituting a unique fragment on the right of the cut to regenerate and preserve…

We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…

Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…

We examine the regenerative cutting process by using a single degree of freedom non-smooth model with a friction component and a time delay term. Instead of the standard Lyapunov exponent calculations, we propose a statistical 0-1 test…

Large vacuum fluctuations of a quantum stress tensor operator can be described by the asymptotic behavior of the probability distribution of the time or spacetime averaged operator. Here we focus on the case of stress tensor operators…