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The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…

Statistical Finance · Quantitative Finance 2017-08-01 Vygintas Gontis , Aleksejus Kononovicius

Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…

Statistical Mechanics · Physics 2007-05-23 P. Garbaczewski

We introduce history-dependent discrete-time quantum random walk models by adding uncorrelated memory terms and also by modifying Hamiltonian of the walker to include couplings with memory-keeping agents. We next numerically study the…

Quantum Physics · Physics 2009-07-10 J. B. Stang , A. T. Rezakhani , B. C. Sanders

Stochastic resetting is a powerful strategy known to accelerate the first-passage time statistics of stochastic processes. While its effects on Markovian systems are well understood, a general framework for non-Markovian dynamics is still…

Statistical Mechanics · Physics 2025-09-16 Debasish Saha , Rati Sharma

Condensation phenomena in non-equilibrium systems have been modeled by the zero-range process, which is a model of particles hopping between boxes with Markovian dynamics. In many cases, memory effects in the dynamics cannot be neglected.…

Statistical Mechanics · Physics 2012-12-18 Ori Hirschberg , David Mukamel , Gunter M. Schütz

The emergence of memory is a hallmark feature of non-Markovian dynamics. However, the type of memory -- classical or quantum -- required to realize certain dynamics remains unknown. We study the quantum homogenizer as a minimal model of…

Quantum Physics · Physics 2025-11-26 Alexander Yosifov , Aditya Iyer , Vlatko Vedral , Jinzhao Sun

One important problem in constructing the reduced dynamics of molecular systems is the accurate modeling of the non-Markovian behavior arising from the dynamics of unresolved variables. The main complication emerges from the lack of scale…

Computational Physics · Physics 2023-02-01 Zhiyuan She , Pei Ge , Huan Lei

By extending the response function approach developed in nonlinear optics, we analytically derive an expression for the non-Markovianity [Laine, et al, Phys. Rev. A 81, 062115 (2010)] in the time evolution of a system in contact with a…

Quantum Physics · Physics 2015-04-16 Arend G. Dijkstra , Yoshitaka Tanimura

Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…

Statistical Mechanics · Physics 2022-10-12 N. Levernier , T. V. Mendes , O. Bénichou , R. Voituriez , T. Guérin

Stochastic network-dynamics are typically assumed to be memory-less. Involving prolonged dwells interrupted by instantaneous transitions between nodes such Markov networks stand as a coarse-graining paradigm for chemical reactions, gene…

Statistical Mechanics · Physics 2021-12-15 David Hartich , Aljaž Godec

We study electronic transport through a quantum dot in the Fermi-edge singularity regime, placing emphasis on its non-Markovian attributes. These are quantified by the behavior of current noise as well as trace-distance-based measure of…

Mesoscale and Nanoscale Physics · Physics 2012-12-05 Katarzyna Roszak , Tomáš Novotný

The non-Markovianity of the stochastic process called the quantum semi-Markov (QSM) process is studied using a recently proposed quantification of memory based on the deviation from semigroup evolution, that provides a unified description…

Quantum Physics · Physics 2022-02-07 Shrikant Utagi , Subhashish Banerjee , R. Srikanth

By employing the full counting statistics formalism, we characterize the first moment of energy that is exchanged during a generally non-Markovian evolution in non-driven continuous variables systems. In particular, we focus on the…

Non-Markovian dynamics is central to quantum information processing, as memory effects strongly influence coherence preservation, metrology, and communication. In this work, we investigate the role of stochastic system--bath couplings in…

Quantum Physics · Physics 2025-09-17 Mehboob Rashid , Rayees A Mala , Saima Bashir , Muzaffar Qadir Lone

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

Employing a recently proposed measure for quantum non-Markovianity, we carry out a systematic study of the size of memory effects in the spin-boson model for a large region of temperature and frequency cutoff parameters. The dynamics of the…

Quantum Physics · Physics 2012-07-26 Govinda Clos , Heinz-Peter Breuer

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

We develop a notion of stochastic quantum trajectories. First, we construct a basis set of trajectories, called elementary trajectories, and go on to show that any quantum dynamical process, including those that are non-Markovian, can be…

Quantum Physics · Physics 2018-09-20 Fattah Sakuldee , Simon Milz , Felix A. Pollock , Kavan Modi

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini