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We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

Statistical Mechanics · Physics 2015-12-24 Rosemary J. Harris

Statistical Mechanics deals with ensembles of microstates that are compatible with fixed constraints and that on average define a thermodynamic macrostate. The evolution of a small system is normally subjected to changing constraints and…

Statistical Mechanics · Physics 2016-10-26 J. Ricardo Arias-Gonzalez

With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Adrien Banse , Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo , Raphaël M. Jungers

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

In classical physics, memoryless dynamics and Markovian statistics are one and the same. This is not true for quantum dynamics, first and foremost because quantum measurements are invasive. Going beyond measurement invasiveness, here we…

Quantum Physics · Physics 2023-05-02 Philip Taranto , Thomas J. Elliott , Simon Milz

Memory effects are ubiquitous in nature and are particularly relevant at the nanoscale where the dynamical properties of electrons and ions strongly depend on the history of the system, at least within certain time scales. We review here…

Mesoscale and Nanoscale Physics · Physics 2011-03-02 Yuriy V. Pershin , Massimiliano Di Ventra

Memoryless processes are ubiquitous in nature, in contrast with the mathematics of open systems theory, which states that non-Markovian processes should be the norm. This discrepancy is usually addressed by subjectively making the…

Quantum Physics · Physics 2021-06-10 Pedro Figueroa-Romero , Felix A. Pollock , Kavan Modi

By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose…

Quantum Physics · Physics 2018-01-31 Adrián A. Budini

Memory has a great impact on the evolution of every process related to human societies. Among them, the evolution of an epidemic is directly related to the individuals' experiences. Indeed, any real epidemic process is clearly sustained by…

Physics and Society · Physics 2017-03-10 M. Saeedian , M. Khalighi , N. Azimi-Tafreshi , G. R. Jafari , M. Ausloos

This paper discusses the evolution of probability distributions for certain time-dependent dynamical systems. Exponential loss of memory is proved for expanding maps and for one-dimensional piecewise expanding maps with slowly varying…

Dynamical Systems · Mathematics 2012-10-02 William Ott , Lai-Sang Young , Mikko Stenlund

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

Complex systems are embedded in our everyday experience. Stochastic modelling enables us to understand and predict the behaviour of such systems, cementing its utility across the quantitative sciences. Accurate models of highly…

The duration, strength and structure of memory effects are crucial properties of physical evolution. Due to the invasive nature of quantum measurement, such properties must be defined with respect to the probing instruments employed. Here,…

Quantum Physics · Physics 2021-06-18 Yu Guo , Philip Taranto , Bi-Heng Liu , Xiao-Min Hu , Yun-Feng Huang , Chuan-Feng Li , Guang-Can Guo

The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independent stochastic impulses. In a short memory approximation the…

Probability · Mathematics 2008-12-10 D. N. Zhabin

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

Macroscopic dynamical descriptions of complex physical systems are crucial for understanding and controlling material behavior. With the growing availability of data and compute, machine learning has become a promising alternative to…

Computational Physics · Physics 2026-03-24 Mengyi Chen , Pengru Huang , Kostya S. Novoselov , Qianxiao Li

Quantum memory effects are essential in understanding and controlling open quantum systems, yet distinguishing them from classical memory remains challenging. We introduce a convex geometric framework to analyze quantum memory propagating…

Quantum Physics · Physics 2025-04-14 Mei Yu , Ties-A. Ohst , Hai-Chau Nguyen , Stefan Nimmrichter

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

Statistical Mechanics · Physics 2009-11-10 Gunter M. Schütz , Steffen Trimper

For classical Markovian stochastic systems, past and future events become statistically independent when conditioned to a given state at the present time. Memory non-Markovian effects break this condition, inducing a non-vanishing…

Quantum Physics · Physics 2018-12-14 Adrián A. Budini