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Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Olof Görnerup , Martin Nilsson Jacobi

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix $\rho(t)$. Because $\rho$ contains both classical and quantum-mechanical probabilities it…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…

Quantum Physics · Physics 2019-05-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

The study of quantum dynamics featuring memory effects has always been a topic of interest within the theory of open quantum system, which is concerned about providing useful conceptual and theoretical tools for the description of the…

Quantum Physics · Physics 2020-08-25 Bassano Vacchini

Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…

Machine Learning · Computer Science 2020-07-27 Abhishek Gupta , Hao Chen , Jianzong Pi , Gaurav Tendolkar

Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…

Populations and Evolution · Quantitative Biology 2014-06-11 Andrew Vlasic

Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic…

Machine Learning · Statistics 2016-10-31 Yin Cheng Ng , Pawel Chilinski , Ricardo Silva

Epigenetic cell memory, the inheritance of gene expression patterns across subsequent cell divisions, is a critical property of multi-cellular organisms. In recent work [10], a subset of the authors observed in a simulation study how the…

Probability · Mathematics 2024-05-17 Simone Bruno , Felipe A. Campos , Yi Fu , Domitilla Del Vecchio , Ruth J. Williams

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

Generic non-Markovian quantum processes have infinitely long memory, implying an exact description that grows exponentially in complexity with observation time. Here, we present a finite memory ansatz that approximates (or recovers) the…

Quantum Physics · Physics 2021-10-13 Philip Taranto , Felix A. Pollock , Kavan Modi

The effects of stochastic absorption and ejection of molecules by growing droplets have been considered. Both analytical and numerical approaches have been used. They demonstrate the satisfactory coincidence. It is proved that in general…

Statistical Mechanics · Physics 2007-05-23 Victor Kurasov

We present a numerical method to compute the approximation of the memory functions in the generalized Langevin models for collective dynamics of macromolecules. We first derive the exact expressions of the memory functions, obtained from…

Numerical Analysis · Mathematics 2015-06-19 Minxin Chen , Xiantao Li , Chun Liu

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

We formally extend the notion of Markov order to open quantum processes by accounting for the instruments used to probe the system of interest at different times. Our description recovers the classical Markov order property in the…

Quantum Physics · Physics 2019-04-11 Philip Taranto , Felix A. Pollock , Simon Milz , Marco Tomamichel , Kavan Modi

Physical systems with many degrees of freedom can often be understood in terms of transitions between a small number of metastable states. For time-homogeneous systems with short-term memory these transitions are fully characterized by a…

Molecular Networks · Quantitative Biology 2015-06-03 Nils B. Becker , Pieter Rein ten Wolde

Time-reversal symmetry of microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the detailed balance. On the other hand, cyclic Markov processes that do not admit equilibrium distributions with…

Statistical Mechanics · Physics 2018-03-21 Julian Lee