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We consider a new class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if it has a spike or not at a given…
We investigate the role of stochastic resetting in non-Markovian systems, where memory effects arise due to slow relaxation, rugged energy landscapes, disordered environments, and molecular crowding. Using the celebrated continuous-time…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
In the dynamics of open quantum systems, information may propagate in time through either the system or the environment, giving rise to Markovian and non-Markovian temporal correlations, respectively. However, despite their notable…
We unveil a novel source of non-Markovianity for the dynamics of quantum systems, which appears when the system does not explore the full set of dynamical trajectories in the interaction with its environment. We term this effect…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
We derive an extension to the quantum regression theorem which facilitates the calculation of two-time correlation functions and emission spectra for systems undergoing non-Markovian evolution. The derivation exploits projection operator…
This paper provides conditions under which a non-stationary copula-based Markov process is $\beta$-mixing. We introduce, as a particular case, a convolution-based gaussian Markov process which generalizes the standard random walk allowing…
From numerical simulations it is known that the barrier-crossing time of a non-Markovian one-dimensional reaction coordinate with a single exponentially decaying memory function exhibits a memory-turnover: for intermediate values of the…
We treat several key stochastic equations for non-Markovian open quantum system dynamics and present a formalism for finding solutions to them via canonical perturbation theory, without making the Born-Markov or rotating wave approximations…
We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
The intrinsic stochasticity of gene expression can give rise to large fluctuations and rare events that drive phenotypic variation in a population of genetically identical cells. Characterizing the fluctuations that give rise to such rare…
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…
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…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…