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A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We discuss the failure of the Markov approximation in the description of atom-surface fluctuation-induced interactions, both at equilibrium (Casimir-Polder forces) and out-of-equilibrium (quantum friction). Using general theoretical…
We introduce an extension to the standard reduction of oscillatory systems to a single phase variable. The standard reduction is often insufficient, particularly when the oscillations have variable amplitude and the magnitude of each…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…
Stochastic Resonance in single voltage-dependent ion channels is investigated within a three state non-Markovian modeling of the ion channel conformational dynamics. In contrast to a two-state description one assumes the presence of an…
We investigate the influence of a stochastically fluctuating step-barrier potential on bimolecular reaction rates by exact analytical theory and stochastic simulations. We demonstrate that the system exhibits a new resonant reaction…
This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…
The study of information revivals, witnessing the violation of certain data-processing inequalities, has provided an important paradigm in the study of non-Markovian quantum stochastic processes. Although often used interchangeably, we…
The aim of the paper is to understand how the inclusion of more and more time-scales into a stochastic stationary Markovian process affects its conditional probability. To this end, we consider two Gaussian processes: (i) a short-range…
Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…
We consider the linear stochastic recursion $x_{i+1} = a_{i}x_{i}+b_{i}$ where the multipliers $a_i$ are random and have Markovian dependence given by the exponential of a standard Brownian motion and $b_{i}$ are i.i.d. positive random…
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…
By revising the application of the open quantum system approach to the early universe and extending it to the conditions beyond the Markovian approximation, we obtain a new non-Markovian quantum Boltzmann equation. Throughout the paper, we…
Studies of fixation dynamics in Markov processes predominantly focus on the mean time to absorption. This may be inadequate if the distribution is broad and skewed. We compute the distribution of fixation times in one-step birth-death…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
Non-Markovian evolution of an open quantum system can be induced by the memory effects of a reservoir. Although a reservoir with stronger memory effects may seem like it should cause stronger non-Markovian effects on the system of interest,…
The short-time asymptotic behavior of the transition density function of the diffusion process generated by the general Grushin operator will be investigated, by using its explicit expression in terms of expectation. Further the dependence…
This document presents a compilation of results related to the theory of stochastic processes, with a specific focus on Markov processes, regenerative processes, renewal processes, and stationary processes. The relevance of these topics…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…