Related papers: Long-range correlated stationary Markovian process…
In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…
We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the fully coupled forward-backward stochastic differential…
We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…
Understanding temporal processes and their correlations in time is of paramount importance for the development of near-term technologies that operate under realistic conditions. Capturing the complete multi-time statistics defining a…
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…
Non-Markovian dynamics are ubiquitous across physics, biology, and engineering. Yet our understanding of non-Markovian processes significantly lags that of simpler Markovian processes, due largely to a lack of tractable models. In this…
The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…
The stochastic quantization of the fermion field is performed starting from Dirac equations. The statistical properties of stochastic terms in Langevin equations are described by explicit formulae of a Markov process. The interaction of the…
The purpose of this comment is to correct mistaken assumptions and claims made in the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T. D. Frank. Our comment centers on the claims…
Closed quantum systems obey the Schroedinger equation whereas nonequilibrium behavior of many of systems is routinely described in terms of classical, Markovian stochastic processes. Evidently, there are fundamental differences between…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
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…
This thesis is dedicated to the study of stochastic processes; non-deterministic physical phenomena that can be well described by classical physics. The stochastic processes we are interested in are akin to Brownian Motion and can be…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…