Related papers: Non-Markovian Persistence and Nonequilibrium Criti…
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
We investigate the dynamics following sudden quenches across quantum critical points belonging to different universality classes. Specifically, we use matrix product state methods to study the quantum Ising chain in the presence of two…
A Markov-switching observation-driven model is a stochastic process $((S_t,Y_t))_{t \in \mathbb{Z}}$ where $(S_t)_{t \in \mathbb{Z}}$ is an unobserved Markov chain on a finite set and $(Y_t)_{t \in \mathbb{Z}}$ is an observed stochastic…
We study an influence of the quenched extended defects on the critical dynamics of the d=3-dimensional systems with m-component non-conserved order parameter (model A dynamics). Considering defects to be correlated in \epsilon_d dimensions…
The problem of p-th moment stability for time-varying stochastic time-delay systems with Markovian switching is investigated in this paper. Some novel stability criteria are obtained by applying the generalized Razumikhin and Krasovskii…
We present a new perturbative formulation of non-equilibrium thermal field theory, based upon non-homogeneous free propagators and time-dependent vertices. Our approach to non-equilibrium dynamics yields time-dependent diagrammatic…
A recent conjecture of Morita predicts a lower bound in temperature $T$ of a chaotic system, $T\geq (\hbar/2\pi)\Lambda$, $\Lambda$ being the Lyapunov exponent, which was demonstrated for a one dimensional inverse harmonic oscillator. In…
An integral criterion for the existence of an invariant measure of an It\^{o} process is developed. This new criterion is based on the probabilistic symbol of the It\^{o} process. In contrast to the standard integral criterion for invariant…
Development of thermodynamic induction up to second order gives a dynamical bifurcation for thermodynamic variables and allows for the prediction and detailed explanation of nonequilibrium phase transitions with associated spontaneous…
This paper presents a hidden Markov model designed to investigate the complex nature of earnings persistence. The proposed model assumes that the residuals of log-earnings consist of a persistent component and a transitory component, both…
We introduce a finite-time detailed fluctuation theorem for the environmental entropy of the form $\tilde P(\Delta S_{env}) = e^{\Delta S_{env}} \tilde P(-\Delta S_{env})$ for an appropriately weighted probability density of the external…
The Markov assumption in Markov Decision Processes (MDPs) is fundamental in reinforcement learning, influencing both theoretical research and practical applications. Existing methods that rely on the Bellman equation benefit tremendously…
Phase separation routinely occurs in both living and synthetic systems. These phases are often complex and distinguished by features including crystallinity, nematic order, and a host of other nonconserved order parameters. For systems at…
Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…
We connect the rare fluctuations of an Equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic…
The general principles of the choice of the reduced description parameters of nonequilibrium states γα(t) and the construction of the nonequilibrium statistical operator (NSO) ρ(t) are discussed. On the basis of Kavasaki -…
We consider an arbitrary Gaussian Stationary Process X(T) with known correlator C(T), sampled at discrete times T_n = n \Delta T. The probability that (n+1) consecutive values of X have the same sign decays as P_n \sim \exp(-\theta_D T_n).…
A method is provided to compute the parameter exponent $\lambda$ yielding the dynamic exponents of critical slowing down in mode coupling theory. It is independent from the dynamic approach and based on the formulation of an effective…
The mean-field theory tells that the classical critical exponent of susceptibility is the twice of that of magnetization. However, the linear response theory based on the Vlasov equation, which is naturally introduced by the mean-field…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…