Related papers: Nonclassical stochastic flows and continuous produ…
An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…
Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…
(See detailed abstract in the article.) We single out the correct class of spatial product systems (and the spatial endomorphism semigroups with which the product systems are associated) that allows the most far reaching analogy in their…
Between the two dominant schools of thought in statistics, namely, Bayesian and classical/frequentist, a main difference is that the former is grounded in the mathematically rigorous theory of probability while the latter is not. In this…
Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…
Classical limits of quantum systems are shown to lead to different conceptions of spaces different from the classical one underlying the process of quantization of such systems. The accent is put in situations where traces of…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
Since the seminal work of Wiener, the chaos expansion has evolved to a powerful methodology for studying a broad range of stochastic differential equations. Yet its complexity for systems subject to the white noise remains significant. The…
Genuinely quantum states of a harmonic oscillator may be distinguished from their classical counterparts by the Glauber-Sudarshan P-representation -- a state lacking a positive P-function is said to be nonclassical. In this paper, we…
We consider impulsive dynamical systems defined on compact metric spaces and their respective impulsive semiflows. We establish sufficient conditions for the existence of probability measures which are invariant by such impulsive semiflows.…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…
We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at…
We construct a measure in the hamiltonian function level sets that is invariant under the hamiltonian flow for short times and flow preserving for arbitrarily long times. This allows a probabilistic approach to the study of hamiltonian…
A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…
The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical…
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…
In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…