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We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…

Chaotic Dynamics · Physics 2007-05-23 M. Abel , K. H. Andersen , G. Lacorata

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…

Quantum Physics · Physics 2020-04-28 Philip Taranto

A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…

Classical Analysis and ODEs · Mathematics 2018-04-09 Artur Stephan , Holger Stephan

Non-Markovian quantum processes exhibit different memory effects when measured in different ways; an unambiguous characterization of memory length requires accounting for the sequence of instruments applied to probe the system dynamics.…

Quantum Physics · Physics 2019-04-11 Philip Taranto , Simon Milz , Felix A. Pollock , Kavan Modi

A Markov assumption considers a physical system memoryless to simplify its dynamics. Whereas memory effect or the non-Markovian phenomenon is more general in nature. In the quantum regime, it is challenging to define or quantify the…

Pathways of diffusion observed in real-world systems often require stochastic processes going beyond first-order Markov models, as implicitly assumed in network theory. In this work, we focus on second-order Markov models, and derive an…

Physics and Society · Physics 2014-01-03 Renaud Lambiotte , Vsevolod Salnikov , Martin Rosvall

The developing of (non-Markovian) memory effects strongly depends on the underlying system-environment dynamics. Here we study this problem in multipartite arrangements where all subsystems are coupled to each other by non-diagonal…

Quantum Physics · Physics 2023-01-05 Adrián A. Budini

Controlling phase transitions in quantum systems via coupling to reservoirs has been mostly studied for idealized memory-less environments under the so-called Markov approximation. Yet, most quantum materials and experiments in the solid…

Quantum Physics · Physics 2024-10-11 Baptiste Debecker , John Martin , François Damanet

In this paper we investigate mixing and transport in correspondence of a meandering jet. The large-scale flow field is a kinematically assigned streamfunction. Two basic mixing mechanisms are considered, first separately and then combined…

chao-dyn · Physics 2009-10-31 M. Cencini , G. Lacorata , A. Vulpiani , E. Zambianchi

In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…

Methodology · Statistics 2022-01-26 Roufeh Asghari , Amin Hassan Zadeh

In the face of the upcoming 30th anniversary of econophysics, we review our contributions and other related works on the modeling of the long-range memory phenomenon in physical, economic, and other social complex systems. Our group has…

Physics and Society · Physics 2021-08-31 Rytis Kazakevicius , Aleksejus Kononovicius , Bronislovas Kaulakys , Vygintas Gontis

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…

Probability · Mathematics 2025-05-27 Guillaume Ballif , Laurent Pfeiffer , Jakob Ruess

We propose to describe the dynamics of phase transitions in terms of a non-stationary Generalized Langevin Equation for the order parameter. By construction, this equation is non-local in time, i.e.~it involves memory effects whose…

Statistical Mechanics · Physics 2021-02-10 Hugues Meyer , Fabian Glatzel , Wilkin Wöhler , Tanja SChilling

Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…

Machine Learning · Statistics 2021-03-25 Devesh K. Jha

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

Probability · Mathematics 2007-05-23 Ravi Kannan

We study a dephasing channel with memory, modelled by a Markov chain. We show that even weak memory effects have a detrimental impact on the performance of quantum error correcting schemes designed for uncorrelated errors. We also discuss…

Quantum Physics · Physics 2008-08-26 Antonio D'Arrigo , Elena De Leo , Giuliano Benenti , Giuseppe Falci

We consider the modification of the Cahn-Hilliard equation when a time delay process through a memory function is taken into account. We then study the process of spinodal decomposition in fast phase transitions associated with a conserved…

High Energy Physics - Phenomenology · Physics 2009-11-11 T. Koide , G. Krein , Rudnei O. Ramos

It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical…

adap-org · Physics 2009-10-30 A. A. Stanislavsky

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

Probability · Mathematics 2023-10-06 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko
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