Related papers: Exotic Stochastic Processes from Complex Quantum E…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…
The quantum Liouville equation, which describes the phase space dynamics of a quantum system of fermions, is analyzed from statistical point of view as a particular example of the Kramers-Moyal expansion. Quantum mechanics is extended to…
Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the…
The dynamical status of isolated quantum systems, partly due to the linearity of the Schrodinger equation is unclear: Conventional measures fail to detect chaos in such systems. However, when quantum systems are subjected to observation --…
Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…
Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…
We show that the dynamics of a quantum system can be represented by the dynamics of an underlying classical systems obeying the Hamilton equations of motion. This is achieved by transforming the phase space of dimension $2n$ into a Hilbert…
Quantum-Induced Stochastic Dynamics arises from the coupling between a classical system and a quantum environment. Unlike standard thermal reservoirs, this environment acts as a dynamic bath, capable of simultaneously exchanging heat and…
Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…
The dynamics of a quantum system coupled to a classical environment and subject to constraints that drive it out of equilibrium is described. The evolution of the system is governed by the quantum-classical Liouville equation. Rather than…
We study the diffusion process in a Heisenberg chain with correlated spatial disorder, with a power spectrum in the momentum space behaving as $k^{-\beta}$, using a stochastic description. It establishes a direct connection between the…
A continuously measured quantum system with multiple jump channels gives rise to a stochastic process described by random jump times and random emitted symbols, representing each jump channel. While much is known about the waiting time…
The Lindblad equation describes the dissipative time evolution of a density matrix that characterizes an open quantum system in contact with its environment. The widespread ensemble interpretation of a density matrix requires its time…
The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…