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Forecasting tasks using large datasets gathering thousands of heterogeneous time series is a crucial statistical problem in numerous sectors. The main challenge is to model a rich variety of time series, leverage any available external…

Machine Learning · Computer Science 2024-04-18 Etienne David , Jean Bellot , Sylvain Le Corff

Quantum Field Theory (QFT) makes predictions by combining two sets of assumptions: (1) quantum dynamics, such as a Schrodinger or Liouville equation; (2) quantum measurement, such as stochastic collapse to an eigenfunction of a measurement…

Quantum Physics · Physics 2007-05-23 Paul J. Werbos , Ludmila Dolmatova Werbos

An open quantum system interacting with its environment can be modeled under suitable assumptions as a Markov process, described by a Lindblad master equation. In this work, we derive a general set of fluctuation relations for systems…

Statistical Mechanics · Physics 2015-06-03 Raphael Chetrite , Kirone Mallick

We study stochastic model reduction for evolution equations in infinite dimensional Hilbert spaces, and show the convergence to the reduced equations via abstract results of Wong-Zakai type for stochastic equations driven by a scaled…

Probability · Mathematics 2022-05-13 Sigurd Assing , Franco Flandoli , Umberto Pappalettera

We consider numerical schemes for computing the linear response of steady-state averages of stochastic dynamics with respect to a perturbation of the drift part of the stochastic differential equation. The schemes are based on Girsanov's…

Numerical Analysis · Mathematics 2019-12-18 Petr Plechac , Gabriel Stoltz , Ting Wang

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

Soft Condensed Matter · Physics 2022-12-27 Lorenzo Campana , Mireille Bossy , Jeremie Bec

A central feature of quantum mechanics is that a measurement is intrinsically probabilistic. As a result, continuously monitoring a quantum system will randomly perturb its natural unitary evolution. The ability to control a quantum system…

Quantum Physics · Physics 2014-09-04 S. J. Weber , A. Chantasri , J. Dressel , A. N. Jordan , K. W. Murch , I. Siddiqi

The dynamics of a typical open quantum system, namely a quantum Brownian particle in a harmonic potential, is studied focussing on its non-Markovian regime. Both an analytic approach and a stochastic wave function approach are used to…

Quantum Physics · Physics 2009-11-10 S. Maniscalco , J. Piilo , F. Intravaia , F. Petruccione , A. Messina

State selective protocols, like entanglement purification, lead to an essentially non-linear quantum evolution, unusual in naturally occurring quantum processes. Sensitivity to initial states in quantum systems, stemming from such…

Quantum Physics · Physics 2016-03-11 András Gilyén , Tamás Kiss , Igor Jex

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

With increasing performance of actual qubit devices, even subtle effects in the interaction between qubits and environmental degrees of freedom become progressively relevant and experimentally visible. This applies particularly to the…

Quantum Physics · Physics 2024-02-01 Kiyoto Nakamura , Joachim Ankerhold

In statistical mechanics, it is well known that finite-state classical lattice models can be recast as quantum models, with distinct classical configurations identified with orthogonal basis states. This mapping makes classical statistical…

Quantum Physics · Physics 2011-09-28 Norman Margolus

Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…

Statistical Mechanics · Physics 2023-10-25 Prajwal Padmanabha , Sandro Azaele , Amos Maritan

Quantum Markovian systems, modeled as unitary dilations in the quantum stochastic calculus of Hudson and Parthasarathy, have become standard in current quantum technological applications. This paper investigates the stability theory of such…

Mathematical Physics · Physics 2014-06-24 Yu Pan , Hadis Amini , Zibo Miao , John Gough , Valery Ugrinovskii , Matthew R. James

We consider several observers who monitor different parts of the environment of a single quantum system and use their data to deduce its state. We derive a set of conditional stochastic master equations that describe the evolution of the…

Quantum Physics · Physics 2009-11-07 Jacek Dziarmaga , Diego A. R. Dalvit , Wojciech H. Zurek

The theory of quantum Brownian motion describes the properties of a large class of open quantum systems. Nonetheless, its description in terms of a Born-Markov master equation, widely used in the literature, is known to violate the…

Quantum Physics · Physics 2016-12-16 Aniello Lampo , Soon Hoe Lim , Jan Wehr , Pietro Massignan , Maciej Lewenstein

This dissertation studies the statistics and modeling of a quantum system probed by a coherent laser field. We focus on an ensemble of qubits dispersively coupled to a traveling wave light field. The first research topic explores the…

Quantum Physics · Physics 2013-01-29 Robert L. Cook

Inspired by the idea of mimicking the measurement on a quantum system through a decoherence process to target specific eigenstates based on Born's law, i.e. the hiearchy of probabilities instead of the hierarchy of eigenvalues, we transform…

Quantum Physics · Physics 2017-09-06 Oliver Furtmaier , Miller Mendoza

Recently a model of metric fluctuations has been proposed which yields an effective Schr\"odinger equation for a quantum particle with a modified inertial mass, leading to a violation of the weak equivalence principle. The renormalization…

General Relativity and Quantum Cosmology · Physics 2015-06-26 H. -P. Breuer , E. Göklü , C. Lämmerzahl

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…

Statistics Theory · Mathematics 2011-07-15 Kjetil Røysland