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Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hidden Markov models. The aim of this paper is to provide a…

Probability · Mathematics 2012-02-15 Randal Douc , Aurélien Garivier , Eric Moulines , Jimmy Olsson

Despite having been studied for decades, first passage processes remain an active area of research. In this contribution we examine a particle diffusing in an annulus with an inner absorbing boundary and an outer reflective boundary. We…

Statistical Mechanics · Physics 2022-10-05 Charles Antoine , Julian Talbot

We show that the probability distribution corresponding to a fully random tracial state of a system of spin-S particles satisfies a diffusion-like equation. The diffusion coefficient turns out to be equal to $S(S+1)/6$, where $S$ is the…

Quantum Physics · Physics 2018-01-11 Yamen Hamdouni

We present a continuous time generalization of a random walk with complete memory of its history [Phys. Rev. E 70, 045101(R) (2004)] and derive exact expressions for the first four moments of the distribution of displacement when the number…

Statistical Mechanics · Physics 2007-05-23 Francis N. C. Paraan , J. P. Esguerra

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…

Statistical Mechanics · Physics 2016-12-21 Takuma Akimoto , Eiji Yamamoto

Particles confined to a single file, in a narrow quasi-one dimensional channel, exhibit a dynamic crossover from single file diffusion to Fickian diffusion as the channel radius increases and the particles can begin to pass each other. The…

Soft Condensed Matter · Physics 2017-04-27 Sheida Ahmadi , Richard K. Bowles

We develop the first exact Bayesian methodology for the problem of inference in discretely observed regime switching diffusions. Switching diffusion models extend ordinary diffusions by allowing for jumps in instantaneous drift and…

At lower energies, the resonances in scattering experiments are often isolated. The crucial parameter is the ratio of average resonance width and average mean level spacing. Towards larger energies, this parameter grows, because the…

Statistical Mechanics · Physics 2025-03-31 Simon Köhnes , Jiongning Che , Barbara Dietz , Thomas Guhr

Understanding the ultimate rate at which information propagates is a pivotal issue in nonequilibrium physics. Nevertheless, the task of elucidating the propagation speed inherent in quantum bosonic systems presents challenges due to the…

Quantum Physics · Physics 2024-10-01 Tan Van Vu , Tomotaka Kuwahara , Keiji Saito

A boson sampler implements a restricted model of quantum computing. It is defined by the ability to sample from the distribution resulting from the interference of identical bosons propagating according to programmable, non-interacting…

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Methodology · Statistics 2007-10-24 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth Roberts

We propose a general extended coherent state approach to the qubit (or fermion) and multi-mode boson coupling systems. The application to the spin-boson model with the discretization of a bosonic bath with arbitrary continuous spectral…

Quantum Gases · Physics 2015-05-14 Yu-Yu Zhang , Qing-Hu Chen , Ke-Lin Wang

Quantum computers are susceptible to noises from the outside world. We investigate the effect of perturbation on the hitting time of a quantum walk and the stationary distribution prepared by a quantum walk based algorithm. The perturbation…

Quantum Physics · Physics 2013-06-12 Chen-Fu Chiang

An Ising-type classical statistical model is shown to describe quantum fermions. For a suitable time-evolution law for the probability distribution of the Ising-spins our model describes a quantum field theory for Dirac spinors in external…

High Energy Physics - Theory · Physics 2011-11-18 C. Wetterich

We compute in a relativistic way the time-of-arrival and the traversal time through a region of a free particle with spin 1/2. We do this by applying the relativistic extension of the Event-Enhanced Quantum Theory which we have presented in…

Quantum Physics · Physics 2009-11-07 Andreas Ruschhaupt

We study the problem of a run and tumble particle in a harmonic trap, with a finite run and tumble time, by a direct integration of the equation of motion. An exact 1D steady state distribution, diagram laws and a programmable Volterra…

Statistical Mechanics · Physics 2025-04-17 Aoran Sun , Fangfu Ye , Rudolf Podgornik

We develop a quantum statistical framework for passive optical surface metrology. Modelling a surface as an incoherent ensemble of point emitters imaged through a diffraction-limited system, we employ techniques from quantum parameter…

Quantum Physics · Physics 2026-03-12 Jernej Frank , George Brumpton , Tommaso Tufarelli , Gerardo Adesso , Samanta Piano

We analyze the estimation of a time dependent perturbation acting on a continuously monitored quantum system. We describe the temporal fluctuations of the perturbation by a Hidden Markov Model, and we combine quantum measurement theory and…

Quantum Physics · Physics 2021-06-08 Claus Normann Madsen , Lia Valdetaro , Klaus Mølmer

Efficient simulations of the dynamics of open systems is of wide importance for quantum science and tech-nology. Here, we introduce a generalization of the transfer-tensor, or discrete-time memory kernel, formalism to multi-time measurement…

Quantum Physics · Physics 2020-11-09 Mathias R. Jørgensen , Felix A. Pollock

The new generation of multi-PetaWatt laser facilities will allow tests of Strong Field QED, as well as provide an opportunity for novel photon and lepton sources. The first experiments are planned to study the (nearly) head-on scattering of…

Plasma Physics · Physics 2024-02-27 Óscar Amaro , Marija Vranic
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