相关论文: Classical stochastic dynamics and continuous matri…

It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…

The equivalence of thermodynamic ensembles is at the heart of statistical mechanics and central to our understanding of equilibrium states of matter. Recently, it has been shown that there is a formal connection between the dynamics of open…

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…

We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…

We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…

The dynamics of stochastic systems, both classical and quantum, can be studied by analysing the statistical properties of dynamical trajectories. The properties of ensembles of such trajectories for long, but fixed, times are described by…

We construct a stochastic fluid process with an underlying piecewise deterministic Markov process (PDMP) akin to the one used in the construction of the rational arrival process (RAP), which we call the RAP-modulated fluid process. As…

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…

We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy…

The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…

Movement Primitives (MPs) are a well-known concept to represent and generate modular trajectories. MPs can be broadly categorized into two types: (a) dynamics-based approaches that generate smooth trajectories from any initial state, e. g.,…

Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…

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…

Doob fixed-time conditioning enables the sampling of rare trajectories of Markov processes by modifying the drift so that reaching a prescribed target at a given time is guaranteed. We study the statistics of this conditioned path ensemble…

We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…

Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…

A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…

We propose a generalization of classical statistical mechanics which describes the behavior of dissipative systems placed in contact with a heat bath. In contrast to conventional statistical mechanics, which assigns probabilities to the…

Dynamical fluctuations or rare events associated with atypical trajectories in chaotic maps due to specific initial conditions can crucially determine their fate, as the may lead to stability islands or regions in phase space otherwise…