中文
相关论文

相关论文: Convergence to equilibrium for finite Markov proce…

200 篇论文

We study the convergence time to equilibrium of the Metropolis dynamics for the Generalized Random Energy Model with an arbitrary number of hierarchical levels, a finite and reversible continuous-time Markov process, in terms of the…

概率论 · 数学 2020-01-08 A. M. B. Nascimento , L. R. Fontes

In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…

概率论 · 数学 2012-09-18 Pierre Monmarché , Laurent Miclo

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

概率论 · 数学 2019-07-29 Balazs Gerencser , Miklos Rasonyi

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

概率论 · 数学 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

概率论 · 数学 2021-04-06 Andi Q. Wang , Murray Pollock , Gareth O. Roberts , David Steinsaltz

We consider a time inhomogeneous jump Markov process $X = (X_t)_t$ with state dependent jump intensity, taking values in $R^d . $ Its infinitesimal generator is given by \begin{multline*} L_t f (x) = \sum_{i=1}^d \frac{\partial f}{\partial…

概率论 · 数学 2018-10-31 Eva Löcherbach

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…

概率论 · 数学 2025-12-30 René L. Schilling , Jian Wang , Bingyao Wu , Jie-Xiang Zhu

The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…

We characterize the conditions under which a multi-time quantum process with a finite temporal resolution can be approximately described by an equilibrium one. By providing a generalization of the notion of equilibration on average, where a…

量子物理 · 物理学 2020-10-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

We study one-dimensional lattice systems with pair-wise interactions of infinite range. We show projective convergence of Markov measures to the unique equilibrium state. For this purpose we impose a slightly stronger condition than…

数学物理 · 物理学 2016-11-26 Cesar Maldonado , Raul Salgado-Garcia

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…

概率论 · 数学 2017-05-08 Florian Bouguet , Bertrand Cloez

In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…

We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…

动力系统 · 数学 2020-02-11 Marc Harper , Dashiell Fryer

We derive a thermodynamic uncertainty relation for general open quantum dynamics, described by a joint unitary evolution on a composite system comprising a system and an environment. By measuring the environmental state after the…

统计力学 · 物理学 2021-01-06 Yoshihiko Hasegawa

An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…

概率论 · 数学 2022-07-18 Yuri Kozitsky , Michael Röckner

We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…

概率论 · 数学 2023-05-05 Gerardo Barrera , Milton Jara

Using straightforward linear algebra we derive response operators describing the impact of small perturbations to finite state Markov processes. The results can be used for studying empirically constructed - e.g. from observations or…

统计力学 · 物理学 2016-01-27 Valerio Lucarini

We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…

统计力学 · 物理学 2020-07-14 Takuma Akimoto , Eli Barkai , Günter Radons

We develop a systematic procedure to approximate generalized free energy in out of equilibrium stochastic systems. The procedure only requires knowledge of the averages of macroscopic observables and uses quasi-equilibrium distribution to…

无序系统与神经网络 · 物理学 2013-09-05 Alexander Mozeika

At present, the problem to steer a non-Markovian process with minimum energy between specified end-point marginal distributions remains unsolved. Herein, we consider the special case for a non-Markovian process y(t) which, however, assumes…

最优化与控制 · 数学 2019-03-05 Daniele Alpago , Yongxin Chen , Tryphon Georgiou , Michele Pavon
‹ 上一页 1 2 3 10 下一页 ›