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We study Markov exclusion process for a particle system with a local interaction in the integer strip. This process models the exchange of velocities and particle-hole exchange of the liquid molecules. It is shown that the mean velocity…

数学物理 · 物理学 2012-01-19 V. A. Malyshev , A. D. Manita

We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…

概率论 · 数学 2012-09-25 Harry Crane , Steven P. Lalley

We describe a systematic approach to construct coarse-grained Markov state models from molecular dynamics data of systems driven into a non-equilibrium steady state. We apply this method to study the globule-stretch transition of a single…

软凝聚态物质 · 物理学 2017-02-28 Fabian Knoch , Thomas Speck

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

概率论 · 数学 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…

概率论 · 数学 2014-12-24 Florent Malrieu

We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant…

凝聚态物理 · 物理学 2015-06-25 G J Rodgers , M K Hassan

Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…

概率论 · 数学 2015-03-19 Alexei Borodin , Ivan Corwin

The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable…

统计方法学 · 统计学 2015-01-05 Mingyuan Zhou

Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…

统计力学 · 物理学 2021-02-03 Hans Christian Öttinger , Mark A. Peletier , Alberto Montefusco

We study the number of collisions $X_n$ of an exchangeable coalescent with multiple collisions ($\Lambda$-coalescent) which starts with $n$ particles and is driven by rates determined by a finite characteristic measure $\nu({\rm…

概率论 · 数学 2008-07-18 Alexander Gnedin , Alex Iksanov , Martin Möhle

Quantum trajectories are Markov processes describing the evolution of a quantum system subject to indirect measurements. They can be viewed as place dependent iterated function systems or the result of products of dependent and non…

概率论 · 数学 2024-09-30 Tristan Benoist , Clément Pellegrini , Anna Szczepanek

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

数据分析、统计与概率 · 物理学 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

概率论 · 数学 2014-12-25 Nicolas Champagnat , Denis Villemonais

Finding the correct encoding for a generic dynamical system's trajectory is a complicated task: the symbolic sequence needs to preserve the invariant properties from the system's trajectory. In theory, the solution to this problem is found…

混沌动力学 · 物理学 2018-04-18 Nicolás Rubido , Celso Grebogi , Murilo S. Baptista

We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…

概率论 · 数学 2007-05-23 Luigi Ambrosio , Giuseppe Savare , Lorenzo Zambotti

We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…

Closely related to the laws of thermodynamics, the detection and quantification of disequilibria are crucial in unraveling the complexities of nature, particularly those beneath observable layers. Theoretical developments in nonequilibrium…

统计力学 · 物理学 2024-07-23 Pedro E. Harunari

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

概率论 · 数学 2014-02-18 Sabine Jansen , Noemi Kurt

Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…

概率论 · 数学 2020-07-07 Viktor Bezborodov , Yuri Kondratiev , Oleksandr Kutoviy

We investigate the structure of non-equilibrium steady states (NESS) for a class of exactly solvable models in the setting of a chain with left and right reservoirs. Inspired by recent results on the harmonic model, we focus on models in…

概率论 · 数学 2025-12-02 Frank Redig , Berend van Tol
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