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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…

概率论 · 数学 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…

统计力学 · 物理学 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…

量子物理 · 物理学 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…

统计力学 · 物理学 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…

统计力学 · 物理学 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…

软凝聚态物质 · 物理学 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…

统计力学 · 物理学 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…

量子物理 · 物理学 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…

统计方法学 · 统计学 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…

量子气体 · 物理学 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…

量子物理 · 物理学 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…

高能物理 - 理论 · 物理学 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…

量子物理 · 物理学 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…

统计力学 · 物理学 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…

量子物理 · 物理学 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…

量子物理 · 物理学 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…

量子物理 · 物理学 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…

等离子体物理 · 物理学 2024-02-27 Óscar Amaro , Marija Vranic
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