Lorentz Process with shrinking holes in a wall

We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a quasi-reflected Brownian motion, which is Markovian but not strong Markovian. Local time results for the periodic Lorentz process, having independent interest, are also found and used

On the Expressiveness of Markovian Process Calculi with Durational and Durationless Actions

Several Markovian process calculi have been proposed in the literature, which differ from each other for various aspects. With regard to the action representation, we distinguish between integrated-time Markovian process calculi, in which every action has an exponentially distributed duration associated with it, and orthogonal-time Markovian process calculi, in which action execution is separated from time passing. Similar to deterministically timed process calculi, we show that these two options are not irreconcilable by exhibiting three mappings from an integrated-time Markovian process calculus to an orthogonal-time Markovian process calculus that preserve the behavioral equivalence of process terms under different interpretations of action execution: eagerness, laziness, and maximal progress. The mappings are limited to classes of process terms of the integrated-time Markovian process calculus with restrictions on parallel composition and do not involve the full capability of the orthogonal-time Markovian process calculus of expressing nondeterministic choices, thus elucidating the only two important differences between the two calculi: their synchronization disciplines and their ways of solving choices

Stochastic Schr\"odinger equations with coloured noise

A natural non-Markovian extension of the theory of white noise quantum trajectories is presented. In order to introduce memory effects in the formalism an Ornstein-Uhlenbeck coloured noise is considered as the output driving process. Under certain conditions a random Hamiltonian evolution is recovered. Moreover, non-Markovian stochastic Schr\"odinger equations which unravel non-Markovian master equations are derived.Comment: 4pages, revte

On Markovian Cocycle Perturbations in Classical and Quantum Probability

We introduce Markovian cocycle perturbations of the groups of transformations associated with the classical and quantum stochastic processes with stationary increments, which are characterized by a localization of the perturbation to the algebra of events of the past. It is namely the definition one needs because the Markovian perturbations of the Kolmogorov flows associated with the classical and quantum noises result in the perturbed group of transformations which can be decomposed in the sum of a part associated with deterministic stochastic processes lying in the past and a part associated with the noise isomorphic to the initial one. This decomposition allows to obtain some analog of the Wold decomposition for classical stationary processes excluding a nondeterministic part of the process in the case of the stationary quantum stochastic processes on the von Neumann factors which are the Markovian perturbations of the quantum noises. For the classical stochastic process with noncorrelated increaments it is constructed the model of Markovian perturbations describing all Markovian cocycles up to a unitary equivalence of the perturbations. Using this model we construct Markovian cocyclies transformating the Gaussian state $\rho$ to the Gaussian states equivalent to $\rho$.Comment: 27 page

Resonant Activation Phenomenon for Non-Markovian Potential-Fluctuation Processes

We consider a generalization of the model by Doering and Gadoua to non-Markovian potential-switching generated by arbitrary renewal processes. For the Markovian switching process, we extend the original results by Doering and Gadoua by giving a complete description of the absorption process. For all non-Markovian processes having the first moment of the waiting time distributions, we get qualitatively the same results as in the Markovian case. However, for distributions without the first moment, the mean first passage time curves do not exhibit the resonant activation minimum. We thus come to the conjecture that the generic mechanism of the resonant activation fails for fluctuating processes widely deviating from Markovian.Comment: RevTeX 4, 5 pages, 4 figures; considerably shortened version accepted as a brief report to Phys. Rev.

From Markovian to non-Markovian persistence exponents

We establish an exact formula relating the survival probability for certain L\'evy flights (viz. asymmetric $\alpha$-stable processes where $\alpha = 1/2$) with the survival probability for the order statistics of the running maxima of two independent Brownian particles. This formula allows us to show that the persistence exponent $\delta$ in the latter, non Markovian case is simply related to the persistence exponent $\theta$ in the former, Markovian case via: $\delta=\theta/2$. Thus, our formula reveals a link between two recently explored families of anomalous exponents: one exhibiting continuous deviations from Sparre-Andersen universality in a Markovian context, and one describing the slow kinetics of the non Markovian process corresponding to the difference between two independent Brownian maxima.Comment: Accepted in EP