The Funessian process: Non-Markovian dynamics shaped by the first event

Fuente: arXiv
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Autores principales: Canturk, Bilal, Bagci, Gokhan Baris, Pusuluk, Onur
Formato: Preprint
Publicado: 2026
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author Canturk, Bilal
Bagci, Gokhan Baris
Pusuluk, Onur
author_facet Canturk, Bilal
Bagci, Gokhan Baris
Pusuluk, Onur
contents We construct a continuous-time, positively divisible non-Markovian process with memory of the initial state that satisfies the differential Chapman--Kolmogorov equation. In the stationary state, the correlation function exhibits exponential decay, a behavior typically regarded as characteristic of Markovian dynamics. Nevertheless, the memory is preserved throughout the evolution of the process, manifesting itself in observable statistical quantities. We further demonstrate that mutual information serves as a reliable measure of the non-Markovian character of the process. As an application, we study a random walk driven by the constructed process and show that the memory effect breaks ergodicity and modifies transport properties such as the diffusion coefficient.
format Preprint
id arxiv_https___arxiv_org_abs_2605_28892
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle The Funessian process: Non-Markovian dynamics shaped by the first event
Canturk, Bilal
Bagci, Gokhan Baris
Pusuluk, Onur
Probability
Statistical Mechanics
60G20, 60G50, 60J27, 60K40, 60K50
We construct a continuous-time, positively divisible non-Markovian process with memory of the initial state that satisfies the differential Chapman--Kolmogorov equation. In the stationary state, the correlation function exhibits exponential decay, a behavior typically regarded as characteristic of Markovian dynamics. Nevertheless, the memory is preserved throughout the evolution of the process, manifesting itself in observable statistical quantities. We further demonstrate that mutual information serves as a reliable measure of the non-Markovian character of the process. As an application, we study a random walk driven by the constructed process and show that the memory effect breaks ergodicity and modifies transport properties such as the diffusion coefficient.
title The Funessian process: Non-Markovian dynamics shaped by the first event
topic Probability
Statistical Mechanics
60G20, 60G50, 60J27, 60K40, 60K50
url https://arxiv.org/abs/2605.28892