3 papers
cond-mat.stat-mech2026
Stochastic thermodynamics for classical non-Markov jump processes
Kiyoshi Kanazawa, Andreas Dechant
Stochastic thermodynamics investigates energetic and entropic bounds in small systems, but its foundational results rely on the Markov (memoryless) assumption. Although the Markov…
cond-mat.stat-mech2026
Markovian thermodynamics of non-Markovian Langevin equations
Andreas Dechant, Kiyoshi Kanazawa
We develop the thermodynamics of non-Markovian generalized Langevin equations by embedding them in a high-dimensional Markovian representation involving auxiliary degrees of freedo…
q-fin.TR2025
Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
Taiki Wakatsuki, Kiyoshi Kanazawa
The Santa Fe model is an established econophysics model for describing stochastic dynamics of the limit order book from the viewpoint of the zero-intelligence approach. While its f…