Just 0.036 seconds covered the top three riders at the Malaysian venue at the end of the first day of running.
Moto2 champion Marquez was the early sensation, the MotoGP rookie topping the morning session.
The established aces edged him out in the afternoon, but not by much.
Last year's title-winner Lorenzo put in a 2m01.165s on his Yamaha, before Honda man Pedrosa inched ahead by just 0.008s.
Valentino Rossi's return to Yamaha showed promise as he lapped 0.3s off the pace in fourth.
The Italian's former team Ducati appeared to be in trouble. Nicky Hayden and Andrea Dovizioso were back in 10th and 13th places, both over two seconds off the pace, with Pramac duo Andrea Iannone and Ben Spies even further down the midfield.
Aspar continued its 2012 form in the CRT group, Aleix Espargaro and Randy de Puniet leading the class in 14th and 15th overall.
The test attracted a 28-bike field, the 24 2013 entrants bolstered by Yamaha test duo Katsuyuki Nakasuga and Wataru Yoshikawa, plus their Honda counterparts Kosuke Akiyoshi and Takumi Takahashi.