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Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A…
We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…
We prove that the transport of any differentiable scalar observable in $d$-dimensional non-equilibrium systems is bounded from above by the total entropy production scaled by the amount the observation "stretches" microscopic coordinates.…
To study the manifestation of the Aharonov-Bohm effect in many-body systems we consider the statistical mechanics of the Gross-Neveu model on a ring (1+1 dimensions) and on a cylinder (2+1 dimensions) with a thin solenoid coinciding with…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be…
In this paper, we study the problem of state observation of nonlinear systems over an erasure channel. The notion of mean square exponential stability is used to analyze the stability property of observer error dynamics. The main results of…
In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
An equilibrium statistical system is known to be stable if the fluctuations of global observables are normal, when their dispersions are proportional to the number of particles, or to the system volume. A general theorem is rigorously…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
We describe methods for proving bounds on infinite-time averages in differential dynamical systems. The methods rely on the construction of nonnegative polynomials with certain properties, similarly to the way nonlinear stability can be…
We construct both normal and anomalous deterministic biased diffusions to obtain the Einstein relation for their time-averaged transport coefficients. We find that the difference of the generalized Lyapunov exponent between biased and…
We extend the recently developed non-gaussian thermodynamic formalism \cite{tre98} of a (presumably strongly turbulent) non-Markovian medium to its most general form that allows for the formulation of a consistent thermodynamic theory. All…
The relativistic Maxwell-Boltzmann distribution for the system of $N$ events with motion in space-time parametrized by an invariant ``historical time'' $\tau $ is considered without the simplifying approximation $m^2\cong M^2$, where $M$ is…
We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…
We study the aging behavior of a truncated version of the Random Energy Model evolving under Metropolis dynamics. We prove that the natural time-time correlation function defined through the overlap function converges to an arcsine law…
We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…