Related papers: Generalized Arcsine Law and Stable Law in an Infin…
The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
The calculation of observable averages in non-equilibrium regimes is one of the most important problems in statistical physics. Using the Hamiltonian approach of nonlinear response theory, we obtain a series expansion of the average excess…
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…
An analytical derivation of the vibrational density of states (DOS) of liquids, and in particular of its characteristic linear in frequency low-energy regime, has always been elusive because of the presence of an infinite set of purely…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
We solve the problem of asymptotic behaviour of the renewal measure (Green function) generated by a transient Lamperti's Markov chain $X_n$ in $\mathbf R$, that is, when the drift of the chain tends to zero at infinity. Under this setting,…
We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…
Recently, a thermodynamic bound on correlation times was formulated in [A. Dechant, J. Garnier-Brun, S.-i. Sasa, Phys. Rev. Lett. 131, 167101 (2023)], showing how the decay of correlations in Langevin dynamics is bounded by short-time…
This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…
Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…
We consider the relativistic statistical mechanics of an ensemble of $N$ events with motion in space-time parametrized by an invariant ``historical time'' $\tau .$ We generalize the approach of Yang and Yao, based on the Wigner distribution…
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…
For an ergodic action of the group $Z^n$ on a probability space and a given arbitrarily slowly decreasing to zero sequence, there exists an integrable function such that the standard ergodic time averages for it converge almost everywhere…
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…
A large number of processes in the mesoscopic world occur out of equilibrium, where the time course of a system evolution becomes immensely important since it is driven principally by dissipative effects. Non-equilibrium steady states…
In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of…
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…
The classical Birkhoff ergodic theorem states that for an ergodic Markov process the limiting behaviour of the time average of a function (having finite $p$-th moment, $p\ge1$, with respect to the invariant measure) along the trajectories…
A theory of intermittency differentiation is developed for a general class of Gaussian Multiplicative Chaos measures including the measure of Bacry and Muzy on the interval and circle as special cases. An exact, non-local functional…