Related papers: Switching path distribution in multi-dimensional s…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…
We analyze coherent wave transport in a new physical setting associated with multimode wave systems where reflection is completely suppressed and mode-dependent losses together with mode-mixing are dictating the wave propagation. An…
Unlike macroscopic multistable mechanical systems such as snap bracelets or elastic shells that must be physically manipulated into various conformations, microscopic systems can undergo spontaneous conformation switching between…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
Switching interacting particle systems studied in probability theory are the stochastic processes of hopping particles on a lattice made up of slow and fast particles, where the switching between these types of particles occurs randomly at…
The synchronization stability of a complex network system of coupled phase oscillators is discussed. In case the network is affected by disturbances, a stochastic linearized system of the coupled phase oscillators may be used to determine…
We demonstrate that the multiplicity distribution of a system located in the vicinity of a first-order phase transition can be successfully measured in terms of its factorial cumulants with a surprisingly small number of events. This…
We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $\kappa>0$ that determines the fluctuations of the process.…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…
Non-equilibrium dynamics are present in many aspects of our lives, ranging from microscopic physical systems to the functioning of the brain. What characterizes stochastic models of non-equilibrium processes is the breaking of the…