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We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…

Probability · Mathematics 2025-01-03 Luiz Renato Fontes , Pablo Almeida Gomes , Maicon Aparecido Pinheiro

Neuronal networks can generate burst events. It remains unclear how to analyse interburst periods and their statistics. We study here the phase-space of a mean-field model, based on synaptic short-term changes, that exhibit burst and…

Statistical Mechanics · Physics 2020-12-17 Lou Zonca , David Holcman

The evolution of entropy is derived with respect to dynamical systems. For a stochastic system, its relative entropy $D$ evolves in accordance with the second law of thermodynamics; its absolute entropy $H$ may also be so, provided that the…

Chaotic Dynamics · Physics 2010-08-31 X. San Liang

We develop a discrete-event modeling framework that captures the progression of geophysical systems toward catastrophic failure through sequences of distinct damage events. By representing system evolution as a succession of temporally…

Geophysics · Physics 2025-07-31 Qinghua Lei , Didier Sornette

We investigate the extent to which the probabilistic properties of a chaotic scattering system with dissipation can be understood from the properties of the dissipation-free system. For large energies $E$, a fully chaotic scattering leads…

Statistical Mechanics · Physics 2023-12-01 Lachlan Burton , Holger Dullin , Eduardo G. Altmann

Extinction appears ubiquitously in many fields, including chemical reactions, population biology, evolution, and epidemiology. Even though extinction as a random process is a rare event, its occurrence is observed in large finite…

Populations and Evolution · Quantitative Biology 2011-12-22 Ira B. Schwartz , Eric Forgoston , Simone Bianco , Leah B. Shaw

How fast a state of a system converges to a stationary state is one of the fundamental questions in science. Some Markov chains and random walks on finite groups are known to exhibit the non-asymptotic convergence to a stationary…

Quantum Physics · Physics 2024-02-01 Sangchul Oh , Sabre Kais

We consider a dynamical system given by an area-preserving map on a two-dimensional phase plane and consider a one-dimensional line of initial conditions within this plane. We record the number of iterates it takes a trajectory to escape…

Chaotic Dynamics · Physics 2016-09-08 K. A. Mitchell , J. P. Handley , B. Tighe , S. K. Knudson , J. B. Delos

We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…

Dynamical Systems · Mathematics 2016-03-24 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We examine birth--death processes with state dependent transition probabilities and at least one absorbing boundary. In evolution, this describes selection acting on two different types in a finite population where reproductive events occur…

Populations and Evolution · Quantitative Biology 2010-10-12 Philipp M. Altrock , Chaytanya S. Gokhale , Arne Traulsen

Phase transitions are fundamental features of statistical physics. While the well-studied continuous phase transitions are known to be controlled by external \textit{macroscopic} changes in the order parameter, the origin of abrupt…

Physics and Society · Physics 2024-10-25 Bnaya Gross , Irina Volotsenko , Yuval Sallem , Nahala Yadid , Ivan Bonamassa , Shlomo Havlin , Aviad Frydman

We study the hitting times of Markov processes to target set $G$, starting from a reference configuration $x_0$ or its basin of attraction. The configuration $x_0$ can correspond to the bottom of a (meta)stable well, while the target $G$…

Probability · Mathematics 2014-06-11 R. Fernandez , F. Manzo , F. R. Nardi , E. Scoppola

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

Probability · Mathematics 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein

We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…

Statistical Mechanics · Physics 2020-01-29 Eial Teomy , Ralf Metzler

We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…

Statistical Mechanics · Physics 2025-07-31 Ivan N. Burenev , Satya N. Majumdar

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…

Statistical Mechanics · Physics 2020-08-26 Golan Bel , Anton Zilman , Anatoly B. Kolomeisky

We investigate a quadratic dynamical system known as nonlinear recombinations. This system models the evolution of a probability measure over the Boolean cube, converging to the stationary state obtained as the product of the initial…

Probability · Mathematics 2024-10-07 Pietro Caputo , Cyril Labbé , Hubert Lacoin

Firing patterns in the central nervous system often exhibit strong temporal irregularity and heterogeneity in their time averaged response properties. Previous studies suggested that these properties are outcome of an intrinsic chaotic…

Disordered Systems and Neural Networks · Physics 2015-11-25 Jonathan Kadmon , Haim Sompolinsky