Related papers: Stationary systems of Gaussian processes
Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterisation of Palm versions with respect to stationary random measures. Stationarity is the special case when the…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
We study a one-dimensional system of spatially extended particles, which are fixated to regularly spaced locations by means of elastic springs. The particles are assumed to be driven by a Gaussian noise and to have dissipative,…
By detailed Molecular Dynamics and Monte Carlo simulations %of a realistic model we show that granular materials at rest can be described as thermodynamics systems. First we show that granular packs can be characterized by few parameters,…
The article contains an overview over locally stationary processes. At the beginning time varying autoregressive processes are discussed in detail - both as as a deep example and an important class of locally stationary processes. In the…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…
Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.
According to Bohmian dynamics, the particles of a quantum system move along trajectories, following a velocity field determined by the wave-function Psi(x,t). We show that for simple one-dimensional systems any initial probability…
We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We study the stationary nonequilibrium states of N point particles moving under the influence of an electric field E among fixed obstacles (discs) in a two dimensional torus. The total kinetic energy of the system is kept constant through a…
The paper investigated a set of non-Gaussian states generated by measuring the number of particles in one of the modes of a two-mode entangled Gaussian state. It was demonstrated that all generated states depend on two types of parameters:…
We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…
Barraquand and Le~Doussal introduced a family of stationary measures for the (conjectural) KPZ fixed point on an interval with Neumann boundary conditions, and predicted that they arise as scaling limit of stationary measures of all models…
The act of measuring a system has profound consequences of dynamical and thermodynamic nature. In particular, the degree of irreversibility ensuing from a non-equilibrium process is strongly affected by measurements aimed at acquiring…
The constants of motion of the following systems are deduced: a relativistic particle with linear dissipation, a no-relativistic particle with a time explicitly depending force, a no-relativistic particle with a constant force and time…
We study the stationary measures for variants of the Porous Medium Model in dimension 1. These are exclusion processes that belong to the class of kinetically constrained models, in which an exchange can occur between $x$ and $x+1$ only if…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
The Gaussian state description of continuous variables is adapted to describe the quantum interaction between macroscopic atomic samples and continuous-wave light beams. The formalism is very efficient: a non-linear differential equation…