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Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…
The time evolution of systems relaxing towards thermal equilibrium is examined near the critical temperature $T_c$, with special attention paid to the role of the initial value $m_i$ of the order parameter $\phi$. To this end, the…
We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much…
We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
We investigate the uniform stability properties of discrete-time linear switched systems subject to arbitrary switching, focusing on the "marginally unstable" regime in which the system is not Lyapunov stable but in which trajectories…
We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…
We investigate the nonequilibrium dynamics following a quench to zero temperature of the non-conserved Ising model with power-law decaying long-range interactions $\propto 1/r^{d+\sigma}$ in $d=2$ spatial dimensions. The zero-temperature…
Studying entanglement growth in quantum dynamics provides both insight into the underlying microscopic processes and information about the complexity of the quantum states, which is related to the efficiency of simulations on classical…
We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…
We consider general large-scale service systems with multiple customer classes and multiple server (agent) pools, mean service times depend both on the customer class and server pool. It is assumed that the allowed activities (routing…
Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…
We establish limit theorems for the maxima and minima of Airy$_1$ and Airy$_2$ processes (denoted by $\mathcal{A}_1(\cdot)$ and $\mathcal{A}_2(\cdot)$ respectively) over growing intervals. In particular, we identify the finite non-zero…
A coagulation process is studied in a set of random masses, in which two randomly chosen masses and the smallest mass of the set multiplied by some fixed parameter $\omega\in [-1,1]$ are iteratively added. Besides masses (or primary…
Conserved growth models that exhibit a nonlinear instability in which the height (depth) of isolated pillars (grooves) grows in time are studied by numerical integration and stochastic simulation. When this instability is controlled by the…
Prior modal stability analysis (Kojima et al., Phys. Fluids, vol. 27, 1984) predicted that a rising or sedimenting droplet in a viscous fluid is stable in the presence of surface tension no matter how small, in contrast to experimental and…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…