Related papers: The longest excursion of stochastic processes in n…
Let $\mathcal X=\{\mathcal X_t:\, t\geq0,\, \mathcal X_0=0\}$ be a mean zero $\beta$-stable random walk on $\mathbb{Z}$ with inhomogeneous jump rates $\{\tau_i^{-1}: i\in\mathbb{Z}\}$, with $\beta\in(1,2]$ and $\{\tau_i: i\in\mathbb{Z}\}$ a…
We consider the linear stochastic recursion $x_{i+1} = a_{i}x_{i}+b_{i}$ where the multipliers $a_i$ are random and have Markovian dependence given by the exponential of a standard Brownian motion and $b_{i}$ are i.i.d. positive random…
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We consider a nonequilibrium process on a timeline with discrete sites which evolves by a non-Markovian update rule in such a way that an active site at time t activates one or several sites in the future at time t+dt. The time intervals dt…
Long-range interacting systems, while relaxing towards equilibrium, may get trapped in nonequilibrium quasistationary states (QSS) for a time which diverges algebraically with the system size. These intriguing non-Boltzmann states have been…
Systems with long-range interactions, while relaxing towards equilibrium, sometimes get trapped in long-lived non-Boltzmann quasistationary states (QSS) which have lifetimes that grow algebraically with the system size. Such states have…
A point source on a plane constantly emits particles which rapidly diffuse and then stick to a growing cluster. The growth probability of a cluster is presented as a sum over all possible scenarios leading to the same final shape. The…
The growth of correlation lengths in equilibrium glass-forming liquids near the glass transition is considered a critical finding in the quest to understand the physics of glass formation. These understandings helped us understand various…
We prove maximal $L^p$-regularity for the stochastic evolution equation \[\{{aligned} dU(t) + A U(t)\, dt& = F(t,U(t))\,dt + B(t,U(t))\,dW_H(t), \qquad t\in [0,T], U(0) & = u_0, {aligned}.\] under the assumption that $A$ is a sectorial…
We consider nonequilibrium probabilistic dynamics in logistic-like maps $x_{t+1}=1-a|x_t|^z$, $(z>1)$ at their chaos threshold: We first introduce many initial conditions within one among $W>>1$ intervals partitioning the phase space and…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
A general nonlinear logistic equation has been proposed to model long-time saturation in industrial growth. An integral solution of this equation has been derived for any arbitrary degree of nonlinearity. A time scale for the onset of…
For many stochastic processes, the probability $S(t)$ of not-having reached a target in unbounded space up to time $t$ follows a slow algebraic decay at long times, $S(t)\sim S_0/t^\theta$. This is typically the case of symmetric compact…
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
The formalism that describes the non-linear growth of the angular momentum L of protostructures from tidal torques in a Friedmann Universe, as developed in a previous paper, is extended to include non-Gaussian initial conditions. We…
We consider relaxation processes that exhibit a stretched exponential behavior. We find that in those systems, where the relaxation arises from two competing exponential processes, the size of the system may play a dominant role. Above a…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…