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We study the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is…
Long Memory Stochastic volatility (LMSV) models capture two standardized features of financial data: the log-returns are uncorrelated, but their squares, or absolute values are (highly) dependent and they may have heavy tails. EGARCH and…
We investigate numerically the dynamics of three different spin models in the aging regime. Each of these models is meant to be representative of a distinct class of aging behavior: coarsening systems, discontinuous spin glasses, and…
Exploration and trapping properties of random walkers that may evanesce at any time as they walk have seen very little treatment in the literature, and yet a finite lifetime is a frequent occurrence, and its effects on a number of random…
It is generally believed that a generic system can be reversibly transformed from one state into another by sufficiently slow change of parameters. A standard argument favoring this assertion is based on a possibility to expand the energy…
There have been extensive studies of a random walk among a field of immobile traps (or obstacles), where one is interested in the probability of survival as well as the law of the random walk conditioned on its survival up to time $t$. In…
We consider in parallel three one-dimensional spin models with kinetic constraints: the paramagnetic constrained Ising chain, the ferromagnetic Ising chain with constrained Glauber dynamics, and the same chain with constrained Kawasaki…
Recently, different numerical studies of coarsening in disordered systems have shown the existence of a crossover from an initial, transient, power-law domain growth to a slower, presumably logarithmic, growth. However, due to the very slow…
We review the aging phenomenon in the context of the simplest trap model, Bouchaud's REM-like trap model, from a spectral theoretic point of view. We show that the generator of the dynamics of this model can be diagonalized exactly. Using…
We study lattice walks in a Weyl chamber of type A with fixed or free end points. For lattice walk models with zero drift that may be counted by means of a reflection argument, we determine asymptotics for the number of such walks as their…
The long-time dynamics of the $d$-dimensional spherical model with a non-conserved order parameter and quenched from an initial state with long-range correlations is studied through the exact calculation of the two-time autocorrelation and…
We derive scaling limit results for the Random Hopping Dynamics for the cascading two-level GREM at low temperature at extreme time scales. It is known that in the cascading regime there are two static critical temperatures. We show that…
We studied the nonequilibrium aging behavior of the Random Field Ising Model in three dimensions for various values of the disorder strength. This allowed us to investigate how the aging behavior changes across the…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
A broad range of nonlinear processes over networks are governed by threshold dynamics. So far, existing mathematical theory characterizing the behavior of such systems has largely been concerned with the case where the thresholds are…
Here we give detailed derivations and provide additional examples to the main paper: arXiv:0706.0212. In particular, we discuss the scaling behavior of observables like correlation functions and density of excitations. We also analyze…
The dynamical scaling and ageing in the relaxational dynamics of the quenched directed spherical model is analysed. The exact two-time correlation and response functions display new regimes of ballistic or anisotropic ballistic scaling, at…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
We consider the out-of-equilibrium, purely relaxational dynamics of a weakly diluted Ising model in the aging regime at criticality. We derive at first order in a $\sqrt{\epsilon}$ expansion the two-time response and correlation functions…
A simple model of oscillator chain with dynamical traps and additive white noise is considered. Its dynamics was studied numerically. As demonstrated, when the trap effect is pronounced nonequilibrium phase transitions of a new type arise.…