Related papers: Heavy-tailed targets and (ab)normal asymptotics in…
Non-Gaussian diffusion has been intensively studied in recent years, which reflects the dynamic heterogeneity in the disordered media. The recent study on the non-Gaussian diffusion in a static disordered landscape suggests novel phenomena…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…
The dynamics of polymers in a random smooth flow is investigated in the framework of the Hookean dumbbell model. The analytical expression of the time-dependent probability density function of polymer elongation is derived explicitly for a…
Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
We examine a distributional fixed-point equation related to a multi-type branching process that is key in the cluster sizes analysis of multivariate heavy-tailed Hawkes processes. Specifically, we explore the tail behavior of its solution…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
In this paper, we provide a result of exponential stability for several dissipative linear kinetic equations with heavy-tailed equilibria. The approach, inspired by the so-called $L^2$-hypocoercivity method, is robust enough to provide…
Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
We investigate the dynamics of two interacting diffusing particles in an infinite effectively one dimensional system; the particles interact through a step-like potential of width b and height phi_0 and are allowed to pass one another. By…
Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…
We show that a simple mechanistic model of spatial dispersal for settling organisms, subject to parameter variability, can generate heavy-tailed radial probability density functions. The movement of organisms in the model consists of a…