Related papers: Current fluctuations for independent random walks …
In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between V and -V. If V is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the…
When an ensemble of particles interact hydrodynamically, they generically display large-scale transient structures such as swirls in sedimenting particles [1], or colloidal strings in sheared suspensions [2]. Understanding these…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
We give a vacuum description with zero-point density for virtual fluctuations. One of the goals is to explain the origin of the vacuum permittivity and permeability and to calculate their values. In particular, we improve on existing…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
Behind the nice unification provided by the notion of the level 2.5 in the field of large deviations for time-averages over a long Markov trajectory, there are nevertheless very important qualitative differences between the meaning of the…
To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…
We consider the fluctuations in the number of particles in a box of size L^d in Z^d, d>=1, in the (infinite volume) translation invariant stationary states of the facilitated exclusion process, also called the conserved lattice gas model.…
We investigate two distinct universality classes for probe particles that move stochastically in a one-dimensional driven system. If the random force that drives the probe particles is fully generated by the current fluctuations of the…
Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…
We study the scaling behaviors in the wind velocity time series collected at the atmospheric surface layer and compare them with two commonly used cascade models, the truncated stable distribution and the log-normal model. Results show that…
Properties of random and fluctuating systems are often studied through the use of Gaussian distributions. However, in a number of situations, rare events have drastic consequences, which can not be explained by Gaussian statistics.…
Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…
We consider a system of N particles with a stochastic dynamics introduced by Brunet and Derrida. The particles can be interpreted as last passage times in directed percolation on {1,...,N} of mean-field type. The particles remain grouped…
We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…
We investigate the two-dimensional classical dynamics of the scattering of point particles by two periodically oscillating disks. The dynamics exhibits regular and chaotic scattering properties, as a function of the initial conditions and…