Related papers: Distribution function of persistent current
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
Using an effective-field-theory (nonlinear sigma model) description of interacting electrons in a disordered metal ring enclosing magnetic flux, we calculate the moments of the persistent current distribution, in terms of interacting…
We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…
In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…
We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dimensional diffusion from continuous-time data. Rewriting the likelihood in terms of local time of the process, and specifying a Gaussian…
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…
A large variety of problems in statistical physics use a Gaussian distribution as a starting point. For the problem of intermittency in fluid turbulence, the Gaussian approximation is not a useful beginning. We find that the Cramer's rate…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
Persistent currents circulate continuously without requiring external power sources. Here, we extend their theory to include dissipation within the framework of non-Hermitian quantum Hamiltonians. Using Green's function formalism, we…
Perturbing the arrangements of pegs on a static Galton board can result in non-trivial stationary distributions, which in the continuum limit correspond to departure from regular gaussian behavior. Two such distributions are obtained.…
We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…
We present a field theory for the statistics of charge and current fluctuations in diffusive systems. The cumulant generating function is given by the saddle-point solution for the action of this field theory. The action depends on two…
Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…