Related papers: Large-deviation analysis for counting statistics i…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
We apply the Gaussian trajectories approach to the study of the critical behavior of two-dimensional dissipative arrays of nonlinear photonic cavities, in presence of two-photon driving and in regimes of sizable loss rates. In spite of the…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We present a theory of full counting statistics for electron transport through interacting electron systems with non-Markovian dynamics. We illustrate our approach for transport through a single-level quantum dot and a metallic…
Measurements of single electron tunneling through a quantum dot using a quantum point contact as charge detector have been performed for very long time traces with very large event counts. This large statistical basis is used for a detailed…
We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…
This paper introduces the use of statistical distributions based on transport differential equations for clear distinction of transport modes within transient kinetic experiments. More specifically,novel techniques are developed for the…
Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…
The segmentation of data into stationary stretches also known as multiple change point problem is important for many applications in time series analysis as well as signal processing. Based on strong invariance principles, we analyse data…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…
Quantum walks are a well-established model for the study of coherent transport phenomena and provide a universal platform in quantum information theory. Dynamically influencing the walker's evolution gives a high degree of flexibility for…
Stochastic systems feature, in general, both coherent dynamics and incoherent transitions between different states. We propose a method to identify the coherent part in the full counting statistics for the transitions. The proposal is…
We consider multi-terminal mesoscopic transport through a well-conducting chaotic quantum cavity using random matrix theory. Four-probe resistance vanishes on the average and is not affected by weak localization. Its fluctuations are given…
This article reviews the concepts and methods of variational path sampling. These methods allow computational studies of rare events in systems driven arbitrarily far from equilibrium. Based upon a statistical mechanics of trajectory space…
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…
We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…
A Large Deviation Principle (LDP) is established for the stationary distribution of the number of customers in a many--server queue in heavy traffic for a moderate deviation scaling akin to the Halfin--Whitt regime. The interarrival and…