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The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…
The dynamical properties of double-stranded DNA are studied in the framework of the Peyrard-Bishop-Dauxois model using Langevin dynamics. Our simulations are analyzed in terms of two probability functions describing coherently localized…
We develop a nonequilibrium mode-coupling theory for uniformly sheared systems starting from microscopic, thermostatted SLLOD equations of motion. Our theory aims at describing stationary-state properties including rheological ones of…
We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
Spatially localized 2-D spot patterns occur for a wide variety of two component reaction-diffusion systems in the singular limit of a large diffusivity ratio. Such localized, far-from-equilibrium, patterns are known to exhibit a wide range…
We characterise the steady states of a suspension of two-dimensional active brownian particles (ABPs). We calculate the steady-state probability distribution to lowest order in Peclet number. We show that macroscopic quantities can be…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…
A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…
Many systems in biology, physics and engineering can be described by systems of ordinary differential equation containing many parameters. When studying the dynamic behavior of these large, nonlinear systems, it is useful to identify and…
An activator-inhibitor-substrate model of side-branching used in the context of pulmonary vascular and lung development is considered on the supposition that spatially localized concentrations of the activator trigger local side-branching.…
We consider a generalized coagulation-decoagulation system on a one-dimensional discrete lattice with reflecting boundaries. It is known that a Bernoulli shock measure with two shock fronts might have a simple random-walk dynamics, provided…
In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…
Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…
Living organisms maintain stable functioning amid environmental fluctuations through homeostasis, a property that preserves a system's behavior despite changes in environmental conditions. To elucidate homeostasis in stochastic biochemical…
For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution function. We study the joint distribution of the…
We investigate stationary states, including their existence and stability, in a class of nonlocal aggregation-diffusion equations with linear diffusion and symmetric nonlocal interactions. For the scalar case, we extend previous results by…
Let {X_{t_1,t_2}: t_1,t_2 >= 0} be a two-parameter L\'evy process on R^d. We study basic properties of the one-parameter process {X_{x(t),y(t)}: t \in T} where x and y are, respectively, nondecreasing and nonincreasing nonnegative…