Related papers: Subordination scenario of anomalous relaxation
The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…
A model glass is considered with one type of fast ($\beta$-type) of processes, and one type of slow processes ($\alpha$-type). On time-scales where the fast ones are in equilibrium, the slow ones have a dynamics that resembles the one of…
We study the process of relaxation back to thermal equilibrium in $(1+1)$-dimensional conformal field theory at finite temperature. When the size of the system is much larger than the inverse temperature, perturbations decay exponentially…
A popular and efficient discretization of evolutions involving the singular $p$-Laplace operator is based on a factorization of the differential operator into a linear part which is treated implicitly and a regularized singular factor which…
We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…
In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fractional Skellam process and tempered space-fractional Skellam…
An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…
We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build additive inhomogeneous processes by subordination of a…
A number of results for reactions involving subdiffusive species all with the same anomalous exponent gamma have recently appeared in the literature and can often be understood in terms of a subordination principle whereby time t in…
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…
The anomalous scaling of correlation functions in the turbulent statistics of active scalars (like temperature in turbulent convection) is understood in terms of an auxiliary passive scalar which is advected by the same turbulent velocity…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…
In this article, the compound Poisson processes of order $k$ (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) and its right continuous inverse, the two subordinated CPPoK…
Thermodynamic relations are derived from first principles of mechanics for non-equilibrium processes. Since the key role herein is played by the law of increase of entropy, the latter is analyzed at first. It is shown that its derivation…
The class of locally stationary processes assumes that there is a time-varying spectral representation, that is, the existence of finite second moment. We propose the $\alpha$-stable locally stationary process by modifying the innovations…
This paper introduces and analyses a general statistical model, termed the RARE model, of random relaxation processes in disordered systems. The model considers excitations, that are randomly scattered around a reaction center in a general…
Fluctuation-dominated phase ordering refers to a steady state in which the magnitude of long-range order varies strongly owing to fluctuations, and to the associated coarsening phenomena during the approach to steady state. Strong…
In this article, the infinite series form of the probability densities of tempered stable and inverse tempered stable subordinators are obtained using Mellin transform. Further, the densities of the products and quotients of stable and…