Related papers: Two-time scale subordination in physical processes…
In a view for a simple model where natural selection at the individual level is confronted to selection effects at the group level, we consider some individual-based models of some large population subdivided into a large number of groups.…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
Tracers in a turbulent flow separate according to the celebrated $t^{3/2}$ Richardson--Obukhov law, which is usually explained by a scale-dependent effective diffusivity. Here, supported by state-of-the-art numerics, we revisit this…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We exactly calculate two-point spatial correlation functions in steady state in a broad class of conserved-mass transport processes, which are governed by chipping, diffusion and coalescence of masses. We find that the spatial correlations…
The Mellin transform is usually applied in probability theory to the product of independent random variables. In recent times the machinery of the Mellin transform has been adopted to describe the L\'evy stable distributions, and more…
We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way to parametrize the effect of the coupling as a function of only the…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…
We derive, through subordination techniques, a generalized Feynman-Kac equation in the form of a time fractional Schrodinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through…
Steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described in the range of scales between the correlation length of the flow and the diffusion scale. That corresponds to the…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…
Reaction-diffusion systems with reversible reactions generically display power-law relaxation towards chemical equilibrium. In this work we investigate through numerical simulations aging processes that characterize the non-equilibrium…
We argue that two-step models, like String and Glasma models, with creation first of sources extended in rapidity that after locally decay into particles, lead to long range forward-backward correlations due to fluctuations in the number or…
We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…
In this paper the running average of a subordinator with a tempered stable distribution is considered. We investigate a family of previously unexplored infinite-activity subordinators induced by the probability distribution of the running…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…