Related papers: Stationarity of multivariate particle systems
We present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of the averaging principle for the dimensional reduction of the…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…
The paper presents necessary and sufficient conditions for a nonlinear system to be stabilized by a feedback. The conditions are based on the ideas related to the well-known Pontryagin's maximum principle. That allows us to formulate the…
Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…
Long-range interacting Hamiltonian systems are believed to relax generically towards non-equilibrium states called "quasi-stationary" because they evolve towards thermodynamic equilibrium very slowly, on a time-scale diverging with particle…
The basic characteristics of the classical many-particle (''macroscopic'') systems are notoriously hard to reproduce in quantum theory. In this paper we show that this is not the case for certain many-particle systems within the recently…
We present a class of systems for which the signal-to-noise ratio as a function of the noise level may display a multiplicity of maxima. This phenomenon, referred to as stochastic multiresonance, indicates the possibility that periodic…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
We find an exact series solution for the steady-state probability distribution of a harmonically trapped active Brownian particle in two dimensions, in the presence of translational diffusion. This series solution allows us to efficiently…
We investigate the effect of a nondegenerate quadratic nonlinear dimeric impurity on the formation of stationary localized states in one dimensional systems. We also consider the formation of stationary localized states in a fully nonlinear…
We consider a random two-phase process which we call a reset-return one. The particle starts its motion at the origin. The first, displacement, phase corresponds to a stochastic motion of a particle and is finished at a resetting event. The…
Particle systems admit a variety of tensor product structures (TPSs) depending on the algebra of observables chosen for analysis. Global symmetry transformations and dynamical transformations may be resolved into local unitary operators…
We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…