Related papers: Interfacial Phenomena and Natural Local Time
In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear…
A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically…
We study the local (in time) expansion of a continuous-time process and its conditional moments, including the process' characteristic function. The expansions are conducted by using the properties of the (time-extended) Ito signature, a…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
A connection between the response and fluctuation in general nonequilibrium stationary states is investigated. We focus on time-symmetric quantities and find that the fluctuation of a kind of empirical measure can be expressed with the…
A new proposal for a Lorentz-invariant spontaneous localization theory is presented. It is based on the choice of a suitable set of macroscopic quantities to be stochastically induced to have definite values. Such macroscopic quantities…
We show how a recently introduced statistics [Patil et al, Phys. Rev. Lett. 81 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as…
In this paper, we introduce the linear fractional self-attracting diffusion driven by a fractional Brownian motion with Hurst index 1/2<H<1, which is analogous to the linear self-attracting diffusion. For 1-dimensional process we study its…
A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
We compare the relation between dispersion and dissipation for two random variables that can be used to characterize the precision of a Brownian clock. The first random variable is the current between states. In this case, a certain…
A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…
We introduce the stochastic process of incremental multifractional Brownian motion (IMFBM), which locally behaves like fractional Brownian motion with a given local Hurst exponent and diffusivity. When these parameters change as function of…
This paper presents alternative ideas on the physics of time that lead to a new interpretation of cosmological redshifts. These ideas are based on the close relationship between the speed of time and entropy processes in our universe. I…
In papers on primary state diffusion (Percival 1994, 1995), numerical estimates suggested that fluctuations in the space-time metric on the scale of the Planck time (10^-44s) could be detected using atom interferometers. In this paper we…
Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…
The ever increasing adoption of mobile technologies and ubiquitous services allows to sense human behavior at unprecedented levels of details and scale. Wearable sensors are opening up a new window on human mobility and proximity at the…
Development of the contemporary theory of physical phenomena in the microcosm is considered to be a result of development of Einstein's ideas on a possibility of the event space modification and on a possibility of stochastic (Brownian)…
We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of…
A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…