Related papers: Asymptotic work distributions in driven bistable s…
We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…
The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…
We show that a gas thermometer in contact with a stationary classical system out of thermal (Boltzmann) equilibrium evolves, under very general conditions, towards a state characterized by a Levy velocity distribution. Our approach is based…
Diffusive motion in an externally driven potential is considered. It is shown that the distribution of work required to drive the system from an initial equilibrium state to another is Gaussian for slow but finite driving. Our result is…
We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
We study a model for the motion of a tracer particle inside an active gel, exposing the properties of the van Hove distribution of the particle displacements. Active events of a typical force magnitude give rise to non-Gaussian…
The paper presents a novel asymptotic distribution for a mle when the log--likelihood is strictly concave in the parameter for all data points; for example, the exponential family. The new asymptotic distribution can be seen as a refinement…
Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
We consider the steady states of a driven inelastic Maxwell gas consisting of two types of particles with scalar velocities. Motivated by experiments on bilayers where only one layer is driven, we focus on the case when only one of the two…
The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
Complex Langevin dynamics can be used to perform numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is…
We employ an appropriate perturbative scheme in the large viscous regime to study oscillating states in driven Langevin systems. We explicitly determine oscillating state distribution of under-damped Brownian particle subjected to thermal,…
The Boltzmann distribution predicts the collective behavior of systems at thermodynamic equilibrium as a function of their constituent parts. Yet most systems in nature are not at equilibrium, and a unified theory of their behavior does not…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…