Related papers: Asymptotic work distributions in driven bistable s…
Self-gravitating system are non-equilibrium a priory. A new approach is proposed, which employs a non-equilibrium statistical operator into account inhomogeneous distribution of particles and temperature. The method involves the saddle -…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
We analyze the low temperature asymptotics of the quasi-stationary distribution associated with the overdamped Langevin dynamics (a.k.a. the Einstein-Smoluchowski diffusion equation) in a bounded domain. This analysis is useful to…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
We discuss in this paper a possibility of constructing a whole class of asymptotic distribution-free tests for testing regularly varying tail distributions. The idea is that we treat the tails of distributions as members of a parametric…
This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…
We extend the canonical Gibbs distribution, originally formulated for systems at equilibrium, to systems driven out of equilibrium. The stochastic dynamics of a small system are described by a probability distribution over discrete energy…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
The probability distribution function for an out of equilibrium system may sometimes be approximated by a physically motivated "trial" distribution. A particularly interesting case is when a driven system (e.g., active matter) is…
We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution…
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…
We explore the distribution of paths followed in fluctuation-induced switching between coexisting stable states. We introduce a quantitative characteristic of the path distribution in phase space that does not require a priori knowledge of…
A new variational method for studying the equilibrium states of an interacting particles system has been proposed. The statistical description of the system is realized by means of a density matrix. This method is used for description of…
Advanced thermostats for molecular dynamics are proposed on the base of the rigorous Langevin dynamics. Because the latter accounts for the subsystem-bath interactions in details, the bath anisotropy and nonuniformity are described via the…
Biomolecular systems like molecular motors or pumps, transcription and translation machinery, and other enzymatic reactions can be described as Markov processes on a suitable network. We show quite generally that in a steady state the…
We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…
A methodology to sample the isothermal-isobaric ensemble using Langevin dynamics is proposed, which combines novel features of geometric integrators for the equations of motion. By employing the Trotter expansion, the methodology generates…