Related papers: Small-time Sampling Behaviour of a Fleming-Viot Pr…
Dynamical phase transitions are defined through non-analyticities of the survival probability of an out-of-equilibrium time-evolving state at certain critical times. They ensue from zeros of the corresponding survival amplitude. By…
Standard neutral population genetics theory with a strictly fixed population size has important limitations. An alternative model that allows independently fluctuating population sizes and reproduces the standard neutral evolution is…
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…
We consider the class of self-similar Gaussian stochastic volatility models, and compute the small-time (near-maturity) asymptotics for the corresponding asset price density, the call and put pricing functions, and the implied volatilities.…
We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…
The ambitious and ultimate research purpose in Systems Biology is the understanding and modelling of the cell's system. Although a vast number of models have been developed in order to extract biological knowledge from complex systems…
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…
Autocatalytic reaction system with a small number of molecules is studied numerically by stochastic particle simulations. A novel state due to fluctuation and discreteness in molecular numbers is found, characterized as extinction of…
Melting is omnipresent in nature and technology, with applications ranging from metallurgy, biology, food science, and latent thermal energy storage to oceanography, geophysics, and climate science, and occurring on all scales from…
We study a discrete non-autonomous system whose autonomous counterpart (with the frozen bifurcation parameter) admits a saddle-node bifurcation, and in which the bifurcation parameter slowly changes in time and is characterized by a sweep…
We consider a fixed size population that undergoes an evolutionary adaptation in the weak mutuation rate limit, which we model as a biased Langevin process in the genotype space. We show analytically and numerically that, if the fitness…
The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large time asymptotic behavior of random flights. We prove the…
The traditional dynamical phase transition refers to the appearance of singularities in an observable with respect to a control parameter for a late-time state or singularities in the rate function of the Loschmidt echo with respect to…
The star-shaped $\Lambda$-coalescent and corresponding $\Lambda$-Fleming-Viot process where the $\Lambda$ measure has a single atom at unity are studied in this paper. The transition functions and stationary distribution of the…
This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…
We study the asymptotic spectral behavior of high-dimensional random Gram matrices with sparsity and a variance profile, motivated by applications in wireless communications. Specifically, we consider the Gram matrices $\mathbf S_n=\mathbf…
In studying the time evolution of isolated many-body quantum systems, a key focus is determining whether the system undergoes relaxation and reaches a steady state at a given point in time. Traditional approaches often rely on specific…
The concept of weak invariants has recently been introduced in the context of conserved quantities in finite-time processes in nonequilibrium quantum thermodynamics. A weak invariant itself has a time-dependent spectrum, but its expectation…
Scale-invariant spatial or temporal patterns and L\'evy flight motion have been observed in a large variety of biological systems. It has been argued that animals in general might perform L\'evy flight motion with power law distribution of…