Related papers: Co-jumps and Markov counting systems in random env…
We show that certain Markov jump processes associated to crystal growth models are positive recurrent when the parameters satisfy a rather natural condition.
The paper addresses the problem of calculating the noise-induced switching rates in systems with delay-distributed kernels and Gaussian noise. A general variational formulation for the switching rate is derived for any distribution kernel,…
Full counting statistics is a powerful tool to characterize the noise and correlations in transport through mesoscopic systems. In this work, we propose the theory of conditional spin counting statistics, i.e., the statistical fluctuations…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
Transport phenomena are ubiquitous throughout the science, engineering and technology disciplines as it concerns energy, mass, charge and information exchange between systems. In particular, energy transport in the nanoscale regime has…
Parallel recordings of neural spike counts have revealed the existence of context-dependent noise correlations in neural populations. Theories of population coding have also shown that such correlations can impact the information encoded by…
Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In…
A random chaotic interval map with noise which causes coarse-graining induces a finite-state Markov chain. For a map topologically conjugate to a piecewise-linear map with the Lebesgue measure being ergodic, we prove that the Shannon…
This paper investigates the influence of environmental noise on the characteristic timescale of the dynamics of density-dependent populations. General results are obtained on the statistics of time spent in rarity and time spent in…
In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining…
We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…
Studying the neurological, genetic and evolutionary basis of human vocal communication mechanisms using animal vocalization models is an important field of neuroscience. The data sets typically comprise structured sequences of syllables or…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We study the effect of Markovian environmental noise on the dynamics of a two-level quantum system which is steered adiabatically by an external driving field. We express the master equation taking consistently into account all the…
The synchrony and variability have been discussed of the coupled Langevin model subjected to spatially correlated additive and multiplicative noise. We have employed numerical simulations and the analytical augmented-moment method which is…
We analyze the noise induced synchronization between a collective variable characterizing a complex system with a finite number of interacting bistable units and time periodic driving forces. A random phase process associated to the…
Most biological systems are formed by component parts that to some degree are inter-related. Groups of parts that are more associated among themselves and are relatively autonomous from others are called modules. One of the consequences of…
In physics, it is frequently needed to precisely measure the count rate of some process. Quite often one needs to account for electronics dead time, pile-up and other features of data acquisition system to avoid systematic shifts of the…