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We study large deviations principles for $ N $ random processes on the lattice $ \Z^d $ with finite time horizon $ [0,\beta] $ under a symmetrised measure where all initial and terminal points are uniformly given by a random permutation.…

Mathematical Physics · Physics 2007-05-23 Stefan Adams , Tony Dorlas

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local…

Probability · Mathematics 2011-12-08 Julien Barral , Patrick Loiseau

This note describes recent results on the localization properties of Random Quantum Walks on the d-dimensional lattice in a regime analogous to the large disorder regime by means of the Fractional Moments Method adapted to the unitary…

Mathematical Physics · Physics 2012-09-20 Alain Joye

We present a quantitative continuum theory of ``flocking'': the collective coherent motion of large numbers of self-propelled organisms. Our model predicts the existence of an ``ordered phase'' of flocks, in which all members of the flock…

Statistical Mechanics · Physics 2009-10-31 John Toner , Yuhai Tu

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

Fluctuations arise universally in Nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial…

Statistical Mechanics · Physics 2011-06-06 Pablo I. Hurtado , Carlos Perez-Espigares , Jesus J. del Pozo , Pedro L. Garrido

Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…

Classical Physics · Physics 2015-12-01 G. S. Agarwal , Sushanta Dattagupta

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

Molecular motors convert chemical energy derived from the hydrolysis of ATP into mechanical energy. A well-studied model of a molecular motor is the flashing ratchet model. We show that this model exhibits a fluctuation relation known as…

Statistical Mechanics · Physics 2015-05-13 D. Lacoste , K. Mallick

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Probability · Mathematics 2010-03-04 C. R. E. Raja , R. Schott

We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 D. Lacoste , A. W. C. Lau , K. Mallick

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…

Statistical Mechanics · Physics 2015-05-13 Christian Maes , Karel Netočný , Bram Wynants

Movements of molecular motors on cytoskeletal filaments are described by directed walks on a line. Detachment from this line is allowed to occur with a small probability. Motion in the surrounding fluid is described by symmetric random…

Statistical Mechanics · Physics 2007-05-23 Theo M. Nieuwenhuizen , Stefan Klumpp , Reinhard Lipowsky

The investigation of random walks is central to a variety of stochastic processes in physics, chemistry, and biology. To describe a transport phenomenon, we study a variant of the one-dimensional persistent random walk, which we call a…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Seung Ki Baek , Hawoong Jeong , Seung-Woo Son , Beom Jun Kim

Random walks cannot, in general, be pushed forward by quasi-isometries. Tame Markov chains were introduced as a `quasi-isometry invariant' are a generalization of random walks. In this paper, we construct several examples of tame Markov…

Group Theory · Mathematics 2023-09-27 Antoine Goldsborough , Stefanie Zbinden

Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…

Statistical Mechanics · Physics 2013-02-05 Yu. E. Kuzovlev

In this paper, we study discrete-time quantum walks on one-dimensional lattices. We find that the coherent dynamics depends on the initial states and coin parameters. For infinite size of lattice, we derive an explicit expression for the…

Cellular Automata and Lattice Gases · Physics 2015-05-18 Xin-Ping Xu