Related papers: Large deviations for clocks of self-similar proces…
Microreversibility rules the fluctuations of the currents flowing across open systems in nonequilibrium (or equilibrium) steady states. As a consequence, the statistical cumulants of the currents and their response coefficients at arbitrary…
This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…
In this note we generalise the Phillips theorem on the subordination of Feller processes by Levy subordinators to the class of additive subordinators (i.e. subordinators with independent but possibly nonstationary increments). In the case…
The conventional discussion of apparent distortions of space and time in Special Relativity (the Lorentz-Fitzgerald Contraction and Time Dilatation) is extended by considering observations of : (i) moving objects of limited lifetime in…
Time-averaged autocorrelation functions of a dichotomous random process switching between 1 and 0 and governed by wide power law sojourn time distribution are studied. Such a process, called a L\'evy walk, describes dynamical behaviors of…
In this paper, we derive the joint Laplace transforms of occupation times until its last passage times as well as its positions. Motivated by Baurdoux [2], the last times before an independent exponential variable are studied. By applying…
The dynamics of an unique type of clock mechanism known as grasshopper escapement is investigated with the aim of evaluating its accuracy in a noisy environment. It is demonstrated that the clock's precision scales linearly with the rate of…
We study the role of time-reversal symmetry on the dynamical response of nonlinear optical systems that behave as unidirectional ("one-way") devices. It is shown that lossless nonlinear materials, despite being nonreciprocal, are typically…
We study some limit theorems for the law of a generalized one-dimensional diffusion weighted and normalized by a non-negative function of the local time evaluated at a parametrized family of random times (which we will call a clock). As the…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
Beginning with the principle that a closed mechanical composite system is timeless, time can be defined by the regular changes in a suitable position coordinate (clock) in the observing part, when one part of the closed composite observes…
We establish the global asymptotic equivalence between a pure jumps L\'evy process $\{X_t\}$ on the time interval $[0,T]$ with unknown L\'evy measure $\nu$ belonging to a non-parametric class and the observation of $2m^2$ Poisson…
Let $\{D(s), s \geq 0\}$ be a non-decreasing L\'evy process. The first-hitting time process $\{E(t) t \geq 0\}$ (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$ is a process which has…
Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
The special theory of relativity teaches us that, although distinct inertial frames perceive the same dynamical laws, space and time intervals differ in value. We revisit the problem of time contraction using the paradigmatic model of a…
A systematic exposition of scale functions is given for positive self-similar Markov processes (pssMp) with one-sided jumps. The scale functions express as convolution series of the usual scale functions associated with spectrally one-sided…
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
The existence of a quantum butterfly effect in the form of exponential sensitivity to small perturbations has been under debate for a long time. Lately, this question gained increased interest due to the proposal to probe chaotic dynamics…