Related papers: Two-step asymptotics of scaled Dunkl processes
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
We study work extraction processes mediated by finite-time interactions with an ambient bath -- \emph{partial thermalizations} -- as continuous time Markov processes for two-level systems. Such a stochastic process results in fluctuations…
We study the model of binary branching Brownian motion with spatially-inhomogeneous branching rate $\beta \delta_0(\cdot)$, where $\delta_0(\cdot)$ is the Dirac delta function and $\beta$ is some positive constant. We show that the…
We study the time evolution of thermodynamic observables that characterise the dissipative nature of thermal relaxation after an instantaneous temperature quench. Combining tools from stochastic thermodynamics and large-deviation theory, we…
Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…
The spontaneous switching of a quantum particle between the wells of a double-well potential is a phenomenon of general interest to physics and chemistry. It was broadly believed that the switching rate decreases steadily with the size of…
We study Bessel and Dunkl processes $(X_{t,k})_{t\ge0}$ on $\mathbb R^N$ with possibly multivariate coupling constants $k\ge0$. These processes describe interacting particle systems of Calogero-Moser-Sutherland type with $N$ particles. For…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
We study the corrections to adiabatic dynamics of two coupled quantum dot spin-qubits, each dot singly occupied with an electron, in the context of a quantum computing operation. Tunneling causes double occupancy at the conclusion of an…
A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves…
This work introduces a construction of conformal processes that combines the theory of branching processes with chordal Loewner evolution. The main novelty lies in the choice of driving measure for the Loewner evolution: given a finite…
A diathermal wall between two heat baths at different temperatures can be mimicked by a layer of independent spin pairs with some internal energy and where each spin $\sigma_a$ is flipped by thermostat $a$ ($a=1,2$). The transition rates…
We determine the asymptotic forms of work distributions at arbitrary times $T$, in a class of driven stochastic systems using a theory developed by Engel and Nickelsen (EN theory) (arXiv:1102.4505v1 [cond-mat.stat-mech]), which is based on…
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…
Rapidly rotating Rayleigh-B\'enard convection is studied by combining results from direct numerical simulations (DNS), laboratory experiments and asymptotic modeling. The asymptotic theory is shown to provide a good description of the bulk…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…