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We consider Markov jump processes on a graph described by a rate matrix that depends on various control parameters. We derive explicit expressions for the static responses of edge currents and steady-state probabilities. We show that they…

Statistical Mechanics · Physics 2024-08-28 Timur Aslyamov , Massimiliano Esposito

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…

Statistical Mechanics · Physics 2009-11-10 Nicola Cufaro Petroni , Salvatore De Martino , Silvio De Siena , Fabrizio Illuminati

We study a neural network model of interacting stochastic discrete two--state cellular automata on a regular lattice. The system is externally tuned to a critical point which varies with the degree of stochasticity (or the effective…

Statistical Mechanics · Physics 2015-06-12 Kaustubh Manchanda , Avinash Chand Yadav , Ramakrishna Ramaswamy

We study the local asymptotic normality (LAN) property for the likelihood function associated with discretely observed $d$-dimensional McKean-Vlasov stochastic differential equations over a fixed time interval. The model involves a joint…

Statistics Theory · Mathematics 2025-11-18 Akram Heidari , Mark Podolskij

We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time…

Statistical Mechanics · Physics 2015-06-16 Mariusz Żaba , Piotr Garbaczewski , Vladimir Stephanovich

Interactions between solitons and the coherent oscillation structures generated by localized disturbances via modulational instability are studied within the framework of the focusing nonlinear Schrodinger equation. Two main interaction…

Pattern Formation and Solitons · Physics 2018-10-24 Gino Biondini , Sitai Li , Dionyssios Mantzavinos

Synchronous collisions between a large number of solitons are considered in the context of a statistical description. It is shown that during the interaction of solitons of the same signs the wave field is effectively smoothed out. When the…

Pattern Formation and Solitons · Physics 2022-10-26 A. V. Slunyaev , T. V. Tarasova

Synchronous collisions of solitons of the Korteweg -- de Vries equation are considered as a representative example of the interaction of a large number of solitons in a soliton gas. Statistical properties of the soliton field are examined…

Pattern Formation and Solitons · Physics 2023-01-04 Tatiana V. Tarasova , Alexey V. Slunyaev

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

We consider a dynamic version of the stochastic block model, in which the nodes are partitioned into latent classes and the connection between two nodes is drawn from a Bernoulli distribution depending on the classes of these two nodes. The…

Statistics Theory · Mathematics 2023-08-30 Léa Longepierre , Catherine Matias

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

The aim of this work is to ascertain the characterization of the existence of coexistence states for a class of cooperative systems supported by the study of an associated non--local equation through classical variational methods. Thanks to…

Analysis of PDEs · Mathematics 2014-07-22 Pablo Alvarez-Caudevilla

We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…

Probability · Mathematics 2026-05-14 Sayan Banerjee , Andrew Nguyen

We address the general problem of formulating the dynamical large deviations of non-Markovian systems in a closed form. Specifically, we consider a broad class of ``self-interacting'' jump processes whose dynamics depends on the past…

Statistical Mechanics · Physics 2026-03-25 Francesco Coghi , Amarjit Budhiraja , Juan P. Garrahan

We propose a new generalisation of jump-telegraph process with variable velocities and jumps. Amplitude of the jumps and velocity values are random, and they depend on the time spent by the process in the previous state of the underlying…

Probability · Mathematics 2013-11-22 Nikita Ratanov

In this paper, we consider a piecewise deterministic Markov process (PDMP), with known flow and deterministic transition measure, and unknown jump rate $\lambda$. To estimate nonparametrically the jump rate, we first construct an adaptive…

Statistics Theory · Mathematics 2020-12-09 Nathalie Krell , Emeline Schmisser

Relative fluctuations of observables in discrete stochastic systems are bounded at all times by the mean dynamical activity in the system, quantified by the mean number of jumps. This constitutes a kinetic uncertainty relation that is…

Statistical Mechanics · Physics 2019-01-08 Ivan Di Terlizzi , Marco Baiesi

Many-body stochastic processes with weighted multiplicative interactions are investigated analytically and numerically. An interaction rate between particles with quantities $x, y$ is controlled by a homogeneous symmetric kernel $K(x, y)…

Statistical Mechanics · Physics 2007-05-23 Akihiro Fujihara , Satoshi Tanimoto , Toshiya Ohtsuki , Hiroshi Yamamoto

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…

Probability · Mathematics 2009-07-02 Julien Barral , Nicolas Fournier , Stephane Jaffard , Stephane Seuret

We consider a pure jump process $\{X_t\}_{t\ge 0}$ with values in a finite state space $S= \{1, \ldots, d\}$ for which the jump rates at time instant $t$ depend on the occupation measure $L_t \doteq t^{-1} \int_0^t \delta_{X_s}\,ds$. Such…

Probability · Mathematics 2025-10-17 Amarjit Budhiraja , Francesco Coghi
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