Related papers: Rare Events, the Thermodynamic Action and the Cont…
We consider Lagrangian systems in the limit of infinitely many particles. It is shown that the corresponding discrete action functionals Gamma-converge to a continuum action functional acting on probability measures of particle…
Regime switching processes have proved to be indispensable in the modeling of various phenomena, allowing model parameters that traditionally were considered to be constant to fluctuate in a Markovian manner in line with empirical findings.…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…
In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…
The mechanical force from light -- radiation pressure -- provides an intrinsic nonlinear interaction. Consequently, optomechanical systems near their steady state, such as the canonical optical spring, can display non-analytic behavior as a…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
Limiting structure of thermodynamic functions of gaseous plasmas is under consideration in the limit of low temperature and density. The remarkable tendency, that was claimed previously [High Temp. 19, 799 (1981)], is carried to extreme. In…
We develop two notions of time-restricted sensitivity to initial conditions for measurable dynamical systems, where the time before divergence of a pair of paths is at most an asymptotically logarithmic function of a measure of their…
Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…
Many processes in chemistry, physics, and biology involve rare events in which the system escapes from a metastable state by surmounting an activation barrier. Examples range from chemical reactions, protein folding, and nucleation events…
Yet another proof of Onsager-Machlup formula for diffusion processes on a Riemannian manifold after Takahashi-Watanabe, Fujita-Kotani. The proof is purely probabilistic and contains a precise study on an ergodic effect for a key Wiener…
In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…
Molecular dynamics (MD)-based path sampling algorithms are a very important class of methods used to study the energetics and kinetics of rare (bio)molecular events. They sample the highly informative but highly unlikely reactive…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…