Related papers: Rare Events, the Thermodynamic Action and the Cont…
We establish the general equivalence between rare event process for arbitrary continuous functions whose maximal values are achieved on non-trivial sets, and the entry times distribution for arbitrary measure zero sets. We then use it to…
We present a theoretical framework that enables investigating rare transitions in a general model of an active particle in an external potential, with the thermal Active Ornstein-Uhlenbeck Particle (AOUP) appearing as a special case. Using…
We discuss limit distributions for hitting-time functions of certain exceptional families of asymptotically rare events for ergodic probability preserving transformations. The abstract core is an inducing argument. The latter applies, for…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
In this paper we will make the computation of the Onsager-Machlup functional of an inhomogeneous uniformly elliptic diffusion process. This functional will have formally the same picture as in the homogeneous case, the only difference come…
We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-log likelihood functions of the diffusion parameter and the…
We study a twice-differentiable transformation applied to a CKLS-type short-rate model with linear drift and power-type diffusion. The transformation yields a new process whose diffusion component has a square-root structure and whose drift…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
A numerical simulation method, based on Dang et al.'s self-consistent theory of large-amplitude collective motion, for rare transition events is presented. The method provides a one-dimensional pathway without knowledge of the final…
This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…
Energy transport in one-dimensional chains of particles with three conservation laws is generically anomalous and belongs to the Kardar-Parisi-Zhang dynamical universality class. Surprisingly, some examples where an apparent normal heat…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
We consider a binary fluid mixture, which lies in the one-phase region near the demixing critical point, and study its transport through a capillary tube linking two large reservoirs. We assume that short-range interactions cause…
Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…
Optical thermodynamics has recently emerged as a theoretical framework describing a Rayleigh-Jeans (RJ) modal power distribution of multimoded nonlinear photonic circuits. However, its applicability is constrained to systems exhibiting weak…