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Related papers: Rare Events, the Thermodynamic Action and the Cont…

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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…

Dynamical Systems · Mathematics 2019-05-27 Fan Yang

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…

Statistical Mechanics · Physics 2026-04-20 Vito Seinen , Peter G. Bolhuis , Daan Crommelin , Sara Jabbari Farouji , Michel Mandjes

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…

Dynamical Systems · Mathematics 2018-06-08 Roland Zweimüller

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,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

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…

Statistical Mechanics · Physics 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

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…

Statistical Mechanics · Physics 2026-04-21 Lars Torbjørn Stutzer , Cai Dieball , Aljaž Godec

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…

Probability · Mathematics 2011-04-15 Koléhé Abdoulaye Coulibaly-Pasquier

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…

Statistics Theory · Mathematics 2020-04-30 Yozo Tonaki , Yusuke Kaino , Masayuki Uchida

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…

Probability · Mathematics 2025-12-16 Boyuan Ning , Yasutaka Shimizu

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…

Statistical Mechanics · Physics 2026-03-10 M. Süzen

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…

Other Condensed Matter · Physics 2015-05-20 Kyosuke Tsumura , Yoshitaka Maeda , Hiroyuki Watanabe

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…

Probability · Mathematics 2011-10-18 Lasse Leskelä , Mikko Stenlund

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…

Statistical Mechanics · Physics 2020-09-16 Stefano Lepri , Roberto Livi , Antonio Politi

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…

Statistical Mechanics · Physics 2019-05-30 David Hartich , Aljaz Godec

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…

Probability · Mathematics 2019-12-10 Sean D Lawley

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…

Dynamical Systems · Mathematics 2024-12-02 Dylan Bansard-Tresse

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,…

Probability · Mathematics 2017-03-01 Augusto Almeida Santos , Soummya Kar , José M. F. Moura , João Xavier

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…

Soft Condensed Matter · Physics 2023-09-21 Youhei Fujitani , Shunsuke Yabunaka

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,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

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…

Pattern Formation and Solitons · Physics 2026-03-31 Emily Kabat , Shrohan Mohapatra , P. G. Kevrekidis , Tsampikos Kottos