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We study an open-boundary version of the on-off zero-range process introduced in Hirschberg et al. [Phys. Rev. Lett. 103, 090602 (2009)]. This model includes temporal correlations which can promote the condensation of particles, a situation…

Statistical Mechanics · Physics 2015-08-25 Massimo Cavallaro , Raúl J. Mondragón , Rosemary J. Harris

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…

Probability · Mathematics 2019-09-17 Ari Arapostathis , Guodong Pang , Yi Zheng

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

Probability · Mathematics 2011-07-19 Konstantinos Spiliopoulos

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Probability · Mathematics 2010-09-15 Rohini Kumar

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Probability · Mathematics 2024-11-21 Paweł J. Szabłowski

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…

Probability · Mathematics 2024-01-24 Bilal Canturk , Heinz-Peter Breuer

We study the stochastic thermodynamics of an overdamped harmonic chain, which can be viewed equivalently as a 1D Rouse chain or as an approximate model of single file diffusion. We discuss mainly two levels of description of this system:…

Statistical Mechanics · Physics 2015-06-23 David Lacoste , Michael A. Lomholt

Stochastic phenomena occurring within charged particle beams can be handled using the Vlasov-Fokker-Planck generalization of the Vlasov equation. In particular, this non-deterministic approach can deal with effects due to Coulomb scattering…

Accelerator Physics · Physics 2023-03-29 Jürgen Struckmeier

For controlled discrete-time stochastic processes we introduce a new class of dynamic risk measures, which we call process-based. Their main features are that they measure risk of processes that are functions of the history of a base…

Optimization and Control · Mathematics 2016-11-30 Jingnan Fan , Andrzej Ruszczynski

For Markov jump processes on irreducible networks with finite number of sites, we derive a general and explicit expression of the squared coefficient of variation for the net number of transitions from one site to a connected site in a…

Statistical Mechanics · Physics 2025-10-28 Alberto Garilli , Diego Frezzato

We propose a generalization of stochastic thermodynamics to systems of active particles, which move under the combined influence of stochastic internal self-propulsions (activity) and a heat bath. The main idea is to consider joint…

Soft Condensed Matter · Physics 2019-11-20 Grzegorz Szamel

Generative models have demonstrated remarkable success in domains such as text, image, and video synthesis. In this work, we explore the application of generative models to fluid dynamics, specifically for turbulence simulation, where…

Computational Engineering, Finance, and Science · Computer Science 2025-04-09 Nikolaj T. Mücke , Benjamin Sanderse

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel

We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…

Statistical Mechanics · Physics 2010-09-29 A. Altland , A. De Martino , R. Egger , B. Narozhny

In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…

Statistical Mechanics · Physics 2019-03-05 Nicolás Tizón-Escamilla , Vivien Lecomte , Eric Bertin

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

Statistical Mechanics · Physics 2007-11-09 Stephen R. Williams , Denis J. Evans
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