Related papers: On Effective Stochastic Generators for Conditioned…
We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…
A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…
We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…
We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…
This article studies Markovian stochastic motion of a particle on a graph with finite number of nodes and periodically time-dependent transition rates that satisfy the detailed balance condition at any time. We show that under general…
In this paper, we study the regularity of the value function associated with a stochastic control problem where two controls act simultaneously on a modulated multidimensional diffusion process. The first is a switching control modelling a…
We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of the splitting…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
We establish two concentration inequalities for nonlinear stochastic system under time-varying contraction conditions. The key to our approach is an energy function termed Averaged Moment Generating Function (AMGF). By combining it with…
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…
We show that current fluctuations in a stochastic pump can be robustly mapped to fluctuations in a corresponding time-independent nonequilibrium steady state. We thus refine a recently proposed mapping so that it ensures equivalence of not…
We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…
We have considered a one-dimensional coagulation-decoagulation system of classical particles on a finite lattice with reflecting boundaries. It is known that the system undergoes a phase transition from a high-density to a low-density…
This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…
Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…