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This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…

Probability · Mathematics 2025-04-29 Wei Xu

We consider the one-dimensional totally asymmetric simple exclusion process (TASEP) with position-dependent hopping rates. The problem is solved,in a mean field/adiabatic approximation, for a general (smooth) form of spatial rate variation.…

Statistical Mechanics · Physics 2011-06-15 R. B. Stinchcombe , S. L. A. de Queiroz

In this paper we apply techniques of spherical harmonic analysis to prove a local limit theorem, a rate of escape theorem, and a central limit theorem for isotropic random walks on arbitrary thick regular affine buildings of irreducible…

Probability · Mathematics 2007-05-23 James Parkinson

A particle in the H\'enon-Heiles potential can escape when its energy is above the threshold value $E_{th}={1/6}$. We report a theoretical study on the the escape rates near threshold. We derived an analytic formula for the escape rate as a…

Chaotic Dynamics · Physics 2007-05-23 H. J. Zhao , M. L. Du

Kramers escape rate in the overdamped systems with the power-law distribution is studied. By using the mean first passage time, we derive the escape rate for the power-law distribution and obtain the Kramers' infinite barrier escape rate in…

Statistical Mechanics · Physics 2015-08-10 Yanjun Zhou , Jiulin Du

We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…

Probability · Mathematics 2013-10-16 Shunxiang Ouyang

We consider chaotic (hyperbolic) dynamical systems which have a generating Markov partition. Then, open dynamical systems are built by making one element of a Markov partition a hole through which orbits escape. We compare various estimates…

Dynamical Systems · Mathematics 2020-10-28 Hassan Attarchi , Leonid A. Bunimovich

Let $Y$ be a topological Markov chain with finite leading and follower sets. Special flow over $Y$ whose height function depends on the time zero of elements of $Y$ is constructed. Then a formula for computing the entropy of this flow will…

Dynamical Systems · Mathematics 2011-01-25 Dawoud Ahmadi Dastjerdi , Sanaz Lamei

We investigate the escape dynamics of the doubling map with a time-periodic hole. We use Ulam's method to calculate the escape rate as a function of the control parameters. We consider two cases, oscillating or breathing holes, where the…

Chaotic Dynamics · Physics 2014-10-01 André L. P. Livorati , Orestis Georgiou , Carl P. Dettmann , Edson D. Leonel

Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…

Information Theory · Computer Science 2015-01-14 Alexander Schönhuth

We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…

Dynamical Systems · Mathematics 2010-08-30 Vitor Araujo

Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence time (in a fluid domain) quantify fluid transport between…

Dynamical Systems · Mathematics 2025-10-20 Jinqiao Duan , James R. Brannan , Vincent J. Ervin

Escape rate in the low-to-intermediate damping connecting the low damping with the intermediate damping is established for the power-law distribution on the basis of flux over population theory. We extend the escape rate in the low damping…

Statistical Mechanics · Physics 2015-08-10 Yanjun Zhou , Jiulin Du

Single file systems are simplified models to study effectively one-dimensional physical systems. Here we compute analytically the complete first exit time statistics for an ideal overdamped single file with absorbing boundary conditions.…

Statistical Mechanics · Physics 2022-05-06 Alessio Lapolla

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…

Statistical Mechanics · Physics 2015-04-16 Sergei Fedotov , Nickolay Korabel

The reactive process of barrier escaping from the metastable potential well is studied together with the extension of Kramers' rate formula to the fractional case. Characteristic quantities are computed for an thimbleful of insight into the…

Chemical Physics · Physics 2015-02-24 Chun-Yang Wang

Using high-resolution direct numerical simulations, the height and Reynolds number dependence of higher-order statistics of the energy dissipation rate and local enstrophy are examined in incompressible, fully-developed turbulent channel…

Fluid Dynamics · Physics 2011-06-28 Peter E. Hamlington , Dmitry Krasnov , Thomas Boeck , Jörg Schumacher

We discuss activated escape from a metastable state of a system driven by a time-periodic force. We show that the escape probabilities can be changed very strongly even by a comparatively weak force. In a broad parameter range, the…

Statistical Mechanics · Physics 2009-11-07 M. I. Dykman , B. Golding , L. I. McCann , V. N. Smelyanskiy , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

We study Poincar\'e recurrence for flows and observations of flows. For Anosov flow, we prove that the recurrence rates are linked to the local dimension of the invariant measure. More generally, we give for the recurrence rates for the…

Dynamical Systems · Mathematics 2011-01-28 Jérôme Rousseau

We consider escape from chaotic maps through a subset of phase space, the hole. Escape rates are known to be locally constant functions of the hole position and size. In spite of this, for the doubling map we can extend the current best…

Chaotic Dynamics · Physics 2012-12-10 Carl Dettmann