Related papers: Criticality in Brownian ensembles
The non-Gaussian measures of the particle number fluctuations -- skewness $S\sigma$ and kurtosis $\kappa \sigma^2$ -- are calculated in a vicinity of the critical point. This point corresponds to the end point of the first-order liquid-gas…
For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…
We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…
We study the effects of the finite number of experimental data on the computation of a generalized fluctuation-dissipation relation around a nonequilibrium steady state of a Brownian particle in a toroidal optical trap. We show that the…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
The equation of state with quantum statistics corrections is used for particle number fluctuations $\omega$ of isotopically symmetric nuclear matter with interparticle van der Waals and Skyrme local density interactions. The fluctuations,…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a framework. We…
Quantum fluctuation expression of the baryon number for a subsystem consisting of hot relativistic spin-$\frac{1}{2}$ particles are derived. These fluctuations seems to diverge in the limit where system size goes to zero. For a broad range…
Conventional practice of spatially resolved detection in diffusion-coupled thermal atomic vapors implicitly treat localized responses as mutually independent. However, in this study, it is shown that observable correlations are governed by…
The statistical properties of a Hamiltonian $H_0$ perturbed by a localized scatterer are considered. We prove that when $H_0$ describes a bounded chaotic motion, the universal part of the spectral statistics are not changed by the…
The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…
Particle number fluctuations are studied in relativistic Bose and Fermi gases. The calculations are done within both the grand canonical and canonical ensemble. The fluctuations in the canonical ensemble are found to be different from those…
A measure of primal importance for capturing the serial dependence of a stationary time series at extreme levels is provided by the limiting cluster size distribution. New estimators based on a blocks declustering scheme are proposed and…
Height fluctuations are studied in the one-dimensional totally asymmetric simple exclusion process with periodic boundaries, with a focus on how late time relaxation towards the non-equilibrium steady state depends on the initial condition.…
We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…
Wavefunction collapse is commonly associated with unavoidable physical disturbance of the measured system. Here we show that in driven-dissipative quantum systems, continuous measurement can induce strong trajectory-level collapse while…
For a macroscopic, isolated quantum system in an unknown pure state, the expectation value of any given observable is shown to hardly deviate from the ensemble average with extremely high probability under generic equilibrium and…