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The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

We propose a stochastic Gillespie scheme to describe the temporal fluctuations of local denaturation zones in double-stranded DNA as a single molecule time series. It is demonstrated that the model recovers the equilibrium properties. We…

Biomolecules · Quantitative Biology 2009-11-11 Suman Kumar Banik , Tobias Ambjornsson , Ralf Metzler

Rare event statistics for random walks on complex networks are investigated using the large deviations formalism. Within this formalism, rare events are realized as typical events in a suitably deformed path-ensemble, and their statistics…

Statistical Mechanics · Physics 2015-06-30 Caterina De Bacco , Alberto Guggiola , Reimer Kühn , Pierre Paga

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We investigate the possibility of characterizing the different thermalization pathways through a large-deviation approach. Specifically, we consider clean, disordered and quasi-periodic harmonic chains under energy and momentum-conserving…

Statistical Mechanics · Physics 2024-08-21 Stefano Lepri

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette

Dynamical phase transitions (DPTs) arise from qualitative changes in the long-time behavior of stochastic trajectories, often observed in systems with kinetic constraints or driven out of equilibrium. Here we demonstrate that first-order…

Statistical Mechanics · Physics 2024-07-29 Takahiro Kanazawa , Kyogo Kawaguchi , Kyosuke Adachi

Stochastic dynamics of chemical reactions in a mutually repressing two-gene circuit is numerically simulated. The circuit has a rich variety of different states when the kinetic change of DNA status is slow. The stochastic switching…

Disordered Systems and Neural Networks · Physics 2009-11-11 Tomohiro Ushikubo , Wataru Inoue , Mitsumasa Yoda , Masaki Sasai

The notion of (auto) catalytic networks has become a cornerstone in understanding the possibility of a sudden dramatic increase of diversity in biological evolution as well as in the evolution of social and economical systems. Here we study…

Other Condensed Matter · Physics 2016-10-05 Rudolf Hanel , Stuart A. Kauffman , Stefan Thurner

We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…

Probability · Mathematics 2020-12-01 Paweł Klimasara , Michael C. Mackey , Andrzej Tomski , Marta Tyran-Kamińska

Phase transitions generically occur in random matrix models as the parameters in the joint probability distribution of the random variables are varied. They affect all main features of the theory and the interpretation of statistical models…

Statistical Mechanics · Physics 2007-05-23 G. M. Cicuta

We study lower large deviations for the current of totally asymmetric zero-range processes on a ring with concave current-density relation. We use an approach by Jensen and Varadhan which has previously been applied to exclusion processes,…

Statistical Mechanics · Physics 2021-07-21 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

We recently proposed a dynamical mesoscopic model for DNA, which is based, like statistical ones, on site-dependent finite stacking and pairing enthalpies. In the present article, we first describe how the parameters of this model are…

Biological Physics · Physics 2009-01-14 Marc Joyeux , Ana-Maria Florescu

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

In datasets where the number of parameters is fixed and the number of samples is large, principal component analysis (PCA) is a powerful dimension reduction tool. However, in many contemporary datasets, when the number of parameters is…

Probability · Mathematics 2019-02-14 Enrico Au-Yeung , Greg Zanotti

Cells use genetic switches to shift between alternate gene expression states, e.g., to adapt to new environments or to follow a developmental pathway. Here, we study the dynamics of switching in a generic-feedback on/off switch. Unlike…

Molecular Networks · Quantitative Biology 2015-05-27 Michael Assaf , Elijah Roberts , Zaida Luthey-Schulten

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

Statistical Mechanics · Physics 2025-04-09 Martin R. Evans , John C. Sunil

We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…

Statistical Mechanics · Physics 2016-05-18 Peter G. Hufton , Yen Ting Lin , Tobias Galla , Alan J. McKane
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