Related papers: Phase transitions in large deviations of reset pro…
The denaturation transition which takes place in circular DNA is analyzed by extending the Poland-Scheraga model to include the winding degrees of freedom. We consider the case of a homopolymer whereby the winding number of the double…
In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response.…
The large deviations at 'Level 2.5 in time' for time-dependent ensemble-empirical-observables, introduced by C. Maes, K. Netocny and B. Wynants [Markov Proc. Rel. Fields. 14, 445 (2008)] for the case of $N$ independent Markov jump…
Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…
A one dimensional stochastic exclusion process with two species of particles, $+$ and $-$, is studied where density of each species can fluctuate but the total particle density is conserved. From the exact stationary state weights we show…
Dynamical phase transitions can occur in isolated quantum systems that are brought out of equilibrium by sudden parameter changes. We discuss the characterization of such dynamical phase transitions based on the statistics of produced…
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…
We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…
We consider the problem of metastability for stochastic reversible dynamics with exponentially small transition probabilities. We generalize previous results in several directions. We give an estimate of the spectral gap of the transition…
Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate…
We consider the simple random walk (or P\'olya walk) on the one-dimensional lattice subject to stochastic resetting to the origin with probability $r$ at each time step. The focus is on the joint statistics of the numbers…
Phase resetting is a common experimental approach to investigating the behaviour of oscillating neurons. Assuming repeated spiking or bursting, a phase reset amounts to a brief perturbation that causes a shift in the phase of this periodic…
Process Monitoring involves tracking a system's behaviors, evaluating the current state of the system, and discovering interesting events that require immediate actions. In this paper, we consider monitoring temporal system state sequences…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…
The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In…
We investigate both continuous (second-order) and discontinuous (first-order) transitions to macroscopic synchronization within a single class of discrete, stochastic (globally) phase-coupled oscillators. We provide analytical and numerical…
We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…
We solve a simple model that supports a dynamic phase transition and show conditions for the existence of the transition. Using methods of large deviation theory we analytically compute the probability distribution for activity and entropy…
In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…