Related papers: Development and regression of a large fluctuation
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…
Growth-fragmentation processes model systems of cells that grow continuously over time and then fragment into smaller pieces. Typically, on average, the number of cells in the system exhibits asynchronous exponential growth and, upon…
Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power q(n) that varies monotonically with the sample size n.…
Quantitative studies of irreversibility in statistical mechanics often involve the consideration of a reverse process, whose definition has been the object of many discussions, in particular for quantum mechanical systems. Here we show that…
Since steep declines in a population's size also typically alter its composition, population bottlenecks are considered highly important for evolution. However, despite such significance, the mechanisms governing the impact of a given…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
Nanoscale machines are strongly influenced by thermal fluctuations, contrary to their macroscopic counterparts. As a consequence, even the efficiency of such microscopic machines becomes a fluctuating random variable. Using geometric…
We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
Phenomena as diverse as breeding bird populations, the size of U.S. firms, money invested in mutual funds, the GDP of individual countries and the scientific output of universities all show unusual but remarkably similar growth…
We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
We study a model of species survival recently proposed by Michael and Volkov. We interpret it as a variant of empirical processes, in which the sample size is random and when decreasing, samples of smallest numerical values are removed.…
A possible way to extract information about the reversible dissociation of a molecular adhesion bond from force fluctuations observed in force ramp experiments is discussed. For small loading rates the system undergoes a limited number of…
The Non-Linear Sigma Model (NLSM) is an example of a field theory on a target space exhibiting intricate geometry. One remarkable characteristic of the NLSM is asymptotic freedom, which triggers interest in perturbative calculations. In the…
We propose a mathematical model to describe the athermal fluctuations of thin sheets driven by the type of random driving that might be experienced prior to weak crumpling. The model is obtained by merging the F\"oppl-von K\'arm\'an…
Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…