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Related papers: Non-Poisson Renewal Events and Memory

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The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

Statistical Mechanics · Physics 2020-08-05 Robert L. Jack , Rosemary J. Harris

Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…

Statistical Mechanics · Physics 2025-02-06 Henry Alston , Callum Britton , Thibault Bertrand

We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

Statistical Mechanics · Physics 2009-11-10 Gunter M. Schütz , Steffen Trimper

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron

We investigate the dynamic behavior of spin reversal events in the dilute Ising model, focusing on the influence of static disorder introduced by pinned spins. Our Monte Carlo simulations reveal that in a homogeneous, defect-free system,…

Statistical Mechanics · Physics 2025-03-07 Federico Ettori , Timothy J. Sluckin , Paolo Biscari

We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain…

Probability · Mathematics 2018-10-12 Patrícia Gonçalves , Milton Jara , Otávio Menezes , Adriana Neumann

We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…

Statistical Mechanics · Physics 2007-06-11 M. H. Vainstein , J. M. Rubi

The process of aging following a hard quench into a glassy state is characterized universally, for a wide class of materials, by logarithmic evolution of state variables and a power-law decay of two-time correlation functions that collapse…

Soft Condensed Matter · Physics 2026-01-21 Stefan Boettcher , Paula A. Gago

Non-equilibrium systems are known to exhibit long-ranged correlations due to conservation of quantities like density or momentum. This, in turn, leads to long-ranged fluctuation-induced (Casimir) forces, predicted to arise in a variety of…

Statistical Mechanics · Physics 2018-03-28 Christian M. Rohwer , Alexandre Solon , Mehran Kardar , Matthias Krüger

This Chapter contains an overview of the effects of nonlinear interactions in selected problems of non-equilibrium statistical mechanics. Most of the emphasis is put on open setups, where energy is exchanged with the environment. With…

Pattern Formation and Solitons · Physics 2020-06-23 Stefano Iubini , Stefano Lepri , Roberto Livi , Antonio Politi , Paolo Politi

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

We present a general framework for systems which are prepared in a non-stationary non-equilibrium state in the absence of any perturbation, and which are then further driven through the application of a time-dependent perturbation. We…

Statistical Mechanics · Physics 2012-12-06 Gatien Verley , David Lacoste

We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Fabio Cecconi , Angelo Vulpiani

In the renewal processes, if the waiting time probability density function is a tempered power-law distribution, then the process displays a transition dynamics; and the transition time depends on the parameter $\lambda$ of the exponential…

Statistics Theory · Mathematics 2016-06-21 Weihua Deng , Wanli Wang , Xinchun Tian , Yujiang Wu

The present work is a continuation of our previous paper [Condens. Matter Phys., 2020, 23, 33602: 1-17]. It is devoted to the modelling of the interplay of equilibrium and non-equilibrium phase transitions. The modelling of equilibrium…

Materials Science · Physics 2025-04-01 P. O. Mchedlov-Petrosyan , L. N. Davydov

We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…

Condensed Matter · Physics 2009-10-31 Susanna C. Manrubia , Damian H. Zanette

In several experiments for measuring various classes of responses, performed at least some four decades ago, on driven physical systems in a far-from-equilibrium (or, from a steady-state) situation, early stage inverse-power-law relaxation…

Disordered Systems and Neural Networks · Physics 2007-05-23 Somnath Bhattacharya , Partha Pratim Roy , Asok Kumar Sen