Related papers: Non-Poisson Renewal Events and Memory
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…
Nonequilibrium thermodynamics of a general second-order stochastic system is investigated. We prove that at steady state, under inversion of velocities, the condition of time-reversibility over the phase space is equivalent to the…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current.…
Fluctuation scaling (FS) and anomalous diffusion have been discussed in different contexts, even though both are often observed in complex systems. To clarify the relationship between these concepts, we investigated approximately three…
We derive a general pattern of the nonexponential, two-power-law relaxation from the compound subordination theory of random processes applied to anomalous diffusion. The subordination approach is based on a coupling between the very large…
The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
We use numerical simulations to study the dynamics of dense assemblies of self-propelled particles in the limit of extremely large, but finite, persistence times. In this limit, the system evolves intermittently between mechanical…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
The dynamical emergence (and subsequent intermittent breakdown) of collective behavior in complex systems is described as a non-Poisson renewal process, characterized by a waiting-time distribution density $\psi (\tau)$ for the time…
Experimental data collected to provide us with information on the course of dielectric relaxation phenomena are got according to two distinct schemes: one can measure either the time decay of depolarization current or use methods of the…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
We analyze data from simulations of 2D and 3D glass-forming liquids using a correlation function defined in terms of a memory function with a negative inverse power-law tail. The self-intermediate function and the autocorrelation functions…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
In this work, the motion of a dust particle under the influence of the random force due to dust charge fluctuations is considered as a non-Markovian stochastic process. Memory effects in the velocity process of the dust particle are…
Renewal processes generated by a power-law distribution of intervals with tail index less than unity are genuinely non-stationary. This issue is illustrated by a critical review of the recent paper by Barma, Majumdar and Mukamel 2019…