Related papers: Effect of Random Time Changes on Loewner Hulls
We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a…
We derive the asymptotic forms of the Green's function at the open edges of general non-Hermitian band systems in all dimensions in the long-time limit, using a modified saddle-point approximation and the analytic continuation of the…
It is well-known that Brownian ratchets can exhibit current reversals, wherein the sign of the current switches as a function of the driving frequency. We introduce a spatial discretization of such a two-dimensional Brownian ratchet to…
The dynamics of filaments in flow are central to understanding a wide range of biological and soft-matter systems, yet their behavior under time-dependent forcing remains poorly understood. Here, we investigate the long-time dynamics of…
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal…
Brownian motion with stochastic resetting-a process combining standard diffusion with random returns to a fixed position-has emerged as a powerful framework with applications spanning statistical physics, chemical kinetics, biology, and…
We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
We analytically work out the long-term, i.e. averaged over one orbital revolution, time variations of some direct observable quantities Y induced by classical and general relativistic dynamical perturbations of the two-body pointlike…
We study the time behavior of wave functions involved in tunneling through a smooth potential barrier in one dimension in the semiclassical limit. We determine the leading order component of the wave function that tunnels. It is…
Local time of a stochastic process quantifies the amount of time that sample trajectories $x(\tau)$ spend in the vicinity of an arbitrary point $x$. For a generic Hamiltonian, we employ the phase-space path-integral representation of random…
We investigate the behaviour of $\alpha\Omega$ dynamos with a dynamic $\alpha$, whose evolution is governed by the imbalance between a driving and a damping term. We focus on truncated versions of such dynamo models which are often studied…
It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…
We deal with a complex-valued Ornstein-Uhlenbeck (OU) process with parameter $\lambda\in\mathbb{R}$starting from a point different from 0 and the way that it winds around the origin.The starting point of this paper is the skew product…
The effect of linear lumping, linear transformation to reduce the number of state variables on controllability and observability of linear differential equations has been studied. Controllability of the original system implies the…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
A famous result of Orey and Taylor gives the Hausdorff dimension of the set of fast times, that is the set of points where linear Brownian motion moves faster than according to the law of iterated logarithm. In this paper we examine what…
We study the work distribution of a single particle moving in a harmonic oscillator with time-dependent strength. This simple system has a non-Gaussian work distribution with exponential tails. The time evolution of the corresponding moment…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…