Related papers: An introduction to stochastic processes associated…
In Part I of this paper, we have developed a novel $\mathcal{L}_1$ adaptive control architecture that enables fast adaptation and leads to uniformly bounded transient and asymptotic tracking for system's both signals, input and output,…
We show that the dissipation rate bounds the rate at which physical processes can be performed in stochastic systems far from equilibrium. Namely, for rare processes we prove the fundamental tradeoff $\langle \dot S_\text{e} \rangle…
We study scaling limits of random permutations ("permutons") constrained by having fixed densities of a finite number of patterns. We show that the limit shapes are determined by maximizing entropy over permutons with those constraints. In…
We study Gibbs partition models, also known as composition schemes. Our main results comprehensively describe their phase diagram, including a phase transition from the convergent case described in Stufler (2018, Random Structures \&…
This is a comment on a recent paper by Yoshimura and Arai [Phys. Rev. Lett. 101, 154101 (2008)] on phase reduction of noisy limit-cycle oscillators, in which the authors claimed that the conventional phase stochastic differential equation…
We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…
We investigate the dynamics of elastic microstructures within a fluid that are subjected to thermal fluctuations. We perform analysis to obtain systematically simplified descriptions of the mechanics in the limiting regimes when (i) the…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
We make use of the formalism described in a previous paper [Martins {\it et al.} Phys. Rev. D90 (2014) 043518] to address general features of wiggly cosmic string evolution. In particular, we highlight the important role played by poorly…
This paper presents extensions of finite-time stability results to some prototypical adaptive control and estimation frameworks. First, we present a novel scheme of online parameter estimation that guarantees convergence of the estimation…
The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns…
The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…
Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…
The time evolution of the thermally activated decay rates is considered. This evolution is of particular importance for the recent nanoscale experiments discussed in the literature, where the potential barrier is relatively low (or the…
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independent stochastic impulses. In a short memory approximation the…
We find limit shapes for a family of multiplicative measures on the set of partitions, induced by exponential generating functions with expansive parameters, $a_k\sim Ck^{p-1}, k\to\infty, p>0$,where $C$ is a positive constant. The measures…