Related papers: Evolution of Gaussian Concentration Bounds under D…
We study lattice spin systems and analyze the evolution of Gaussian concentration bounds (GCB) under the action of probabilistic cellular automata (PCA), which serve as discrete-time analogues of Markovian spin-flip dynamics. We establish…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
We obtain optimal Gaussian concentration bounds (GCBs) for stochastic chains of unbounded memory (SCUMs) on countable alphabets. These stochastic processes are also known as "chains with complete connections" or "$g$-measures". We consider…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Recently, in the paper: T. Koszto{\l}owicz and A. Dutkiewicz, Phys. Rev. E \textbf{104}, 014118 (2021) the $g$--subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ has been considered. This…
We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given…
In this article we use Gaussian measure on $\mathbb{R}^N$ to define the coefficients of an elliptic diffusion on an open cone of $\mathbb{R}^2$. We prove the existence and uniqueness of a stationary distribution for this diffusion. In a…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We study time evolution of critical fluctuations of conserved charges near the QCD critical point in the context of relativistic heavy ion collisions. A stochastic diffusion equation is employed in order to describe the diffusion property…
The stability of $q$-Gaussian distributions as particular solutions of the linear diffusion equation and its generalized nonlinear form, $\pderiv{P(x,t)}{t} = D \pderiv{^2 [P(x,t)]^{2-q}}{x^2}$, the \emph{porous-medium equation}, is…
McDonald and Clerk [Phys.\ Rev.\ Research 5, 033107 (2023)] showed that for linear open quantum systems the Liouvillian spectrum is independent of the noise strength. We first make this noise-independence principle precise in continuous…
This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…
In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…