Related papers: Fluctuation scaling limits for positive recurrent …
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
We propose event by event velocity fluctuations of nuclear fission fragments as an additional interesting observable that gives access to the nuclear temperature in an independent way from spectral measurements and relates the diffusion and…
In papers on primary state diffusion (Percival 1994, 1995), numerical estimates suggested that fluctuations in the space-time metric on the scale of the Planck time (10^-44s) could be detected using atom interferometers. In this paper we…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…
We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps. Under reasonable assumptions, we establish the convergence of solutions to the…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We derive fluctuation-response inequalities for Markov jump processes that link the fluctuations of general observables to the response to perturbations in the transition rates within a unified framework. These inequalities are derived…
Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…
For a scalar theory whose classical scale invariance is broken by quantum effects, we compute self-consistent bounce solutions and Green's functions. Deriving analytic expressions, we find that the latter are similar to the Green's…
We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…
This paper is devoted to the statistics of the quantum eigenfunctions in an ensemble of finite disordered systems (metallic grains). We focus on moments of inverse participation ratio. In the universal random matrix limit that corresponds…
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
The basic physics properties and simplified model descriptions of the paradigmatic "percolation" transport in low-frequency, electrostatic (anisotropic magnetic) turbulence are theoretically analyzed. The key problem being addressed is the…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…