Related papers: Fluctuation scaling limits for positive recurrent …
We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…
We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…
We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…
Functional limit theorems are presented for the rescaled occupation time fluctuations process of a critical finite variance branching particle system in $R^d$ with symmetric a-stable motion starting off from either a standard Poisson random…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
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 study of blow-up solution of time-fractional heat equations is of significant and wide-ranging interest for its multitude of applications. These types of equations are used to model several real problems in science and engineering. This…
The well known scaling of the Edwards-Wilkinson equation is essentially determined by dimensional analysis. Once a drift term is added, more sophisticated reasoning is required, which initially suggests that the drift term dominates over…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…
The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…
We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…
We study a Brownian excursion on the time interval $\left|t\right|\leq T$, conditioned to stay above a moving wall $x_{0}\left(t\right)$ such that $x_0\left(-T\right)=x_0\left(T\right)=0$, and $x_{0}\left(\left|t\right|<T\right)>0$. For a…
We study the positive principal eigenvalue of a weighted problem associated with the Neumann spectral fractional Laplacian. This analysis is related to the investigation of the survival threshold in population dynamics. Our main result…
Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…
The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…
We provide a full description for the joint fluctuations of current and occupation time in the one-dimensional nonequilibrium simple symmetric exclusion process, furnishing explicit formulas for the covariances of the limiting Gaussian…