Related papers: Giant leaps and long excursions: fluctuation mecha…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
In this paper, we introduce the elephant random walk (ERW) with memory consisting of randomly selected steps from its history. It is a time-changed variant of the standard elephant random walk with memory consisting of its full history. At…
Self-interacting jump processes (SIJPs) describe systems with non-Markovian stochastic dynamics in which transition rates depend on empirical observables of the process, which gives rise to long-range memory and feedback. We derive the…
A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…
In this paper, we study the number of moves in a multidimensional elephant random walk with stops. We establish several convergence results for the number of moves, including the law of large numbers and the law of iterated logarithm. Using…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…
The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…
We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…
We consider an interacting particle system on the one dimensional lattice $\bf Z$ modeling combustion. The process depends on two integer parameters $2\le a<M<\infty$. Particles move independently as continuous time simple symmetric random…
The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…
We consider the maximum entropy Markov chain inference approach to characterize the collective statistics of neuronal spike trains, focusing on the statistical properties of the inferred model. We review large deviations techniques useful…
Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both phenomena may occur together in natural systems and that…
Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…