Related papers: Potential Theory of Normal Tempered Stable Process
We study the statistics of the power flux into a collection of inelastic beads maintained in a fluidized steady-state by external mechanical driving. The power shows large fluctuations, including frequent large negative fluctuations, about…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation…
A microscopic approach is presented for calculating general properties of interacting Brownian particles under steady shearing. We start from exact expressions for shear-dependent steady-state averages, such as correlation and structure…
Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…
Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…
In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…
We develop a minimal theoretical model that reveals a structured steady-state flux field with four alternating local circulation, a phenomenon we refer to as quadrupolar gyration. A passive Brownian particle is confined to move in a…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…
The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…
We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…
We present a novel theoretical result on estimation of local time and occupation time measure of an {\alpha}-stable L\'evy process with {\alpha} in (1, 2). Our approach is based upon computing the conditional expectation of the desired…
Meerschaert and Sabzikar [12], [13] introduced tempered fractional Brownian/stable motion (TFBM/TFSM) by including an exponential tempering factor in the moving average representation of FBM/FSM. The present paper discusses another tempered…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
We present a dynamical description of slow relaxation processes based on the extension of Onsager's fluctuation theory to systems in local quasi-equilibrium. A non-Markovian Fokker-Planck equation for the conditional probability density is…
The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current.…
The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…
A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function…