Related papers: First-passage probability: a test for DNA Hamilton…
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…
Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…
We consider a bivariate first hitting-time model in which durations are the crossing times of dependent compound Poisson processes with fixed thresholds. The identifiability of the model is discussed, and likelihood estimators of the model…
This article describes a new Monte Carlo method for the evaluation of the orthant probabilities by sampling first passage times of a non-singular Gaussian discrete time-series across an absorbing boundary. This procedure makes use of a…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
We consider a Hamiltonian system of particles, interacting through of a smooth pair potential. We look at the system on a space scale of order {\epsilon}^1, times of order {\epsilon}^2, and mean velocities of order {\epsilon}, with…
We consider an off-lattice liquid crystal pair potential in strictly two dimensions. The potential is purely repulsive and short-ranged. Nevertheless, by means of a single parameter in the potential, the system is shown to undergo a…
Experimental studies of the thermal denaturation of DNA yield a strong indication that the transition is first order. This transition has been theoretically studied since the early sixties, mostly within an approach in which the microscopic…
A recent study of nonextensive phase transitions in nuclei and nuclear clusters needs a probability model compatible with the appropriate Hamiltonian. For magnetic molecules a representation of the evolution by a Markov process achieves the…
The influence of thermal fluctuations on fermion pairing is investigated using a semiclassical treatment of fluctuations. When the average pairing gaps along with those differing by one standard deviation are used, the characteristic…
We consider a mortal random walker on a family of hierarchical graphs in the presence of some trap sites. The configuration comprising the graph, the starting point of the walk, and the locations of the trap sites is taken to be exactly…
We examine the elastic model of short circular DNA. We obtain analytic expressions for configurations, elastic energy, twist and linking number of our solutions. We find the onset of the plectonemic transition. We suggest ways to use our…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
Molecular search phenomena are observed in a variety of chemical and biological systems. During the search the participating particles frequently move in complex inhomogeneous environments with random transitions between different dynamic…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
The twisting deformation of mechanically stretched DNA molecules is studied by a coarse grained Hamiltonian model incorporating the fundamental interactions that stabilize the double helix and accounting for the radial and angular base pair…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
One-dimensional hopping model is useful to describe the motion of microscopic particle in thermal noise environment, such as motor proteins. Recent experiments about the new generation of light-driven rotary molecular motors found that, the…