Related papers: Simple models for strictly non-ergodic stochastic …
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…
We study the two-dimensional (2D) shear flow of amorphous solids within variants of an elastoplastic model, paying particular attention to spatial correlations and time fluctuations of, e.g., local stresses. The model is based on the local…
Motivated by the experimental search for the QCD critical point we perform simulations of a stochastic field theory with purely relaxational dynamics (model A). We verify the expected dynamic scaling of correlation functions. Using a finite…
Recent works on observation of discrete time-crystalline signatures throw up major puzzles on the necessity of localization for stabilizing such out-of-equilibrium phases. Motivated by these studies, we delve into a clean interacting…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
A nonlinear dynamical system model that approximates a microscopic Gibbs field model for the yielding of a viscoplastic material subjected to varying external stress recently reported in [1] is presented. The predictions of the model are in…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
Focusing on non-ergodic macroscopic systems we reconsider the variances of time averages time-series. The total variance (direct average over all time-series) is known to be the sum of an internal variance (fluctuations within the…
We investigate the low-temperature dynamics of a simple stochastic model, introduced recently in the context of the physics of glasses. The slowest characteristic time at equilibrium diverges exponentially at low temperature. On smaller…
We present simulations of an equilibrium statistical-mechanics model that uniformly samples the space of quiescent states of a periodically sheared suspension. In our simulations, we compute the structural properties of this model as a…