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We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii

We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…

Statistical Mechanics · Physics 2019-12-04 Alexander Jurisch

We analyze quantum Yang-Mills theory on $\mathbb{R}^2$ using a novel discretization method based on an algebraic analogue of stochastic calculus. Such an analogue involves working with "Gaussian" free fields whose covariance matrix is…

Mathematical Physics · Physics 2018-02-21 Timothy Nguyen

Motivated by the advance of dynamical quantum phase transitions (DQPTs), we analyze the zeros of the complex-time survival (Loschmidt) amplitude in finite quantum systems and develop a general framework for their approximation based on the…

Quantum Physics · Physics 2026-05-11 Jakub Novotný , Jan Střeleček , Pavel Stránský , Pavel Cejnar

The distribution of partition function zeros is studied for the $\pm J$ model of spin glasses on the Bethe lattice. We find a relation between the distribution of complex cavity fields and the density of zeros, which enables us to obtain…

Disordered Systems and Neural Networks · Physics 2010-06-16 Yoshiki Matsuda , Markus Mueller , Hidetoshi Nishimori , Tomoyuki Obuchi , Antonello Scardicchio

We develop a theory to calculate the effective phase diffusion coefficient and the mean phase velocity in periodically driven stochastic models with two discrete states. This theory is applied to a dichotomically driven Markovian two state…

Statistical Mechanics · Physics 2009-11-11 T. Prager , L. Schimansky-Geier

Cumulants of a fluctuating current can be obtained from a free energy-like generating function which for Markov processes equals the largest eigenvalue of a generalized generator. We determine this eigenvalue with the DMRG for stochastic…

Statistical Mechanics · Physics 2009-11-13 Mieke Gorissen , Jef Hooyberghs , Carlo Vanderzande

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Statistical Mechanics · Physics 2012-05-16 Christian Weber , Igor M. Sokolov , Lutz Schimansky-Geier

For a Markov and stationary stochastic process described by the well-known classical master equation, we introduce complex transition rates instead of real transition rates to study the pre-thermal oscillatory behaviour in complex…

Statistical Mechanics · Physics 2025-10-22 Anwesha Chattopadhyay

It was recently suggested by Blythe and Evans that a properly defined steady state normalisation factor can be seen as a partition function of a fictitious statistical ensemble in which the transition rates of the stochastic process play…

Statistical Mechanics · Physics 2009-11-10 Richard Brak , Jan de Gier , Vladimir Rittenberg

This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…

Systems and Control · Electrical Eng. & Systems 2024-09-05 George Rapakoulias , Panagiotis Tsiotras

We study a stochastic process defined by the interaction strength for the return to the mean and a stochastic term proportional to the magnitude of the variable. Its steady-state distribution is the Inverse Gamma distribution, whose…

Statistical Mechanics · Physics 2019-08-01 Z. Liu , R. A. Serota

The stability of a discrete time crystal against thermal fluctuations has been studied numerically by solving a stochastic Landau-Lifshitz-Gilbert equation of a periodically-driven classical system composed of interacting spins, each of…

Statistical Mechanics · Physics 2022-03-24 Mingxi Yue , Xiaoqin Yang , Zi Cai

The fluctuations of dynamical functionals such as the empirical density and current as well as heat, work and generalized currents in stochastic thermodynamics are usually studied within the Feynman-Kac tilting formalism, which in the…

Statistical Mechanics · Physics 2023-04-06 Cai Dieball , Aljaž Godec

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity…

Statistical Mechanics · Physics 2015-06-01 T. Becker , K. Nelissen , B. Cleuren

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

We study the computational complexity of approximating the partition function of the ferromagnetic Ising model with the external field parameter $\lambda$ on the unit circle in the complex plane. Complex-valued parameters for the Ising…

Computational Complexity · Computer Science 2021-01-25 Pjotr Buys , Andreas Galanis , Viresh Patel , Guus Regts

We consider stochastic discrete event dynamic systems that have time evolution represented with two-dimensional state vectors through a vector equation that is linear in terms of an idempotent semiring. The state transitions are governed by…

Optimization and Control · Mathematics 2012-12-27 Nikolai Krivulin

We introduce the notion of a quasistatic dynamical system, which generalizes that of an ordinary dynamical system. Quasistatic dynamical systems are inspired by the namesake processes in thermodynamics, which are idealized processes where…

Dynamical Systems · Mathematics 2016-05-18 Neil Dobbs , Mikko Stenlund