Related papers: Stationary fluctuations for a multi-species zero r…
We investigate the fluctuation of the top location of a sandpile numerically using the two-dimensional discrete elements method. We feed particles to a sandpile at a fixed time interval and calculate power spectra from the time series of…
We study bounds on ratios of fluctuations in steady-state time-reversal heat engines controlled by multi affinities. In the linear response regime, we prove that the relative fluctuations (precision) of the output current (power) is always…
In this article we establish the magnitude of fluctuations of the extreme particle in the model of binary branching Brownian motion with a single catalytic point at the origin.
For a given centered Gaussian process with stationary increments $\{X(t), t\geq 0\}$ and $c>0$, let $$ W_\gamma(t)=X(t)-ct-\gamma\inf_{0\leq s\leq t}\left(X(s)-cs\right), \quad t\geq 0$$ denote the $\gamma$-reflected process, where…
We obtain the ANNNI model from a Heisenberg model with large single--ion anisotropy energy, $D$, as might be relevant for helical spin systems. We treat quantum fluctuations to lowest order in $1/S$ at zero temperature within an expansion…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…
Existing permanental processes often impose constraints on kernel types or stationarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of…
Stationary points or derivative zero crossings of a regression function correspond to points where a trend reverses, making their estimation scientifically important. Existing approaches to uncertainty quantification for stationary points…
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…
We analyse a multi-phase field model for an epithelial monolayer with pairwise adhesions between neighbouring cells following an Ornstein-Uhlenbeck process, representing the stochastic turnover of junctional molecular motors. These…
We discuss the transient and steady state fluctuation relation for a mechanical system in contact with two deterministic thermostats at different temperatures. The system is a modified Lorentz gas in which the fixed scatterers exchange…
This chapter provides a pedagogical introduction and overview of spatial and temporal correlation and fluctuation effects resulting from the fundamentally stochastic kinetics underlying chemical reactions and the dynamics of populations or…
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
We review recent progress on the zero-range process, a model of interacting particles which hop between the sites of a lattice with rates that depend on the occupancy of the departure site. We discuss several applications which have…
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the…
A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…
We study the Kardar-Parisi-Zhang equation on the half-line $x \geqslant 0$ with Neumann type boundary condition. Stationary measures of the KPZ dynamics were characterized in recent work: they depend on two parameters, the boundary…
We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…