Related papers: Steady-state moments under resetting to a distribu…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
In this paper, we consider a mean-reverting stochastic volatility equation with regime switching, and present some sufficient conditions for the existence of global positive solution, asymptotic boundedness in pth moment, positive…
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…
Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…
A connection between the response and fluctuation in general nonequilibrium stationary states is investigated. We focus on time-symmetric quantities and find that the fluctuation of a kind of empirical measure can be expressed with the…
We investigate the microscopic features of bosonic quantum transport in a non-equilibrium steady state, which breaks time reversal invariance spontaneously. The analysis is based on the probability distributions, generated by the…
We study the adsorption-desorption of fluid molecules on a solid substrate by introducing a schematic model in which the adsorption/desorption transition probabilities are given by irreversible kinetic constraints with a tunable violation…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
We show how the state of an unstable particle can be defined in terms of stable asymptotic states. This general definition is used to discuss and to solve some old problems connected with the short-time and large-time behaviour of the…
Control of stochastic systems is a challenging open problem in statistical physics, with potential applications in a wealth of systems from biology to granulates. Unlike most cases investigated so far, we aim here at controlling a genuinely…
We consider a particle undergoing run and tumble dynamics, in which its velocity stochastically reverses, in one dimension. We study the addition of a Poissonian resetting process occurring with rate $r$. At a reset event the particle's…
We explore the idea that non-equilibrium steady states breaking detailed balance are obtained by deforming trajectories (lines in space-time) that have been sampled in a reference system with stochastic dynamics obeying detailed balance,…
Nonequilibrium steady states in an open system connecting two reservoirs of platelike colloidal particles are investigated by means of a recently proposed phenomenological dynamic density functional theory [M. Bier and R. van Roij, Phys.…
In this paper a new formulation of quantum dynamics of totally constrained systems is developed, in which physical quantities representing time are included as observables. In this formulation the hamiltonian constraints are imposed on a…
Optically trapped particles are often subject to a non-conservative scattering force arising from radiation pressure. In this paper we present an exact solution for the steady state statistics of an overdamped Brownian particle subjected to…
We explore situations in which certain stochastic and high-dimensional deterministic systems behave effectively as low-dimensional dynamical systems. We define and study moment maps, maps on spaces of low-order moments of evolving…
This paper introduces a novel approach to investigate the dynamics of state distributions, which accommodate both cross-sectional distributions of repeated panels and intra-period distributions of a time series observed at high frequency.…
Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…
In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…