Related papers: Relationship between event counting statistics and…
In quantum transport through nanoscale devices, fluctuations arise from various sources: the discreteness of charge carriers, the statistical non-equilibrium that is required for device operation, and unavoidable quantum uncertainty. As…
We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these…
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…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
The distribution of waiting times between successive tunneling events is an already established method to characterize current fluctuations in mesoscopic systems. Here, I investigate mechanisms generating correlations between subsequent…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…
We consider a system of non-interacting Brownian particles on a line with a step-like initial condition, and we investigate the behavior of the local time at the origin at large times. We compute the mean and the variance of the local time,…
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…
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
We introduce and study renewal processes defined by means of extensions of the standard relaxation equation through ``stretched" non-local operators (of order $\alpha$ and with parameter $\gamma$). In a first case we obtain a generalization…
Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…
This paper introduces a novel methodology that utilizes latency to unveil time-series dependence patterns. A customized statistical test detects memory dependence in event sequences by analyzing their inter-event time distributions.…
Rate coefficients can fluctuate in statically and dynamically disordered kinetics. Here we relate the rate coefficient for an irreversibly decaying population to the Fisher information. From this relationship we define kinetic versions of…
We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…
Studying the role of activity parameters and the nature of time-symmetric path-variables constitutes an important part of nonequilibrium physics, so we argue. The relevant variables are residence times and the undirected traffic between…
The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero…
The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…