Related papers: On the correlations of some microscopic random sys…

The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial…

We use the concept of two-particle probability amplitude to derive the stochastic evolution equation for two-particle four-point correlations in tight-binding networks affected by diagonal dynamic disorder. It is predicted that in the…

We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…

We propose to study the origin of algebraic decay of two-point correlation functions observed in glasses, proteins, and quantum dots by their nonlinear response to sequences of ultrafast laser pulses. Power-law spectral singularities and…

Padmanabhan (1996) has suggested a model to relate the nonlinear two - point correlation function to the linear two - point correlation function. In this paper, we extend this model in two directions: (1) By averaging over the initial…

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…

We give rigorous analytical results on the temporal behavior of two-point correlation functions --also known as dynamical response functions or Green's functions-- in closed many-body quantum systems. We show that in a large class of…

A continuously measured quantum system with multiple jump channels gives rise to a stochastic process described by random jump times and random emitted symbols, representing each jump channel. While much is known about the waiting time…

We show that the energy statistics resulting from a two-point measurement of an isolated quantum system subject to a time-dependent driving protocol can be probed by subjecting the same system to a collision with a suitably prepared…

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

We study the two-point correlation function in the model of branched polymers and its relation to the critical behaviour of the model. We show that the correlation function has a universal scaling form in the generic phase with the only…

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…

We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…

We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency…

We investigate the behavior of correlations dynamics in a dissipative gain-loss system. First, we consider a setup made of two coupled lossy oscillators, with one of them subject to a local gain. This provides a more realistic platform to…