Related papers: Metastability for telegraph processes in a double-…
We consider the problem of state selection for a stochastic system, initially in an unstable stationary state, when multiple metastable states compete for occupation. Using path-integral techniques we derive remarkably simple and accurate…
Time analysis of oscillations of a particle between wells in the one-dimensional double-well potential with infinite high outside walls, based on wave packet use and energy spectrum analysis, is presented. For the double-well potential of…
Random Telegraph Noise is a ubiquitous process manifesting across technology and the natural world. It is characterized by random jumps between two distinct states with Poissonian waiting times, and is the origin of 1/f noise. Understanding…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
We consider a stochastic process model with time trend and measurement error. We establish consistency and derive the limiting distributions of the maximum likelihood (ML) estimators of the covariance function parameters under a general…
We study the (local) propagation of plane waves in a relativistic, non-dissipative, two-fluid system, allowing for a relative velocity in the "background" configuration. The main aim is to analyze relativistic two-stream instability. This…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
We investigate the second time scale of the metastable behavior of the reversible inclusion process in an extension of the study by [Bianchi, Dommers, and Giardin\`a, Electronic Journal of Probability, 22: 1-34, 2017], which presented the…
Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…
Suppose sender-receiver transmission links in a downlink network at given data rate are subject to fading, path-loss and inter-cell interference, and that transmissions either pass, suffer loss, or incur retransmission delay. We introduce a…
Planar travelling waves on $\mathbb R^d,$ with $ d\geq 2,$ are shown to persist in systems of reaction-diffusion equations with multiplicative noise on significantly long timescales with high probability, provided that the wave is orbitally…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…
We consider a stochastic version of the so-called Brusselator - a mathematical model for a two-dimensional chemical reaction network - in which one of its parameters is assumed to vary randomly. It has been suggested via numerical…
Theory of nonlinear resonance, including stochastic one, is developed on the basis of the statistical field theory and using variables action-angle. Explicit expressions of action, proper frequency and nonlinearity parameter as functions of…
Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…
We consider a stochastic model of population dynamics where each individual is characterised by a trait in {0,1,...,L} and has a natural reproduction rate, a logistic death rate due to age or competition and a probability of mutation…
In this paper, we revisit asymptotic stability for the two-dimensional incompressible porous media equation and the Stokes transport system in a periodic channel. It is well-known that a stratified density, which strictly decreases in the…
Time-fluctuating signals are ubiquitous and diverse in many physical, chemical, and biological systems, among which random telegraph signals (RTSs) refer to a series of instantaneous switching events between two discrete levels from…