Related papers: Large Fluctuations in Stochastically Perturbed Non…
Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…
This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…
We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
Amorphous dielectric materials have been known to host two-level systems (TLSs) for more than four decades. Recent developments on superconducting resonators and qubits enable detailed studies on the physics of TLSs. In particular,…
In this paper, we introduce two deterministic models aimed at capturing the dynamics of congested Internet connections. The first model is a continuous-time model that combines a system of differential equations with a sudden change in one…
Fluctuations in the abundance of molecules in the living cell may affect its growth and well being. For regulatory molecules (e.g., signaling proteins or transcription factors), fluctuations in their expression can affect the levels of…
We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…
We introduce from an experimental point of view the main concepts of fluctuation theorems for work, heat and entropy production in out of equilibrium systems. We will discuss the important difference between the applications of these…
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…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
This dissertation discusses the intermitency phenomenon in three models of turbulence, employing analytical and numerical techniques in the analysis of stochastic processes and the probability distributions which they induce. The initial…
A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…
This paper introduces a statistical model for the arrival times of connection events in a computer network. Edges between nodes in a network can be interpreted and modelled as point processes where events in the process indicate information…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…
We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation…
Two mathematical models of macroevolution are studied. These models have population dynamics at the species level, and mutations and extinction of species are also included. The population dynamics are updated by difference equations with…