Related papers: Resonant Activation Phenomenon for Non-Markovian P…
This paper investigates the stochastic fluctuations of the number of copies of a given protein in a cell. This problem has already been addressed in the past and closed-form expressions of the mean and variance have been obtained for a…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…
We study the effects of noise-intensity fluctuations on the stationary and dynamical properties of an overdamped Langevin model with a bistable potential and external periodical driving force. We calculated the stationary distributions,…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
We study the spectral properties of classical and quantum Markovian processes that are reset at random times to a specific configuration or state with a reset rate that is independent of the current state of the system. We demonstrate that…
A quantum kinetic theory of the spin transfer between carriers and Mn atoms in a Mn doped diluted magnetic semiconductor is presented. It turns out that the typical memory time associated with these processes is orders of magnitude shorter…
The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…
The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…
This paper presents some new results on the conditional joint probability distributions of phase-type under the mixture of right-continuous Markov jump processes with absorption on the same finite state space $\mathbb{S}$ moving at…
We revisit the work of Dhar and Majumdar [Phys. Rev. E 59, 6413 (1999)] on the limiting distribution of the temporal mean $M_{t}=t^{-1}\int_{0}^{t}du \sign y_{u}$, for a Gaussian Markovian process $y_{t}$ depending on a parameter $\alpha $,…
Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…
We study the generic problem of the escape of a classical particle over a fluctuating barrier under the influence of non-Gaussian noise mimicking the effects of not-fully equilibrated bath. Our attention focuses on the effect of the stable…
Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…
By extending the response function approach developed in nonlinear optics, we analytically derive an expression for the non-Markovianity [Laine, et al, Phys. Rev. A 81, 062115 (2010)] in the time evolution of a system in contact with a…