Related papers: On time's arrow in Ehrenfest models with reversibl…
We prove the existence and uniqueness of a quasi-stationary distribution for three stochastic processes derived from the model of Muller's ratchet. This model was invented with the aim of evaluating the limitations of an asexual…
The quantum kicked rotor (QKR) is known to exhibit dynamical localization in the space of its angular momentum. The present paper is devoted to the systematic first--principal (without a regularizer) diagrammatic calculations of the…
In this paper we consider a dynamic Erd\H{o}s-R\'enyi graph in which edges, according to an alternating renewal process, change from present to absent and vice versa. The objective is to estimate the on- and off-time distributions while…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We study the sum of first passage times along an arbitrary cycle made up of N>2 states of a small physical system. We show that, if the system is at thermodynamic equilibrium, this sum follows the same probability distribution regardless of…
We consider a model for Darwinian evolution in an asexual population with a large but non-constant populations size characterized by a natural birth rate, a logistic death rate modelling competition and a probability of mutation at each…
The problem of the equivalence of the spherical and mean spherical models, which has been thoroughly studied and understood in equilibrium, is considered anew from the dynamical point of view during the time evolution following a quench…
We study the entropy production in a macroscopic nonequilibrium system that undergoes an order-disorder phase transition. Entropy production is a characteristic feature of nonequilibrium dynamics with broken detailed balance. It is found…
We prove the existence of a non-ergodicity threshold for an anisotropic classical Heisenberg model with all-to-all couplings. Below the threshold, the energy surface is disconnected in two components with positive and negative…
We consider $d$-dimensional quantum systems which for positive times evolve with a time-independent Hamiltonian in a nonequilibrium state that we keep generic in order to account for arbitrary evolution at negative times. We show how the…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
Ensemble systems appear frequently in many engineering applications and, as a result, they have become an important research topic in control theory. These systems are best characterized by the evolution of their underlying state…
The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
Ideas and theories of turbulence based on modifying the Navier-Stokes equation, to obtain equilibrium and non-equilibrium time-reversible dynamical ensembles relevant to helical turbulence, are presented. Discussions of controlling helicity…
We study the convergence towards a unique equilibrium distribution of the solutions to a time-discrete model with non-overlapping generations arising in quantitative genetics. The model describes the dynamics of a phenotypic distribution…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…
The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…