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The propagation of acoustic and elastic waves in time-varying, spatially homogeneous media can exhibit different phenomena when compared to traditional spatially-varying, temporally-homogeneous media. In the present work, the response of a…
Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…
In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set it is not possible to reconstruct the invariant measure up to arbitrary fine resolution and arbitrary high…
This work considers stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components having lifetimes following the proportional odds (PO) model. The joint distribution of component lifetimes is…
The existence of heterogeneity in the dynamics of supercooled liquids is believed to be one of the hallmarks of the glass transition. Intense research has been carried out in the past to understand the origin of this heterogeneity in…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
When a quantum system is monitored in continuous time, the result of the measurement is a stochastic process. When the output process is stationary, at least in the long run, the spectrum of the process can be introduced and its properties…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
We show that time-resolved coherent anti-Stokes Raman signals of isolated transitions deviate from the exponential decay whose time constant is nowadays used for measuring Raman linewidths. The deviation is caused by probe pulse-shape…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
We introduce and study the inhomogeneous exponential jump model - an integrable stochastic interacting particle system on the continuous half line evolving in continuous time. An important feature of the system is the presence of arbitrary…
Molecular phylogenetic and phylogeographic reconstructions generally assume time-homogeneous substitution processes. Motivated by computational convenience, this assumption sacrifices biological realism and offers little opportunity to…
A new method to calculate the spectrum using cascaded open systems and master equations is presented. The method uses two state analyzer atoms which are coupled to the system of interest, whose spectrum of radiation is read from the…
We study traffic flow on roads with a localized periodic inhomogeneity such as traffic signals, using a stochastic car-following model. We find that in cases of congestion, traffic flow can be optimized by controlling the inhomogeneity's…
Turbulent pipe flows exhibit organizational states (OSs) that are labelled by discrete azimuthal wavenumber modes and are reminiscent of the traveling wave solutions of low Reynolds number regimes. The discretized time evolution of the OSs,…