Related papers: Generalized survival in equilibrium step fluctuati…
We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price…
The short-time behavior of quantum decay of an unstable state initially located within an interaction region of finite range is investigated using a resonant expansion of the survival amplitude. It is shown that in general the short-time…
We have investigated the random walk problem in a finite system and studied the crossover induced in the the persistence probability scales by the system size.Analytical and numerical work show that the scaling function is an exponentially…
In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…
Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We reveal the finite-size scaling law of the survival…
We study the short-time and medium-time behavior of the survival probability in the frame of the $N$-level Friedrichs model. The time evolution of an arbitrary unstable initial state is determined. We show that the survival probability may…
In this article we establish for the superdiffusive regime $p \in (1/2,1)$ that the fluctuations of a general step-reinforced random walk around $a_n \hat{W}$, where $(a_n)_{n \in \mathbb{N}}$ is a non-negative sequence of order $n^p$ and…
We study survival time statistics in a noisy sample space reducing (SSR) process. Our simulations suggest that both the mean and standard deviation scale as $\sim N/N^{\lambda}$, where $N$ is the system size and $\lambda$ is a tunable…
We study the the survival probability P(t) upto time t, of a test particle moving in a fluctuating external field. The particle moves according to some prescribed deterministic or stochastic rules and survives as long as the external field…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
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…
We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…
We consider the branching random walk on the real line where the underlying motion is of a simple random walk and branching is at least binary and at most decaying exponentially in law. It is well known that the normalized empirical measure…
Spatial step edge fluctuations on a multi-component surface of Al/Si(111)-(root3 x root3) were measured via scanning tunneling microscopy over a temperature range of 720K-1070K, for step lengths of L = 65-160 nm. Even though the time scale…
The persistence behavior for fluctuating steps on the $Si(111)$ $(\sqrt3 \times \sqrt3)R30^{0} - Al$ surface was determined by analyzing time-dependent STM images for temperatures between 770 and 970K. The measured persistence probability…
In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behavior of the stride interval of human walking at normal, slow and fast rate are…
We introduce a generalized homogeneous function to describe the joint probability density for magnitude and duration of events in self-organized critical systems (SOC). It follows that the cumulative distributions of magnitude and of…
We study a generic reaction-diffusion model for single-species population dynamics that includes reproduction, death, and competition. The population is assumed to be confined in a refuge beyond which conditions are so harsh that they lead…
We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda_c and annihilation at rate lambda_a. The test particle dies at rate lambda' on coming into…
Numerical data on the probability distribution of the equilibrium relaxation time of the Sherrington-Kirkpatrick model are obtained by means of dynamical Monte Carlo simulation, for several values of the system size $N$ and temperature $T$.…