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Stochastic fluctuations are central to the understanding of extinction dynamics. In the context of population models they allow for the description of the transition from the vicinity of a non-trivial fixed point of the deterministic…
We analyze the dynamics of the Sisyphus random walk model, a discrete Markov chain in which the walkers may randomly return to their initial position $x_0$. In particular, we present a remarkably compact derivation of the time-dependent…
We consider several one-species population dynamics model with finite and infinite carrying capacity, time dependent growth and effort rates and solve them analytically. We show that defining suitable scaling functions for a given time, one…
A dynamical model of small-world network, with directed links which describe various correlations in social and natural phenomena, is presented. Random responses of every site to the imput message are introduced to simulate real systems.…
We derive a generalized version of the work fluctuation theorem for nonequilibrium systems with spatio-temporal temperature fluctuations. For chi-square distributed inverse temperature we obtain a generalized fluctuation theorem based on…
We study analytically, in one dimension, the survival probability $P_{s}(t)$ up to time $t$ of an immobile target surrounded by mutually noninteracting traps each performing a continuous-time random walk (CTRW) in continuous space. We…
In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…
We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…
We analyze the dynamics of random walks in which the jumping probabilities are periodic {\it time-dependent} functions. In particular, we determine the survival probability of biased walkers who are drifted towards an absorbing boundary.…
Results of analytic and numerical investigations of first-passage properties of equilibrium fluctuations of monatomic steps on a vicinal surface are reviewed. Both temporal and spatial persistence and survival probabilities, as well as the…
We study the probability, $P_S(t)$, of a cluster to remain intact in one-dimensional cluster-cluster aggregation when the cluster diffusion coefficient scales with size as $D(s) \sim s^\gamma$. $P_S(t)$ exhibits a stretched exponential…
We analyze a general theory for coexistence and extinction of ecological communities that are influenced by stochastic temporal environmental fluctuations. The results apply to discrete time (stochastic difference equations), continuous…
We study the time-dependence of the local persistence probability during a non-stationary time evolution in the disordered contact process in $d=1,2$, and $3$ dimensions. We present a method for calculating the persistence with the…
Deterministic rate equations are widely used in the study of stochastic, interacting particles systems. This approach assumes that the inherent noise, associated with the discreteness of the elementary constituents, may be neglected when…
We investigate by means of molecular dynamics simulation a coarse-grained polymer glass model focusing on (quasi-static and dynamical) shear-stress fluctuations as a function of temperature T and sampling time $\Delta t$. The linear…
We consider the coherent exciton transport, modeled by continuous-time quantum walks, on Erd\"{o}s-R\'{e}ny graphs in the presence of a random distribution of traps. The role of trap concentration and of the substrate dilution is deepened…
A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as v varies. The problem can be analyzed using the properties of the Fisher-Kolmogorov-Petrovsky-Piscounov (F-KPP)…
In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used…