Related papers: Functional characterization of generalized Langevi…
We present a supersymmetric formulation of Markov processes, represented by a family of Langevin equations with multiplicative white-noise. The hidden symmetry encodes equilibrium properties such as fluctuation-dissipation relations. The…
Using the gauge/string duality, we derive a set of Langevin equations describing the dynamics of a relativistic heavy quark moving with constant average speed through the strongly-coupled N=4 SYM plasma at finite temperature. We show that…
We write equations of motion for density variables that are equivalent to Newtons equations. We then propose a set of trial equations parameterised by two unknown functions to describe the exact equations. These are chosen to best fit the…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…
We systematically derive the quantum generalized nonlinear Langevin equation using Morozov's projection operator method. This approach extends the linear Mori-Zwanzig projection operator technique, allowing for the inclusion of nonlinear…
Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. It is known that, for discrete-time systems, the power-law exponent decreases as the…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…
The average thermodynamic power of a time-dependent external potential in the white-noise Langevin model is derived using a Green's function solution. The power appears as a driving term in the differential equation for the average energy…
We theoretically study the dynamical dephasing of a quantum two level system interacting with an environment exhibiting non-Markovian random telegraph fluctuations. The time evolution of the conditional probability of the environmental…
We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been…
Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…
In this paper, we study the discrete time filtering problems for linear systems driven by fractional noises. The main difficulty comes from the non-Markovian of the noises. We construct the difference equation of the covariance process…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…
When observations are curves over some natural time interval, the field of functional data analysis comes into play. Functional linear processes account for temporal dependence in the data. The prediction problem for functional linear…
Using the concept of open systems where the classical geometry is treated as the system and the quantum matter field as the environment, we derive a fluctuation-dissipation theorem for semiclassical cosmology. This theorem which exists…
In light of recent work on particles fluctuating in linear viscoelastic fluids, we study a linear stochastic partial-integro-differential equation with memory that is driven by a stationary noise on a bounded, smooth domain. Using the…
We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…
Every quantum system is coupled to an environment. Such system-environment interaction leads to temporal correlation between quantum operations at different times, resulting in non-Markovian noise. In principle, a full characterisation of…