Related papers: Non-Poisson dichotomous noise: higher-order correl…
The relation between the autocorrelation $C(t,t_w)$ and the integrated linear response function $\chi(t,t_w)$ is studied in the context of the large-N model for phase-ordering systems subjected to a shear flow. In the high temperature phase…
The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. \textbf{73}, 3395 (1994)]. The potential…
Working within the Nonequilibrium Green's Function (NEGF) formalism, a formula for the two-time current correlation function is derived for the case of transport through a nanojunction in response to an arbitrary time-dependent bias. The…
We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and…
A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…
In this paper, we consider the problem of estimating the covariation of two diffusion processes when observations are subject to non-synchronicity. Building on recent papers \cite{Hay-Yos03, Hay-Yos04}, we derive second-order asymptotic…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
A pressure-driven two-layer channel flow of a Newtonian fluid with constant viscosity (top layer) and a fluid with a time-dependent viscosity (bottom layer) is numerically investigated. The bottom layer goes through an aging process in…
Behavior of two-time autocorrelation during the phase separation in solid binary mixtures are studied via numerical solutions of the Cahn-Hilliard equation as well as Monte Carlo simulations of the Ising model. Results are analyzed via…
A systematic analysis of the structure of single-baryon correlation functions calculated with lattice QCD is performed, with a particular focus on characterizing the structure of the noise associated with quantum fluctuations. The…
Local scale-invariance for ageing systems without detailed balance is tested through studying the dynamical symmetries of the critical bosonic contact process and the critical bosonic pair-contact process.Their field-theoretical actions can…
A generalized version of the nonequilibrium linear Glauber model with $q$ states in $d$ dimensions is introduced and analyzed. The model is fully symmetric, its dynamics being invariant under all permutations of the $q$ states. Exact…
We study the motion of a one-dimensional particle which reverses its direction of acceleration stochastically. We focus on two contrasting scenarios, where the waiting-times between two consecutive acceleration reversals are drawn from (i)…
The distortion of the regular motion in a quantum system by its coupling to the continuum of decay channels is investigated. The regular motion is described by means of a Poissonian ensemble. We focus on the case of only few channels K<10.…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
This letter adresses the challenging problems posed to the Kubo-Anderson (KA) theory by the discovery of intermittent resonant fluorescence with a non-exponential distribution of waiting times. We show how to extend the KA theory from aged…
We study the dynamics of the spin and cavity field of the Tavis-Cummings model using quasi-probability distribution functions and second order coherence function, respectively. The effects of (non)-Markovian noise are considered. The…
The Wiener-Khinchin theorem shows how the power spectrum of a stationary random signal $I(t)$ is related to its correlation function $\left\langle I(t)I(t+\tau)\right\rangle$. We consider non-stationary processes with the widely observed…
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…