Related papers: Non-Poisson processes: regression to equilibrium v…
In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
We study the non-equilibrium Langevin dynamics of $N$ particles in one dimension with Coulomb repulsive linear interactions. This is a dynamical version of the so-called jellium model (without confinement) also known as ranked diffusion.…
Dispersion relations are nonperturbative formulas that relate the ultraviolet and infrared behavior of an observable with wide-ranging applications applications in linear response theory, quantum field theory scattering amplitudes, and…
We study the equilibrium and non-equilibrium properties of strongly interacting bosons on a lattice in presence of a random bounded disorder potential. Using a Gutzwiller projected variational technique, we study the equilibrium phase…
Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…
Nonequilibrium behaviors of positional order are discussed based on diffusion processes in particle systems. With the cumulant expansion method up to the second order, we obtain a relation between the positional order parameter $\Psi$ and…
The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium…
Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…
We highlight the importance of long-range correlations in active matter systems of self-propelling particles even in the absence of global order or steric interactions by demonstrating that long-range density fluctuations are reduced. We…
Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…
We have developed a variational perturbation theory based on the Liouville-Neumann equation, which enables one to systematically compute the perturbative correction terms to the variationally determined wave functions of the time-dependent…
General properties of perturbed conformal field theory interacting with quantized Liouville gravity are considered in the simplest case of spherical topology. We discuss both short distance and large distance asymptotic of the partition…
We investigate the statistical properties of fluctuations in active systems that are governed by non-symmetric responses. Both an underdamped Langevin system with an odd resistance tensor and an overdamped Langevin system with an odd…
We use the so-called Liouville-von Neumann (LvN) approach to study the nonequilibrium quantum dynamics of time-dependent second order phase transitions. The LvN approach is a canonical method that unifies the functional Schr\"{o}dinger…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…