Related papers: The statistics of diffusive flux

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

We analyze the waiting time distribution of time distances $\tau$ between two nearest-neighbor flares. This analysis is based on the joint use of two distinct techniques. The first is the direct evaluation of the distribution function…

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Current statistics can be calculated in various ways. Event-based approaches use the statistics of the number of events occuring during a given time. Time-based approaches use the statistics of the time needed to reach a given number of…

We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…

Subject of this letter is the dynamics of a chain obtained performing the continuous limit of a system of links and beads. In particular, the probability distribution of the relative position between two points of the chain averaged over a…

We derive an analytic expression for the distribution of velocities of multiple interacting active particles which we test by numerical simulations. In clear contrast with equilibrium we find that the velocities are coupled to positions.…

Mathematically, it takes an infinite amount of time for the transient solution of a diffusion equation to transition from initial to steady state. Calculating a \textit{finite} transition time, defined as the time required for the transient…

Active walker models have proved to be extremely effective in understanding the evolution of a large class of systems in biology like ant trail formation and pedestrian trails. We propose a simple model of a random walker which modifies its…

In this work, I derive the time-dependent probability density function of classical observables using the Hamiltonian mechanics approach, extending the notion of fluctuation theorems for any observables. In particular, the time-dependent…

We study the relaxation process of two driven colloidal suspensions in diffusive contact to a steady state, similar to thermalization. We start by studying a single suspension, subjecting it to random driving forces via holographic optical…

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

Gamma distributions, which contain the exponential as a special case, have a distinguished place in the representation of near-Poisson randomness for statistical processes; typically, they represent distributions of spacings between events…

The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…

Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…