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In this paper we analyze the transient behavior of the workload process in a L\'evy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential…

Probability · Mathematics 2015-03-18 Nicos Starreveld , René Bekker , Michel Mandjes

In this paper we study activity fluctuations in an asymmetric death-branching process in one-dimension. The model, which is a variant of the asymmetric Glauber model, has already been studied in [12]. It is known that in the low-activity…

Statistical Mechanics · Physics 2019-06-21 Pegah Torkaman , Farhad H. Jafarpour

Yet often neglected, dynamical interdependencies between concomitant contagion processes can alter their intrinsic equilibria and bifurcations. A particular case of interest for disease control is the emergence of explosive transitions in…

Physics and Society · Physics 2023-12-04 Santiago Lamata-Otín , Jesús Gómez-Gardeñes , David Soriano-Paños

A general procedure for studying finite-N effects in quantum phase transitions of finite systems is presented and applied to the critical-point dynamics of nuclei undergoing a shape-phase transition of second-order (continuous), and of…

Nuclear Theory · Physics 2007-05-23 A. Leviatan

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

Statistical Mechanics · Physics 2020-09-15 Maike A. F. dos Santos , Fernando D. Nobre , Evaldo M. F. Curado

We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…

Statistical Mechanics · Physics 2015-11-18 Ian R. Thompson , Robert L. Jack

The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…

Statistical Finance · Quantitative Finance 2015-06-12 Guannan Zhao , Mark McDonald , Dan Fenn , Stacy Williams , Neil F. Johnson

General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…

Statistical Mechanics · Physics 2025-05-13 V. V. Ryazanov

Dynamic evolution behaviors of dimension-varying control systems often appear in the genetic regulatory network and the vehicle clutch system etc. An interesting and significant study on dimension-varying control systems is how to realize…

Optimization and Control · Mathematics 2023-03-02 Naqi Fan , Lijun Zhang

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

Statistical Mechanics · Physics 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We show that many of the unusual properties of the one-dimensional random quantum Ising model are shared also by dilute quantum Ising systems in the vicinity of a certain quantum transition in {\em any} dimension $d > 1$. Thus, while these…

Condensed Matter · Physics 2009-10-28 T. Senthil , Subir Sachdev

The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…

Probability · Mathematics 2021-01-28 A. Di Crescenzo , E. Di Nardo , L. M. Ricciardi

Using the crystallization transition in a Lennard-Jones fluid as example, we show that mean first-passage time based methods may underestimate the reaction rates. We trace the reason of this deficiency back to the non-Markovian character of…

Soft Condensed Matter · Physics 2017-10-06 S. Jungblut , C. Dellago

This is a short survey on recent results obtained by the authors on dynamical phase transitions of interacting particle systems. We consider particle systems with exclusion dynamics, but it is conjectured that our results should hold for a…

Probability · Mathematics 2013-10-22 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

The transition between low and high density phases is a typical feature of systems with social interactions. This contribution focuses on simple evacuation design of one room with one entrance and one exit; four passing-through experiments…

Multiagent Systems · Computer Science 2016-01-27 Marek Bukáček , Pavel Hrabák , Milan Krbálek

Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…

Statistical Mechanics · Physics 2018-01-24 Krzysztof Ptaszynski

We present a new paradigm in the study of brain mental dynamics on the basis of the stable transient activity neural networks observed in experiments. This new approach is in contrast to traditional system analysis usually adopted in…

Adaptation and Self-Organizing Systems · Physics 2009-09-08 Mikhail I. Rabinovich , Mehmet K. Muezzinoglu

The time of the first occurrence of a threshold crossing event in a stochastic process, known as the first passage time, is of interest in many areas of sciences and engineering. Conventionally, there is an implicit assumption that the…

Statistical Mechanics · Physics 2021-11-24 Aanjaneya Kumar , Aniket Zodage , M. S. Santhanam

We extend the theory of transience to general dynamical systems with no Markov structure assumed. This is linked to the theory of phase transitions. We also provide examples of new kinds of transient behaviour.

Dynamical Systems · Mathematics 2013-09-12 Godofredo Iommi , Mike Todd