Related papers: EQUIVALENCES BETWEEN STOCHASTIC SYSTEMS
We follow the time sequence of binary elastic collisions in a small collection of hard-core particles. Intervals between the collisions are characterized by the numbers of collisions of different pairs in a given time. It was shown…
Time-dependently driven stochastic systems form a vast and manifold class of non-equilibrium systems used to model important applications on small length scales such as bit erasure protocols or microscopic heat engines. One property that…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. http://www.ams.org/mathscinet-getitem?mr=MR2123250) and for the self-duality of Feller's branching…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
Distinguishability plays a major role in quantum and statistical physics. When particles are identical their wave function must be either symmetric or antisymmetric under permutations and the number of microscopic states, which determines…
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
We study velocity correlations induced by diffusion and dissipation in a simple dissipative dynamical system. We observe that diffusion, as a result of time reversible microscopic processes, leads to correlations with different spatial…
Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…
We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…
An analytical solution to the time evolution of decay of one and two identical noninteracting particles is presented using the formalism of resonant states. It is shown that the time-dependent wave function and hence the survival and…
One-dimensional reaction-diffusion models A+A -> 0, A+A -> A, and $A+B -> 0, where in the latter case like particles coagulate on encounters and move as clusters, are solved exactly with anisotropic hopping rates and assuming synchronous…
We present a unified approach to those observables of stochastic processes under reset that take the form of averages of functionals depending on the most recent renewal period. We derive solutions for the observables, and determine the…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
We examine microscopic mechanisms for coupling stochastic oscillators so that they display similar and correlated temporal variations. Unlike oscillatory motion in deterministic dynamical systems, complete synchronization of stochastic…
A stochastic model relating the parameters of astrophysical structures to the parameters of their granular components is applied to the formation of hierarchical, large-scale structures from galaxies assumed as point-like objects. If the…
Within a field theoretical formalism suited to treat inhomogeneous hot quantum systems, we derive the two-particle correlation function for particles having a spectral width gamma in the region of their emission. We find, that this…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…