Related papers: Occupation Time Fluctuations in Branching Systems
The L\'evy walk process for a lower interval of an excursion times distribution ($\alpha<1$) is discussed. The particle rests between the jumps and the waiting time is position-dependent. Two cases are considered: a rising and diminishing…
In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…
We consider a critical branching particle system in $\R^d$, composed of individuals of a finite number of types $i\in\{1,...,K\}$. Each individual of type $i$ moves independently according to a symmetric $\alpha_i$-stable motion. We assume…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
We study the fluctuations of the area $A(t)= \int_0^t x(\tau)\, d\tau$ under a self-similar Gaussian process (SGP) $x(\tau)$ with Hurst exponent $H>0$ (e.g., standard or fractional Brownian motion, or the random acceleration process) that…
We study order-parameter fluctuations (OPF) in disordered systems by considering the behavior of some recently introduced paramaters $G,G_c$ which have proven very useful to locate phase transitions. We prove that both parameters G (for…
The observation of apparent power-laws in neuronal systems has led to the suggestion that the brain is at, or close to, a critical state and may be a self-organised critical system. Within the framework of self-organised criticality a…
We study the symmetric simple exclusion process with Glauber dynamics. When the process starts from a nonequilibrium measure, we prove central limit theorems for the occupation time in dimension two, and sample path moderate deviation…
We study an exactly solvable random walk model with long-range memory on arbitrary networks. The walker performs unbiased random steps to nearest-neighbor nodes and intermittently resets to previously visited nodes in a preferential way,…
We study steady-state current fluctuations in hardcore lattice gases on a ring of $L$ sites, where $N$ particles perform symmetric, {\it extended-ranged} hopping. The hop length is a random variable depending on a length scale $l_0$…
For two canonical examples of driven mesoscopic systems - a harmonically-trapped Brownian particle and a quantum dot - we numerically determine the finite-time protocols that optimize the compromise between the standard deviation and the…
We study large fluctuations of the area $\mathcal{A}$ under a Brownian excursion $x(t)$ on the time interval $|t|\leq T$, constrained to stay away from a moving wall $x_0(t)$ such that $x_0(-T)=x_0(T)=0$ and $x_0(|t|<T)>0$. We focus on wall…
Dynamical evolution of systems with sparse Hamiltonians can always be recognized as continuous time quantum walks (CTQWs) on graphs. In this paper, we analyze the short time asymptotics of CTQWs. In recent studies, it was shown that for the…
We consider the scaling behaviour of the fluctuation susceptibility associated with the average activation in the Greenberg-Hastings neural network model and its relation to microscopic spontaneous activation. We found that, as the…
We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…
We study a continuous time branching process where an individual splits into two daughters with rate b and dies with rate a, starting from a single individual at t=0. We show that the model can be mapped exactly to a random walk problem…
A two-dimensional lattice system of non-interacting electrons in a homogeneous magnetic field with half a flux quantum per plaquette and a random potential is considered. For the large scale behavior a supersymmetric theory with collective…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…