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Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
We place limits on semiclassical fluctuations that might be present in the primordial perturbation spectrum. These can arise if some signatures of pre-inflationary features survive the expansion, or could be created by whatever mechanism…
Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…
The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…
It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…
We demonstrate that measurements of number fluctuations within finite cells provide a direct means to study fluctuation scaling in a trapped two-component condensate. This quantum system supports a second-order phase transition between…
We study the evolution in equilibrium of the fluctuations for the conserved quantities of a chain of anharmonic oscillators in the hyperbolic space-time scaling. Boundary conditions are determined by applying a constant tension at one side,…
In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…
We study real space condensation in aggregation-fragmentation models where the total mass is not conserved, as in phenomena like cloud formation and intracellular trafficking. We study the scaling properties of the system with influx and…
We study the fluctuation-induced dissipative dynamics of the quantized center of mass motion of a polarizable dielectric particle trapped near a surface. The particle's center of mass is treated as an open quantum system coupled to the…
We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of paths located near convex boundaries of various physical nature. We consider numerically the BBP-like (Baik-Ben Arous-P\'ech\'e) transition…
We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…
The critical behaviour of correlation functions near a boundary is modified from that in the bulk. When the boundary is smooth this is known to be characterised by the surface scaling dimension $\xt$. We consider the case when the boundary…
Suppose $\{X_{t}:t\ge 0\}$ is a supercritical superprocess on a Luzin space $E$, with a non-local branching mechanism and probabilities $\mathbb{P}_{\delta_{x}}$, when initiated from a unit mass at $x\in E$. By ``supercritical", we mean…
We have studied the early time evolution of granular segregation patterns in a horizontal rotating cylinder partially filled with a sand/salt mixture. The growth of concentration fluctuations starting from premixed initial conditions was…
A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…
We have considered three different "one-body" statistical systems involving Brownian excursions, which possess for fluctuations Kardar-Parisi-Zhang scaling with the critical exponent $\nu=\frac{1}{3}$. In all models imposed external…