相关论文: Sensitivity to switching rates in stochastically s…

Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Based on a student research project this article gives a short review on Wishart processes. A Wishart procces is a matrix valued continuous time stochastic process with a marginal Wishart distribution. The Wishart distribution is a matrix…

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…

This paper is concerned with the stability problem for the planar linear switched system $\dot x(t)=u(t)A_1x(t)+(1-u(t))A_2x(t)$, where the real matrices $A_1,A_2\in \R^{2\times 2}$ are Hurwitz and $u(\cdot) [0,\infty[\to\{0,1\}$ is a…

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

We study the problem of sequentially testing whether a given stochastic process is generated by a known Markov chain. Formally, given access to a stream of random variables, we want to quickly determine whether this sequence is a trajectory…

We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…

Genetic switch systems with mutual repression of two transcription factors are studied using deterministic methods (rate equations) and stochastic methods (the master equation and Monte Carlo simulations). These systems exhibit bistability,…

We consider a Piecewise Deterministic Markov Process given by random switching between finitely many vector fields vanishing at $0$. It has been shown recently that the behaviour of this process is mainly determined by the signs of Lyapunov…

We derive explicit representations for the (Siegmund) dual and the inverse flow of generalized Ornstein-Uhlenbeck processes whenever these exist. It turns out that the dual and the process corresponding to the inverse stochastic flow are…

There is only limited experimental evidence for the existence in nature of phase transitions of Ehrenfest order greater than two. However, there is no physical reason for their non-existence, and such transitions certainly exist in a number…

We consider a non-conserving zero-range process with hopping rate proportional to the number of particles at each site. Particles are added to the system with a site-dependent creation rate, and removed from the system with a uniform…

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

A boundary transfer matrix formulation allows to calculate the Loschmidt echo for one-dimensional quantum systems in the thermodynamic limit. We show that non-analyticities in the Loschmidt echo and zeros for the Loschmidt amplitude in the…

We give a new proof of the fact that, near a turning point of the frozen boundary, the vertical tiles in a uniformly random lozenge tiling of a large sawtooth domain are distributed like the eigenvalues of a GUE random matrix. Our argument…