相关论文: Occupation times of exclusion processes with condu…

For quantum systems with externally time-varied Hamiltonians a definition of operators of system's energy change rate (work per unit time) and entropy production observables is suggested and discussed in the context of rigorous statistical…

We compare the relation between dispersion and dissipation for two random variables that can be used to characterize the precision of a Brownian clock. The first random variable is the current between states. In this case, a certain…

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Sample-to-sample fluctuations of the time-dependent conductance of a system with static disorder have been studied by means of diagrammatic theory and microwave pulsed transmission measurements. The fluctuations of time-dependent…

We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity…

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

This study of occupation time densities for continuous-time Markov processes was inspired by the work of E.Nir et al (2006) in the field of Single Molecule FRET spectroscopy. There, a single molecule fluctuates between two or more states,…

We study an exclusion process on a ring comprising a free defect particle in a bath of normal particles. The model is one of the few integrable cases in which the bath particles are partially asymmetric. The presence of the free defect…

This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…

In the present work, a new time-dependent exchange theory is presented wherein the symmetry constraints, on a multi-electron wavefunction, are properly accounted for. In so doing, the equations of motion, incorporating the required…

We study stochastic particle transport between two reservoirs along a channel, where the particles are pumped against a bias by a traveling wave potential. It is shown that phase transitions of period-averaged densities or currents occur…

We investigate a refracted Levy process driven by a jump diffusion process, whose jumps have rational Laplace transforms. For such a stochastic process, formulas for the Laplace transform of its occupation times are deduced. To derive the…

Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…

Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…

Occupancy processes are a broad class of discrete time Markov chains on $\{0,1\}^{n}$ encompassing models from diverse areas. This model is compared to a collection of $n$ independent Markov chains on $\{0,1\}$, which we call the…