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

We give a partly new proof of the fluctuation bounds for the second class particle and current in the stationary asymmetric simple exclusion process. One novelty is a coupling that preserves the ordering of second class particles in two…

The time which a diffusing particle spends in a certain region of space is known as the occupation time, or the residence time. Recently the joint occupation time statistics of an ensemble of non-interacting particles was addressed using…

We study the asymmetric exclusion process with open boundaries and derive the exact form of the joint probability function for the occupation number and the current through the system. We further consider the thermodynamic limit, showing…

In this paper, we are concerned with the long-range voter model on lattices. We prove a stationary fluctuation theorem for the occupation time of the model under a proper time-space scaling. In several cases, the fluctuation limits are…

The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…

Brownian circuits perform computations using stochastic transitions driven by thermal fluctuations. While the energetic costs of such fluctuation-driven computation have been extensively studied within stochastic thermodynamics, much less…

We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…

We study the fluctuations of the power variation of fractional Brownian motion in Brownian time

We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…

We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…

Stochastic processes time-changed by an inverse subordinator have been suggested as a way to model the price of assets in illiquid markets, where the jumps of the subordinator correspond to periods of time where one is unable to sell an…

For the symmetric simple exclusion process on an infinite line, we calculate exactly the fluctuations of the integrated current $Q_t$ during time $t$ through the origin when, in the initial condition, the sites are occupied with density…

We prove nonequilibrium fluctuations for the boundary driven symmetric simple exclusion process. We deduce from this result the stationary fluctuations.

Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and L\'evy processes. By contrast, two-time occupation statistics, which…

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved.…

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

We establish limit theorems for re-scaled occupation time fluctuations of a sequence of branching particle systems in $\R^d$ with anisotropic space motion and weakly degenerate splitting ability. In the case of large dimensions, our limit…

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…