相关论文: Occupation times of exclusion processes with condu…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
We use the Bethe Ansatz to derive analytical expressions for the current statistics in the asymmetric exclusion process with both forward and backward jumps. The Bethe equations are highly coupled and this fact has impeded their use to…
For a generic class of machines with broken time-reversal symmetry we show that in the linear response regime the relative fluctuation of the sum of output currents for time-forward and time-reversed processes is always lower bounded by the…
We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…
The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…
In this paper, we introduce drifted versions of the generalized counting process (GCP) with a deterministic drift and a random drift. The composition of stable subordinator with an independent inverse stable subordinator is taken as the…
Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…
We report on the residence times of capillary waves above a given height $h$ and on the typical waiting time in between such fluctuations. The measurements were made on phase separated colloid-polymer systems by laser scanning confocal…
We study current fluctuations in tunnel junctions driven by a voltage source. The voltage is applied to the tunneling element via an impedance providing an electromagnetic environment of the junction. We use circuit theory to relate the…
We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…
We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…
We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…
We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…
We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…
We investigate violations of the fluctuation-dissipation theorem in two classes of trap models by studying the influence of the perturbing field on the transition rates. We show that for perturbed rates depending upon the value of the…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
Fractional Brownian motion (fBm) is a centered self-similar Gaussian process with stationary increments, which depends on a parameter $H \in (0, 1)$ called the Hurst index. The use of time-changed processes in modeling often requires the…
We study fluctuations of the Wigner time delay for open (scattering) systems which exhibit mixed dynamics in the classical limit. It is shown that in the semiclassical limit the time delay fluctuations have a distribution that differs…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…