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相关论文: A universal exponent for Brownian entropic repulsi…

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We are interested in the quasi-stationarity of the time-inhomogeneous Markov process X t = B t (t + 1) $\kappa$ where (B t) t$\ge$0 is a one-dimensional Brownian motion and $\kappa$ $\in$ (0, $\infty$). We first show that the law of X t…

概率论 · 数学 2020-05-13 William Oçafrain

We consider a random generalisation of the classical Fibonacci substitution. The substitution we consider is defined as the rule mapping $\mathtt{a}\mapsto \mathtt{baa}$ and $\mathtt{b} \mapsto \mathtt{ab}$ with probability $p$ and…

组合数学 · 数学 2015-06-15 Johan Nilsson

The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq…

概率论 · 数学 2021-02-18 Boris Ettinger , Alexandru Hening , Tak Kwong Wong

Through molecular dynamics, we study the $d=2,3$ classical model of $N$ coupled rotators (inertial XY model) assuming a coupling constant which decays with distance as $r_{ij}^{-\alpha}$ ($\alpha \ge 0$). The total energy $<H>$ is…

统计力学 · 物理学 2009-10-31 Alessandro Campa , Andrea Giansanti , Daniele Moroni , Constantino Tsallis

We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate…

概率论 · 数学 2023-01-18 Sébastien Gouëzel

In the present effort we consider the most general non linear particle kinetics within the framework of the Fokker-Planck picture. We show that the kinetics imposes the form of the generalized entropy and subsequently we demonstrate the…

统计力学 · 物理学 2009-11-07 G. Kaniadakis

The intuition that the precision of observables is constrained by thermodynamic costs has recently been formalized through thermodynamic and kinetic uncertainty relations. While such trade-offs have been extensively studied in Markovian…

量子物理 · 物理学 2026-05-13 Tan Van Vu , Ryotaro Honma , Keiji Saito

Entropy bounds in black hole physics, based on a wide variety of different approaches, have had a long and distinguished history. Recently the current authors have turned attention to uncollapsed systems and obtained a robust entropy bound…

广义相对论与量子宇宙学 · 物理学 2011-03-18 Gabriel Abreu , Matt Visser

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…

统计力学 · 物理学 2016-07-27 Mathieu Delorme , Kay Jörg Wiese

We consider an active run-and-tumble particle (RTP) in $d$ dimensions, starting from the origin and evolving over a time interval $[0,t]$. We examine three different models for the dynamics of the RTP: the standard RTP model with…

统计力学 · 物理学 2020-10-29 Francesco Mori , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

We consider the $(2+1)$-dimensional generalized solid-on-solid (SOS) model, that is the random discrete surface with a gradient potential of the form $|\nabla\phi|^{p}$, where $p\in [1,+\infty]$. We show that at low temperature, for a…

概率论 · 数学 2017-01-13 Pietro Caputo , Fabio Martinelli , Fabio Lucio Toninelli

Quantum Brownian motion model is a typical model in the study of nonequilibrium quantum thermodynamics. Entropy is one of the most fundamental physical concepts in thermodynamics. In this work, by solving the quantum Langevin equation, we…

量子物理 · 物理学 2021-08-11 Tian Qiu , H. T. Quan

We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…

概率论 · 数学 2025-12-19 Mihriban Ceylan , David J. Prömel

We propose a generalized Dicke model which supports a quantum tricritical point. We map out the phase diagram and investigate the critical behaviors of the model through exact low-energy effective Hamiltonian in the thermodynamic limit. As…

量子物理 · 物理学 2019-06-05 Youjiang Xu , Han Pu

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

广义相对论与量子宇宙学 · 物理学 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

The robustness of the universality class concept of the chaotic transition was investigated by analytically obtaining its critical exponent for a wide class of maps. In particular, we extended the existing one-dimensional chaotic maps,…

混沌动力学 · 物理学 2022-06-14 Ken-ichi Okubo , Ken Umeno

The inverse first passage time problem asks whether, for a Brownian motion $B$ and a nonnegative random variable $\zeta$, there exists a time-varying barrier $b$ such that $\mathbb{P}\{B_s>b(s),0\leq s\leq t\}=\mathbb{P}\{\zeta>t\}$. We…

风险管理 · 定量金融 2014-01-16 Boris Ettinger , Steven N. Evans , Alexandru Hening

For the p-system with large BV initial data, an assumption introduced in [3] by Bakhvalov guarantees the global existence of entropy weak solutions with uniformly bounded total variation. The present paper provides a partial converse to…

偏微分方程分析 · 数学 2015-02-10 Alberto Bressan , Geng Chen , Qingtian Zhang , Shengguo Zhu

We revisit a result of Uchiyama (1980): given that a certain integral test is satisfied, the rate of the probability that Brownian motion remains below the moving boundary $f$ is asymptotically the same as for the constant boundary. The…

概率论 · 数学 2012-03-22 Frank Aurzada , Tanja Kramm

The concept of entropy has been pivotal in the formulation of thermodynamics. For systems driven away from thermal equilibrium, a comparable role is played by entropy production and dissipation. Here we provide a comprehensive picture how…

软凝聚态物质 · 物理学 2025-05-15 Robin Bebon , Joshua F. Robinson , Thomas Speck