相关论文: The glassy phase of the complex branching Brownian…
Financial markets have long since been modeled using stochastic methods such as Brownian motion, and more recently, rough volatility models have been built using fractional Brownian motion. This fractional aspect brings memory into the…
We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…
We derive a model that describes the motion of a Brownian particle in a system which is dominated by gravitational forces. An example of such a system is a massive black hole immersed in a cluster of stars. We compute the dispersion in the…
We investigate by Montecarlo simulation the linear response function of three dimensional structural glass models defined by short-range kinetic constraints and a trivial equilibrium Boltzmann-Gibbs measure. The breakdown of the…
Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. Here we give necessary conditions for this…
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
We discuss physical and mathematical aspects of the over-damped motion of a Brownian particle in fluctuating potentials. It is shown that such a system can be described quantitatively by fluctuating rates if the potential fluctuations are…
We develop a general theory for describing phase coexistence between nonequilibrium steady states in Brownian systems, based on power functional theory (M. Schmidt and J.M. Brader, J. Chem. Phys. 138, 214101 (2013)). We apply the framework…
A systematic expansion of the many-body master equation for active matter, in which motors power configurational changes as in the cytoskeleton, is shown to yield a description of the steady state and responses in terms of an effective…
We study a simple model for the trajectory of a particle in a turbulent fluid, where a Brownian motion travels through a random Gaussian velocity field. We study the quenched law of the process and prove that in a weak environment setting,…
The description of activated relaxation of glassy systems in the multidimensional configurational space is a long-standing open problem. We develop a phenomenological description of the out-of-equilibrium dynamics of a model with a rough…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
A random matrix approach to glassy physics is introduced. It leads to a class of models which exhibit both, glassy low-temperature phases, and double-- and single-well configurations in their potential energy. The distribution of parameters…
We analyze fluctuation-dissipation relations in the Backgammon model: a system that displays glassy behavior at zero temperature due to the existence of entropy barriers. We study local and global fluctuation relations for the different…
We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…
We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
We consider a quantum particle coupled (with strength $\la$) to a spatial array of independent non-interacting reservoirs in thermal states (heat baths). Under the assumption that the reservoir correlations decay exponentially in time, we…