相关论文: Local Escape Rates for $\phi$-mixing Dynamical Sys…
Large deviation principles for hyperbolic systems are well studied and provide exponential rates for the deviations of Birkhoff averages from their limit. This short article presents a local large deviation principle for Smale spaces, in…
We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…
Physical systems with many degrees of freedom can often be understood in terms of transitions between a small number of metastable states. For time-homogeneous systems with short-term memory these transitions are fully characterized by a…
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…
We study the model of a biaxial single ferromagnetic spin Hamiltonian with an external magnetic field applied along the medium axis. The phase transition of the escape rate is investigated. Two different but equivalent methods are…
We prove results on mixing and mixing rates for toral extensions of nonuniformly expanding maps with subexponential decay of correlations. Both the finite and infinite measure settings are considered. Under a Dolgopyat-type condition on…
Consider a H\"older continuous potential $\phi$ defined on the full shift $A^\nn$, where $A$ is a finite alphabet. Let $X\subset A^\nn$ be a specified sofic subshift. It is well-known that there is a unique Gibbs measure $\mu_\phi$ on $X$…
Recent advances in the periodic orbit theory of stochastically perturbed systems have permitted a calculation of the escape rate of a noisy chaotic map to order 64 in the noise strength. Comparison with the usual asymptotic expansions…
We study the noise-driven escape of active Brownian particles (ABPs) and run-and-tumble particles (RTPs) from confining potentials. In the small noise limit, we provide an exact expression for the escape rate in term of a variational…
We prove that for every locally stable and tempered pair potential $\phi$ with bounded range, there exists a unique infinite-volume Gibbs point process on $\mathbb{R}^d$ for every activity $\lambda < (e^{L} \hat{C}_{\phi})^{-1}$, where $L$…
We consider the one-dimensional totally asymmetric simple exclusion process (TASEP) with position-dependent hopping rates. The problem is solved,in a mean field/adiabatic approximation, for a general (smooth) form of spatial rate variation.…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…
The difficulty is analysed in evaluating fluctuations in phase transition of finite-size system at temperature far below the critical point. Film system is discussed with one-component order parameter $\phi^4$ model for phase transition.…
We consider a class of discrete $q$-state spin models defined in terms of a translation-invariant quasilocal specification with discrete clock-rotation invariance which have extremal Gibbs measures $\mu'_{\varphi}$ labeled by the…
In this work we consider several aspects of the thermodynamic formalism in a randomized setting. Let $X$ be a non-trivial mixing shift of finite type, and let $f : X \to \mathbb{R}$ be a H\"older continuous potential with associated Gibbs…
This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…
The conduction electrons' dephasing rate, $\tau_{\phi}^{-1}$, is expected to vanish with the temperature. A very intriguing apparent saturation of this dephasing rate in several systems was recently reported at very low temperatures. The…
We consider the spreading dynamics of the Fisher-KPP equation in a shifting environment, by analyzing the limit of the rate function of the solutions. For environments with a weak monotone condition, it was demonstrated in a previous paper…
We present simple new examples of pure-jump strict local martingales. The examples are constructed as exponentials of self-exciting affine Markov processes. We characterize the strict local martingale property of these processes by an…
In this paper we study the distribution of hitting and return times for observations of dynamical systems. We apply this results to get an exponential law for the distribution of hitting and return times for rapidly mixing random dynamical…