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In this brief note, we study the strong law of large numbers for random walks in random scenery. Under the assumptions that the random scenery is non-stationary and satisfies weakly dependent condition with an appropriate rate, we establish…

概率论 · 数学 2025-02-11 Sadillo Sharipov

We study a random walk problem on the hierarchical network which is a scale-free network grown deterministically. The random walk problem is mapped onto a dynamical Ising spin chain system in one dimension with a nonlocal spin update rule,…

统计力学 · 物理学 2007-05-23 Jae Dong Noh , Heiko Rieger

The power spectral density of an observable quantifies the amount of fluctuations at a given frequency and can reveal the influence of different timescales on the observable's dynamics. Here, we show that the spectral density in a…

统计力学 · 物理学 2023-06-02 Andreas Dechant

Wave propagation in time-varying media enables unique control of energy transport by breaking energy conservation through temporal modulation. Among the resulting phenomena, temporal disorder-random fluctuations in material parameters-can…

光学 · 物理学 2025-10-17 Seulong Kim , Kihong Kim

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

统计力学 · 物理学 2009-11-13 Sven Dorosz , Michel Pleimling

We discuss the diffusion equation resulting from a strong dissipation limit of the random wave equation arising in the models of warm inflation. We show that the long wave power spectrum of scalar perturbations in the model of an…

广义相对论与量子宇宙学 · 物理学 2019-04-16 Z. Haba

The two-point correlation function of the energy dissipation, obtained from a one-point time record of an atmospheric boundary layer, reveals a rigorous power-law scaling with intermittency exponent mu=0.20 over almost the entire inertial…

统计力学 · 物理学 2009-11-10 J. Cleve , M. Greiner , K. R. Sreenivasan

Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and…

统计力学 · 物理学 2010-12-30 Bartlomiej Dybiec

There are conflicting reports in the literature regarding the finite-size scaling of the Liouvillian gap and dynamical fluctuations at discontinuous phase transitions, with various studies reporting either exponential or power-law behavior.…

统计力学 · 物理学 2024-10-23 Krzysztof Ptaszynski , Massimiliano Esposito

This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…

概率论 · 数学 2017-06-27 Dang H. Nguyen , George Yin

We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the A-power of the jump length and depend on the energy marks via a Boltzmann--like factor. The case A=1 corresponds…

概率论 · 数学 2015-05-14 P. Caputo , A. Faggionato , T. Prescott

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

统计力学 · 物理学 2020-12-02 Jie Yao , Yanting Wang

Testing for regime switching when the regime switching probabilities are specified either as constants (`mixture models') or are governed by a finite-state Markov chain (`Markov switching models') are long-standing problems that have also…

计量经济学 · 经济学 2017-11-13 Mika Meitz , Pentti Saikkonen

In this paper, we study the interacting random particles with power-law long-rang hopping. Via the multi-scale analysis arguments for the Green's function, we establish the power-law localization for all energy with strong disorder.

数学物理 · 物理学 2025-03-26 Wenwen Jian , Yingte Sun

The enigmatic stability of population oscillations within ecological systems is analyzed. The underlying mechanism is presented in the framework of two interacting species free to migrate between two spatial patches. It is shown that that…

软凝聚态物质 · 物理学 2015-06-25 Refael Abta , Marcello Schiffer , Nadav M. Shnerb

We report on experimental and theoretical studies of the fluctuation-induced escape time from a metastable state of a nanomechanical Duffing resonator in cryogenic environment. By tuning in situ the non-linear coefficient $\gamma$ we could…

介观与纳米尺度物理 · 物理学 2015-11-25 Martial Defoort , Vadim Puller , Olivier Bourgeois , Fabio Pistolesi , Eddy Collin

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

统计力学 · 物理学 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

Previous work has established that the localized regime of wave transport in open media is characterized by a position-dependent diffusion coefficient. In this work we study how the concept of position-dependent diffusion affects the delay…

无序系统与神经网络 · 物理学 2017-05-24 B. A. van Tiggelen , S. E. Skipetrov , J. H. Page

We analyse the mixing profile of a random walk on a dynamic random permutation, focusing on the regime where the walk evolves much faster than the permutation. Two types of dynamics generated by random transpositions are considered: one…

概率论 · 数学 2025-04-28 Luca Avena , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

数据分析、统计与概率 · 物理学 2013-07-01 Shinsuke Koyama
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