相关论文: Long-term memory induced correction to Arrhenius l…

Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…

We compare the thermal escape rates of a Brownian particle, initially trapped into one of the two wells of an asymmetric double-well potential, for thermal Markovian and non-Markovian noise. The Markovian treatment of this problem goes…

As we typically teach in an introductory mechanics course, choosing a "good" reference frame with convenient axes may present a major simplification to a problem. Additionally, knowing some conserved quantities provides an extremely…

Rare events in stochastic processes with heavy-tailed distributions are controlled by the big jump principle, which states that a rare large fluctuation is produced by a single event and not by an accumulation of coherent small deviations.…

This paper demonstrates the additive and multiplicative version of a long-run law of unexpected shocks for any economic variable. We derive these long-run laws by the martingale theory without relying on the stationary and ergodic…

Stochastic thermodynamics investigates energetic and entropic bounds in small systems. Foundational results, e.g., the first and second laws, predominantly rely on the Markov (memoryless) assumption. Although physicists recognise that the…

We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…

Estimating the likelihood, timing, and nature of events is a major goal of modeling stochastic dynamical systems. When the event is rare in comparison with the timescales of simulation and/or measurement needed to resolve the elemental…

This paper investigates short-term behaviors of implied volatility of derivatives written on indexes in equity markets when the index processes are constructed by using a ranking procedure. Even in simple market settings where stock prices…

Longitudinal modified treatment policies (LMTP) have been recently developed as a novel method to define and estimate causal parameters that depend on the natural value of treatment. LMTPs represent an important advancement in causal…

We classify the rare events of structured, memoryful stochastic processes and use this to analyze sequential and parallel generators for these events. Given a stochastic process, we introduce a method to construct a new process whose…

Memory is a ubiquitous characteristic of complex systems and critical phenomena are one of the most intriguing phenomena in nature. Here, we propose an Ising model with memory and develop a corresponding theory of critical phenomena with…

How much time does it take for a fluctuating system, such as a polymer chain, to reach a target configuration that is rarely visited -- typically because of a high energy cost ? This question generally amounts to the determination of the…

The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…

Thermally activated escape of a Brownian particle over a potential barrier is well understood within Kramers theory. When subjected to an external magnetic field, the Lorentz force slows down the escape dynamics via a rescaling of the…

This note addresses the relevance of rare events in system dynamics, inspired by Jill North reflections on the origin of the arrow of time in thermodynamics. After identifying the existence of rare events, characterized by a Pareto…

Quantum memory effects are essential in understanding and controlling open quantum systems, yet distinguishing them from classical memory remains challenging. We introduce a convex geometric framework to analyze quantum memory propagating…

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

We have explored a simple microscopic model to simulate a thermally activated rate process where the associated bath which comprises a set of relaxing modes is not in an equilibrium state. The model captures some of the essential features…

We present the schematic calculations within the Langevin approach in order to investigate the dependence of fission width on the memory time and the excitation energy at low temperatures where the quantum fluctuations play an important…