相关论文: Probability distributions for multicomponent syste…
We consider stochastic processes where randomly chosen particles with positive quantities x, y (> 0) interact and exchange the quantities asymmetrically by the rule x' = c{(1-a) x + b y}, y' = d{a x + (1-b) y} (x \ge y), where (0 \le) a, b…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
We present a chemical reaction network that is unstable under deterministic mass action kinetics, exhibiting finite-time blow-up of trajectories in the interior of the state space, but whose stochastic counterpart is positive recurrent.…
Quantal systems are predicted to show a change-over from exponential decay to power law decay at very long times. Although most theoretical studies predict integer power-law exponents, recent measurements by Rothe et al. of decay…
In many real-world dynamical systems, obtaining precise models of system uncertainty remains a challenge. It may be difficult to estimate noise distributions or robustness bounds, especially when the distributions/robustness bounds vary…
Experiments quantifying the rotational and translational motion of particles in a dense, driven, 2D granular gas floating on an air table reveal that kinetic energy is divided equally between the two translational and one rotational degrees…
A unified treatment for the existence of free energy in several random energy models is presented. If the sequence of distributions associated with the particle systems obeys a large deviation principle, then the free energy exists almost…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
Lyapunov exponents of dynamical systems are defined from the rates of divergence of nearby trajectories. For stochastic systems, one typically assumes that these trajectories are generated under the "same noise realization". The purpose of…
In search of many social and economical systems, it is found that node strength distribution as well as degree distribution demonstrate the behavior of power-law with droop-head and heavy-tail. We present a new model for the growth of…
This two-part paper proposes a compositional and equilibrium-free approach to analyzing power system stability. In Part I, we have established the stability theory and proposed stability conditions based on the delta dissipativity. In Part…
Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…
The particle-in-cell numerical method of plasma physics balances a trade-off between computational cost and intrinsic noise. Inference on data produced by these simulations generally consists of binning the data to recover the particle…
We analyze systems of agents sharing light-tailed risky claims issued by different financial objects. Assuming exponentially distributed claims, we obtain that both agents' and system's losses follow generalized exponential mixture…
In this paper we develop a nonparametric maximum likelihood estimate of the mixing distribution of the parameters of a linear stochastic dynamical system. This includes, for example, pharmacokinetic population models with process and…
We study notions of robustness of Markov kernels and probability distribution of a system that is described by $n$ input random variables and one output random variable. Markov kernels can be expanded in a series of potentials that allow to…
Similarly to the derivation of the Gibbs-Boltzmann distribution for structureless indistinguishable particles, we consider multi-particle systems some of which are contained (or delimited) inside others (Problem 1), as well as systems of…