相关论文: Stochastic processes and conformal invariance
Finite size fluctuations are a crucial ingredient in kinetic theory of long-range interacting collisionless systems. In this Letter, we introduce a phenomenological theory which predicts an anomalous scaling close to marginal stability for…
We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…
We study several probability distributions relevant to the avalanche dynamics of elastic interfaces driven on a random substrate: The distribution of size, duration, lateral extension or area, as well as velocities. Results from the…
We present a conformal theory for intermittent scalar fields. As an example, we consider the energy flux from large to small scales in the developed turbulent flow. The conformal correlation functions are found in the inertial range of…
Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…
The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $0<H<1$, and…
A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…
We derive exact predictions for universal scaling exponents and scaling functions associated with the statistics of maximum velocities vm during avalanches described by the mean field theory of the interface depinning transition. In…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…
We investigate the late coarsening stages of one dimensional adsorption processes with diffusional relaxation. The nonequilibrium domain size distribution is studied by means of the field theory associated to the stochastic evolution. An…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
The onset of frictional motion is mediated by rupture-like slip fronts, which nucleate locally and propagate eventually along the entire interface causing global sliding. The static friction coefficient is a macroscopic measure of the…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
In a conformal invariant one-dimensional stochastic model, a certain non-local perturbation takes the system to a new massless phase of a special kind. The ground-state of the system is an adsorptive state. Part of the finite-size scaling…
We present simulations of stochastic fluid dynamics in the vicinity of a critical endpoint belonging to the universality class of the Ising model. This study is motivated by the challenge of modeling the dynamics of critical fluctuations…
We propose a method to describe the short-distance behavior of an interface fluctuating in the presence of the wedge-shaped substrate near the critical filling transition. Two different length scales determined by the average height of the…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…