相关论文: Scaling Limit, Noise, Stability
We study the scaling limit of a branching random walk in static random environment in dimension $d=1,2$ and show that it is given by a super-Brownian motion in a white noise potential. In dimension $1$ we characterize the limit as the…
The effects of noise on the dynamics of nonlinear systems is known to lead to many counter-intuitive behaviors. Using simple planar limit cycle oscillators, we show that the addition of moderate noise leads to qualitatively different…
Independent random signs can govern various discrete models that converge to non-isomorphic continuous limits. Convergence of Fourier-Walsh spectra is established under appropriate conditions.
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We study noise-induced switching of a system close to bifurcation parameter values where the number of stable states changes. For non-Gaussian noise, the switching exponent, which gives the logarithm of the switching rate, displays a…
It is shown that a large class of events in a product probability space are highly sensitive to noise, in the sense that with high probability, the configuration with an arbitrary small percent of random errors gives almost no prediction…
We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…
The talk presented at ICMP 97 focused on the scaling limits of critical percolation models, and some other systems whose salient features can be described by collections of random lines. In the scaling limit we keep track of features seen…
In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…
Analytic scaling relations are derived for a phenomenological model of the plasmoid instability in an evolving current sheet, including the effects of reconnection outflow. Two scenarios are considered, where the plasmoid instability can be…
Euclidean quantum fields obtained as solutions of stochastic partial pseudo differential equations driven by a Poisson white noise have paths given by locally integrable functions. This makes it possible to define a class of ultra-violet…
The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…
The limiting behavior of stochastic evolution processes with small noise intensity $\epsilon$ is investigated in distribution-based approach. Let $\mu^{\epsilon}$ be stationary measure for stochastic process $X^{\epsilon}$ with small…
We review the close link between intermittent events ('quakes') and extremal noise fluctuations which has been advocated in recent numerical and theoretical work. From the idea that record-breaking noise fluctuations trigger the quakes, an…
There are several mathematical models yielding 1/f noise. For example, 1/f spectrum can be obtained from stochastic sequence of pulses having power-law distribution of pulse durations or from nonlinear stochastic differential equations. We…
A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…
We extend existing connections between random walks, branching processes, and spatial branching processes, and their respective scaling limits, to include processes in dependent random environments. More specifically, we prove new scaling…
We study the diversity of complex spatio-temporal patterns of random synchronous asymmetric neural networks (RSANNs). Specifically, we investigate the impact of noisy thresholds on network performance and find that there is a narrow and…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…