相关论文: Equilibrium for fragmentation with immigration

We study flocking in one dimension, introducing a lattice model in which particles can move either left or right. We find that the model exhibits a continuous nonequilibrium phase transition from a condensed phase, in which a single `flock'…

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…

The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…

We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much…

In this note, we consider general growth-fragmentation equations from a probabilistic point of view. Using Foster-Lyapunov techniques, we study the recurrence of the associated Markov process depending on the growth and fragmentation rates.…

We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…

The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in…

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…

We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…

Stochastic exclusion processes play an integral role in the physics of non-equilibrium statistical mechanics. These models are Markovian processes, described by a classical master equation. In this paper a quantum mechanical version of a…

Stochastic filtering refers to estimating the probability distribution of the latent stochastic process conditioned on the observed measurements in time. In this paper, we introduce a new class of convergent filters that represent the…

Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of…

Recently several authors studied the segregation of particles for a system composed of mono-dispersed inelastic spheres contained in a box divided by a wall in the middle. The system exhibited a symmetry breaking leading to an…

A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare,…

Self-gravitating system are non-equilibrium a priory. A new approach is proposed, which employs a non-equilibrium statistical operator into account inhomogeneous distribution of particles and temperature. The method involves the saddle -…

Understanding the causes and effects of spatial aggregation is one of the most fundamental problems in ecology. Aggregation is an emergent phenomenon arising from the interactions between the individuals of the population, able to sense…