:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Tian, Lulu, Chen, Hanshuang, Li, Guofeng
Formato:	Preprint
Publicado:	2024
Materias:	Statistical Mechanics
Acceso en línea:	https://arxiv.org/abs/2409.18398
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Short-time large deviation of constrained random acceleration process
por: Chen, Hanshuang, et al.
Publicado: (2024)

Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
por: Guo, Wusong, et al.
Publicado: (2023)

Dimensionality-induced dynamical phase transition in the large deviation of local time density for Brownian motion
por: Yan, Ruofei, et al.
Publicado: (2025)

Extremal statistics for a resetting Brownian motion before its first-passage time
por: Guo, Wusong, et al.
Publicado: (2023)

First-passage and extreme value statistics for overdamped Brownian motion in a linear potential
por: Huang, Feng, et al.
Publicado: (2025)

Pairwise correlations of global times in one-dimensional Brownian motion under stochastic resetting
por: Wang, Yihao, et al.
Publicado: (2025)

Random walks on complex networks under time-dependent stochastic resetting
por: Chen, Hanshuang, et al.
Publicado: (2022)

Entropy rate of random walks on complex networks under stochastic resetting
por: Wang, Yating, et al.
Publicado: (2022)

First-passage functionals for Ornstein Uhlenbeck process with stochastic resetting
por: Dubey, Ashutosh, et al.
Publicado: (2023)

Mean first passage times of higher-dimensional velocity jump processes
por: D'Orsogna, Maria R., et al.
Publicado: (2026)

Extremal statistics for a one-dimensional Brownian motion with a reflective boundary
por: Huang, Feng, et al.
Publicado: (2023)

Information engine fueled by first-passage times
por: Archambault, Aubin, et al.
Publicado: (2024)

Martingale approach for first-passage problems of time-additive observables in Markov processes
por: Neri, Izaak
Publicado: (2025)

Optimal conditions for first passage of jump processes with resetting
por: Radice, Mattia, et al.
Publicado: (2024)

Bridging Freidlin-Wentzell large deviations theory and stochastic thermodynamics
por: Santolin, Davide, et al.
Publicado: (2024)

Slow dynamics and large deviations in classical stochastic Fredkin chains
por: Causer, Luke, et al.
Publicado: (2022)

Non-equilibrium symmetry of cyclic first-passage times
por: Busiello, Daniel Maria, et al.
Publicado: (2026)

Siegmund duality for physicists: a bridge between spatial and first-passage properties of continuous and discrete time stochastic processes
por: Guéneau, Mathis, et al.
Publicado: (2024)

Stochastic synthesis-degradation processes: first-passage properties and connections with resetting
por: Mercado-Vásquez, Gabriel, et al.
Publicado: (2026)

Complex first-passage transport in ring networks with long-range jumps and stochastic resetting
por: Mena, Oscar Ivan Torres, et al.
Publicado: (2026)

Search with stochastic home-returns can expedite classical first passage under resetting
por: Biswas, Arup, et al.
Publicado: (2023)

Dynamical large deviations of the fractional Ornstein-Uhlenbeck process
por: Valov, Alexander, et al.
Publicado: (2024)

Emergence of generic first-passage time distributions for large Markovian networks
por: Voits, Julian B., et al.
Publicado: (2026)

Solutions of first passage times problems: a biscaling approach
por: Baravi, Talia, et al.
Publicado: (2025)

Non-equilibrium random walks on multiplex networks
por: Huang, Feng, et al.
Publicado: (2022)

Measurements of extreme first passage times in photon transport
por: Carroll-Godfrey, Aileen N., et al.
Publicado: (2025)

Work statistics at first-passage times
por: Mamede, Iago N, et al.
Publicado: (2024)

Approximate calculation of multidimensional first passage times
por: Lutsko, James F.
Publicado: (2025)

Optimal first-passage times of active Brownian particles under stochastic resetting
por: Baouche, Yanis, et al.
Publicado: (2025)

A framework for the direct evaluation of large deviations in non-Markovian processes
por: Cavallaro, Massimo, et al.
Publicado: (2016)

Universal first-passage time statistics for quantum diffusion
por: Ladenburger, Guido, et al.
Publicado: (2025)

Accelerated first-passage dynamics in a non-Markovian feedback Ornstein--Uhlenbeck process
por: Coghi, Francesco, et al.
Publicado: (2025)

Mean first-passage time at the origin of a run-and-tumble particle with periodic forces
por: Grange, Pascal, et al.
Publicado: (2024)

Proof of the exact diffusion constant via first passage time in quasi-periodic potentials
por: Gong, Ming
Publicado: (2025)

Epidemic extinction in a simplicial susceptible-infected-susceptible model
por: Guo, Yingshan, et al.
Publicado: (2023)

A pedestrian's approach to large deviations in semi-Markov processes with an application to entropy production
por: Maier, Alexander M., et al.
Publicado: (2025)

Anomalous scaling and phase transition in large deviations of dynamical observables of stationary Gaussian processes
por: Valov, Alexander, et al.
Publicado: (2025)

Fluctuations in first passage times and utility of resetting protocol in biochemical systems with two-state toggling
por: Barman, Hillol Kumar, et al.
Publicado: (2025)

A large deviation principle for the multispecies stirring process
por: Casini, Francesco, et al.
Publicado: (2024)

An introduction to large deviations with applications in physics
por: Burenev, Ivan N., et al.
Publicado: (2025)