6 papers
Power spectral density of trajectories of active Ornstein-Uhlenbeck particles
Yeongjin Kim, Gleb Oshanin, Jae-Hyung Jeon
The power spectral density (PSD) is a central frequency-domain descriptor of stochastic processes. While PSDs have been studied for Brownian motion and a few anomalous diffusion pr…
Lack of self-averaging of the critical internal energy in a weakly-disordered Baxter model
Ramgopal Agrawal, Victor Dotsenko, Maxym Dudka +3
We investigate the first two moments of the critical internal energy in a weakly disordered two-dimensional Baxter eight-vertex model as a function of the system size , eval…
Diffusing diffusivity model with dichotomous noise
Dongho Lee, Jae-Hyung Jeon, Pascal Viot +1
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symme…
Stochastic gyration driven by dichotomous noises
Timothée Herbeau, Leonid Pastur, Pascal Viot +1
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (…
Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process
Bing Miao, Gleb Oshanin, Luca Peliti
We derive the path-integral representation of the fractional Ornstein-Uhlenbeck process driven by Riemann-Liouville fractional Gaussian noise, for both the subdiffusive and superdi…
Complex Eigenvalues in a pseudo-Hermitian \b{eta}-Laguerre ensemble
Cleverson Andrade Goulart, Gleb Oshanin, Mauricio Porto Pato
Non-Hermitian PT-symmetric models have been extensively studied in recent years. Following the seminal work that reduced classical random matrix ensembles to a tridiagonal form, se…