173 research outputs found

    Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration

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    Analytical solutions for time-inhomogeneous linear birth-death processes with immigration are derived. While time-inhomogeneous linear birth-death processes without immigration have been studied by using a generating function approach, the processes with immigration are here analyzed by Lie algebraic discussions. As a result, a restriction for time-inhomogeneity of the birth-death process is understood from the viewpoint of the finiteness of the dimensionality of the Lie algebra.Comment: 12 page

    Noncyclic geometric phase in counting statistics and its role as an excess contribution

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    We propose an application of fiber bundles to counting statistics. The framework of the fiber bundles gives a splitting of a cumulant generating function for current in a stochastic process, i.e., contributions from the dynamical phase and the geometric phase. We will show that the introduced noncyclic geometric phase is related to a kind of excess contributions, which have been investigated a lot in nonequilibrium physics. Using a specific nonequilibrium model, the characteristics of the noncyclic geometric phase are discussed; especially, we reveal differences between a geometric contribution for the entropy production and the `excess entropy production' which has been used to discuss the second law of steady state thermodynamics.Comment: 15 pages, 2 figure

    Nonparametric model reconstruction for stochastic differential equation from discretely observed time-series data

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    A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion coefficients in advance. In order to perform the nonparametric estimation, a maximum likelihood method is combined with a concept based on a kernel density estimation. In order to deal with discrete observation or sparsity of the time-series data, a local linearization method is employed, which enables a fast estimation.Comment: 10 pages, 4 figure

    Counting statistics for genetic switches based on effective interaction approximation

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    Applicability of counting statistics for a system with an infinite number of states is investigated. The counting statistics has been studied a lot for a system with a finite number of states. While it is possible to use the scheme in order to count specific transitions in a system with an infinite number of states in principle, we have non-closed equations in general. A simple genetic switch can be described by a master equation with an infinite number of states, and we use the counting statistics in order to count the number of transitions from inactive to active states in the gene. To avoid to have the non-closed equations, an effective interaction approximation is employed. As a result, it is shown that the switching problem can be treated as a simple two-state model approximately, which immediately indicates that the switching obeys non-Poisson statistics.Comment: 6 pages, 2 figure

    Power-law behavior and condensation phenomena in disordered urn models

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    We investigate equilibrium statistical properties of urn models with disorder. Two urn models are proposed; one belongs to the Ehrenfest class, and the other corresponds to the Monkey class. These models are introduced from the view point of the power-law behavior and randomness; it is clarified that quenched random parameters play an important role in generating power-law behavior. We evaluate the occupation probability P(k)P(k) with which an urn has kk balls by using the concept of statistical physics of disordered systems. In the disordered urn model belonging to the Monkey class, we find that above critical density ρc\rho_\mathrm{c} for a given temperature, condensation phenomenon occurs and the occupation probability changes its scaling behavior from an exponential-law to a heavy tailed power-law in large kk regime. We also discuss an interpretation of our results for explaining of macro-economy, in particular, emergence of wealth differentials.Comment: 16pages, 9figures, using iopart.cls, 2 new figures were adde

    Condensation phenomena with distinguishable particles

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    We study real-space condensation phenomena in a type of classical stochastic processes (site-particle system), such as zero-range processes and urn models. We here study a stochastic process in the Ehrenfest class, i.e., particles in a site are distinguishable. In terms of the statistical mechanical analogue, the Ehrenfest class obeys the Maxwell-Boltzmann statistics. We analytically clarify conditions for condensation phenomena in disordered cases in the Ehrenfest class. In addition, we discuss the preferential urn model as an example of the disordered urn model. It becomes clear that the quenched disorder property plays an important role in the occurrence of the condensation phenomenon in the preferential urn model. It is revealed that the preferential urn model shows three types of condensation depending on the disorder parameters.Comment: 7 pages, 4 figure
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