Non-Poisson dichotomous noise: higher-order correlation functions and aging

Diffusion equation and rare fluctuations of the biased aging continuous-time random-walk model

We explore the fractional advection-diffusion equation and rare events associated with the ACTRW model. When waiting times have a finite mean but infinite variance, and the displacements follow a narrow distribution, the fractional operator is defined in terms of space rather than time. The far tail of the positional distribution is governed by rare events, which exhibit a different scaling compared to typical fluctuations. Additionally, we establish a strong relationship between the number of renewals and the positional distribution in the context of large deviations. Throughout the manuscript, the theoretical results are validated through simulations.

Random telegraph processes with nonlocal memory

We study two-state (dichotomous, telegraph) random ergodic continuous-time processes with dynamics depending on their past. We take into account the history of the process in an explicit form by introducing integral nonlocal memory term into conditional probability function. We start from an expression for the conditional transition probability function describing additive multistep binary random chain and show that the telegraph processes can be considered as continuous-time interpolations of discrete-time dichotomous random sequences. An equation involving the memory function and the two-point correlation function of the telegraph process is analytically obtained. This integral equation defines the correlation properties of the processes with given memory functions. It also serves as a tool for solving the inverse problem, namely for generation of a telegraph process with a prescribed pair correlation function. We obtain analytically the correlation functions of the telegraph processes with two exactly solvable examples of memory functions and support these results by numerical simulations of the corresponding telegraph processes.

Statistics of the number of renewals, occupation times, and correlation in ordinary, equilibrium, and aging alternating renewal processes

The renewal process is a point process where an interevent time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the renewal process, where the interevent time distribution alternates between two distributions. We investigate statistical properties of the number of renewals and occupation times for one of the two states in alternating renewal processes. When both means of the interevent times are finite, the alternating renewal process can reach an equilibrium. On the other hand, an alternating renewal process shows aging when one of the means diverges. We provide analytical calculations for the moments of the number of renewals, occupation time statistics, and the correlation function for several case studies in the interevent-time distributions. We show anomalous fluctuations for the number of renewals and occupation times when the second moment of interevent time diverges. When the mean interevent time diverges, distributional limit theorems for the number of events and occupation times are shown analytically. These are known as the Mittag-Leffler distribution and the generalized arcsine law in probability theory.

Superexponential fluctuation relation for dichotomous work reservoir systems

This paper introduces an analytical description of the probability density function of the dissipated and injected powers p(j_{dis}) and p(j_{inj}), respectively, in a paradigmatic nonequilibrium damped system in contact with a work reservoir that is analytically represented by telegraph noise and to which one can assign an effective temperature. This approach is able to overcome the well-known impossibility of obtaining closed solutions to steady-state distributions of this system and allows determining a superexponential fluctuation relation of the injected power, which is not even asymptotically exponential as for (shot-noise) Poissonian reservoirs. In the white-noise limit, that relation converges to the exponential formula that is standard in thermal systems; however, the distribution of the injected power remains quite different from that of the latter instance. Surprisingly, it is actually shown that a Gaussian distribution, which is archetypal of thermal systems, for the injected power can be achievable only for athermal reservoirs of this kind.

Thermostatistics of a damped bimodal particle

We study the thermostatistics of a damped bimodal particle, i.e., a particle of mass m subject to a work reservoir that is analytically represented by the telegraph noise. Because of the colored nature of the noise, it does not fit the Lévy-Itô class of stochastic processes, making this system an instance of a nonequilibrium system in contact with a non-Gaussian external reservoir. We obtain the statistical description of the position and velocity, namely in the stationary state, as well as the (time-dependent) statistics of the energy fluxes in the system considering no constraints on the telegraph noise features. With that result we are able to give an account of the statistical properties of the large deviations of the injected and dissipated power that can change from sub-Gaussianity to super-Gaussianity depending on the color of the noise. By properly defining an effective temperature for this system, T, we are capable of obtaining an equivalent entropy production-exchange rate equal to the ratio between the dissipation of the medium, γ, and the mass of the particle, m, a relation that concurs with the case of a standard thermal reservoir at temperature, T=T.

Aging and nonergodicity beyond the Khinchin theorem

The Khinchin theorem provides the condition that a stationary process is ergodic, in terms of the behavior of the corresponding correlation function. Many physical systems are governed by nonstationary processes in which correlation functions exhibit aging. We classify the ergodic behavior of such systems and suggest a possible generalization of Khinchin's theorem. Our work also quantifies deviations from ergodicity in terms of aging correlation functions. Using the framework of the fractional Fokker-Planck equation, we obtain a simple analytical expression for the two-time correlation function of the particle displacement in a general binding potential, revealing universality in the sense that the binding potential only enters into the prefactor through the first two moments of the corresponding Boltzmann distribution. We discuss applications to experimental data from systems exhibiting anomalous dynamics.

Characterization of intermittency in renewal processes: application to earthquakes

We construct a one-dimensional piecewise linear intermittent map from the interevent time distribution for a given renewal process. Then, we characterize intermittency by the asymptotic behavior near the indifferent fixed point in the piecewise linear intermittent map. Thus, we provide a framework to understand a unified characterization of intermittency and also present the Lyapunov exponent for renewal processes. This method is applied to the occurrence of earthquakes using the Japan Meteorological Agency and the National Earthquake Information Center catalog. By analyzing the return map of interevent times, we find that interevent times are not independent and identically distributed random variables but that the conditional probability distribution functions in the tail obey the Weibull distribution.

Non-Markovian stochastic Liouville equation and its Markovian representation: Extensions of the continuous-time random-walk approach

Some specific features and extensions of the continuous-time random-walk (CTRW) approach are analyzed in detail within the Markovian representation (MR) and CTRW-based non-Markovian stochastic Liouville equation (SLE). In the MR, CTRW processes are represented by multidimensional Markovian ones. In this representation the probability density function (PDF) W(t) of fluctuation renewals is associated with that of reoccurrences in a certain jump state of some Markovian controlling process. Within the MR the non-Markovian SLE, which describes the effect of CTRW-like noise on the relaxation of dynamic and stochastic systems, is generalized to take into account the influence of relaxing systems on the statistical properties of noise. Some applications of the generalized non-Markovian SLE are discussed. In particular, it is applied to study two modifications of the CTRW approach. One of them considers cascaded CTRWs in which the controlling process is actually a CTRW-like one controlled by another CTRW process, controlled in turn by a third one, etc. Within the MR a simple expression for the PDF W(t) of the total controlling process is obtained in terms of Markovian variants of controlling PDFs in the cascade. The expression is shown to be especially simple and instructive in the case of anomalous processes determined by the long-time tailed W(t) . The cascaded CTRWs can model the effect of the complexity of a system on the relaxation kinetics (in glasses, fractals, branching media, ultrametric structures, etc.). Another CTRW modification describes the kinetics of processes governed by fluctuating W(t) . Within the MR the problem is analyzed in a general form without restrictive assumptions on the correlations of PDFs of consecutive renewals. The analysis shows that fluctuations of W(t) can strongly affect the kinetics of the process. Possible manifestations of this effect are discussed.

Renewal, modulation, and superstatistics in times series

We consider two different approaches, to which we refer to as renewal and modulation, to generate time series with a nonexponential distribution of waiting times. We show that different time series with the same waiting time distribution are not necessarily statistically equivalent, and might generate different physical properties. Renewal generates aging and anomalous scaling, while modulation yields no significant aging and either ordinary or anomalous diffusion, according to the dynamic prescription adopted. We show, in fact, that the physical realization of modulation generates two classes of events. The events of the first class are determined by the persistent use of the same exponential time scale for an extended lapse of time, and consequently are numerous; the events of the second class are identified with the abrupt changes from one to another exponential prescription, and consequently are rare. The events of the second class, although rare, determine the scaling of the diffusion process, and for this reason we term them as crucial events. According to the prescription adopted to produce modulation, the distribution density of the time distances between two consecutive crucial events might have, or not, a diverging second moment. In the former case the resulting diffusion process, although going through a transition regime very extended in time, will eventually become anomalous. In conclusion, modulation rather than ruling out the action of renewal events, produces crucial events hidden by clouds of exponential events, thereby setting the challenge for their identification.

Correlation function and generalized master equation of arbitrary age

We study a two-state statistical process with a non-Poisson distribution of sojourn times. In accordance with earlier work, we find that this process is characterized by aging and we study three different ways to define the correlation function of arbitrary age of the corresponding dichotomous fluctuation. These three methods yield exact expressions, thus coinciding with the recent result by Godrèche and Luck [J. Stat. Phys. 104, 489 (2001)]. Actually, non-Poisson statistics yields infinite memory at the probability level, thereby breaking any form of Markovian approximation, including the one adopted herein, to find an approximated analytical formula. For this reason, we check the accuracy of this approximated formula by comparing it with the numerical treatment of the second of the three exact expressions. We find that, although not exact, a simple analytical expression for the correlation function of arbitrary age is very accurate. We establish a connection between the correlation function and a generalized master equation of the same age. Thus this formalism, related to models used in glassy materials, allows us to illustrate an approach to the statistical treatment of blinking quantum dots, bypassing the limitations of the conventional Liouville treatment.