Correlation function and generalized master equation of arbitrary age

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.

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.

Spectral Properties of Stochastic Processes Possessing Finite Propagation Velocity

This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity. Generalized Poisson–Kac processes and Lévy walks are explicitly considered as paradigmatic examples of regular and anomalous dynamics. A generic spectral feature of these processes is the lower boundedness of the real part of the eigenvalue spectrum that corresponds to an upper limit of the spectral dispersion curve, physically expressing the relaxation rate of a disturbance as a function of the wave vector. We also analyze Generalized Poisson–Kac processes possessing a continuum of stochastic states parametrized with respect to the velocity. In this case, there is a critical value for the wave vector, above which the point spectrum ceases to exist, and the relaxation dynamics becomes controlled by the essential part of the spectrum. This model can be extended to the quantum case, and in fact, it represents a simple and clear example of a sub-quantum dynamics with hidden variables.

Anomalous persistence exponents for normal yet aging diffusion

The persistence exponent θ, which characterizes the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. So far, anomalous values of the persistence exponent (θ≠1/2) were obtained, but only for anomalous processes (i.e., with Hurst exponent H≠1/2). Here we exhibit examples of ageing processes which, even if they display asymptotically a normal diffusive scaling (H=1/2), are characterized by anomalous persistent exponents that we determine analytically. Based on this analysis, we propose the following general criterion: The persistence exponent of asymptotically diffusive processes is anomalous if the increments display ageing and depend on the observation time T at all timescales.

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.

Temporal complexity of the order parameter at the phase transition

We study a decision making model in a condition where it is equivalent to the two-dimensional Ising model, and we show that at the onset of phase transition it generates temporal complexity, namely, nonstationary and nonergodic fluctuations. We argue that this is a general property of criticality, thereby opening the door to the application of the recently discovered phenomenon of complexity matching: For an efficient transfer of information to occur, a perturbing complex network must share the same temporal complexity as the perturbed complex network.

Transmission of information between complex systems: 1/f resonance

We study the transport of information between two complex systems with similar properties. Both systems generate non-Poisson renewal fluctuations with a power-law spectrum 1/f(3-μ), the case μ=2 corresponding to ideal 1/f noise. We denote by μ(S) and μ(P) the power-law indexes of the system of interest S and the perturbing system P, respectively. By adopting a generalized fluctuation-dissipation theorem (FDT) we show that the ideal condition of 1/f noise for both systems corresponds to maximal information transport. We prove that to make the system S respond when μ(S)<2 we have to set the condition μ(P)<2. In the latter case, if μ(P)<μ(S), the system S inherits the relaxation properties of the perturbing system. In the case where μ(P)>2, no response and no information transmission occurs in the long-time limit. We consider two possible generalizations of the fluctuation dissipation theorem and show that both lead to maximal information transport in the condition of 1/f noise.

Distribution of first-return times in correlated stationary signals

We present an analytical expression for the first return time (FRT) probability density function of a stationary correlated signal. Precisely, we start by considering a stationary discrete-time Ornstein-Uhlenbeck (OU) process with exponential decaying correlation function. The first return time distribution for this process is derived by adopting a well-known formalism typically used in the study of the FRT statistics for nonstationary diffusive processes. Then, by a subordination approach, we treat the case of a stationary process with power-law tail correlation function and diverging correlation time. We numerically test our findings, obtaining in both cases a good agreement with the analytical results. We notice that neither in the standard OU nor in the subordinated case a simple form of waiting time statistics, like stretched-exponential or similar, can be obtained while it is apparent that long time transient may shadow the final asymptotic behavior.

Nonuniversality and the role of tails in reaction-subdiffusion fronts

Recently there has been a certain controversy about the scaling properties of reaction-subdiffusion fronts. Some works seem to suggest that these fronts should move with constant speed, as do classical reaction-diffusion fronts, while other authors have predicted propagation failure, i.e., that the front speed tends asymptotically to zero. In the present work we confirm by Monte Carlo experiments that the two situations can actually occur depending on the way the reaction process is implemented. Also, we present a general analytical model that includes these two different behaviors as particular cases. From our analysis, we reach two main conclusions. First, the differences found in the scaling properties show the lack of universality of reaction-subdiffusion fronts. Second, we prove that, contrary to the widespread belief, the tail of the waiting time distributions is not always decisive to determine the speed of these fronts, but sometimes it plays just a marginal role in the front dynamics.

Experimental quenching of harmonic stimuli: universality of linear response theory

We show that liquid crystals in the weak turbulence electroconvective regime respond to harmonic perturbations with oscillations whose intensity decay with an inverse power law of time. We use the results of this experiment to prove that this effect is the manifestation of a form of linear response theory (LRT) valid in the out-of-equilibrium case, as well as at thermodynamic equilibrium where it reduces to the ordinary LRT. We argue that this theory is a universal property, which is not confined to physical processes such as turbulent or excitable media, and that it holds true in all possible conditions, and for all possible systems, including complex networks, thereby establishing a bridge between statistical physics and all the fields of research in complexity.

Power spectra for both interrupted and perennial aging processes

We study the power spectrum of a random telegraphic noise with the distribution density of waiting times tau given by psi(tau) proportional to 1tau(mu), with mu approximately 2. The condition mu<2 violates the ergodic hypothesis, and in this case the adoption of Wiener-Khintchine (WK) theorem for the spectrum evaluation requires some caution. We study this problem theoretically and numerically and we prove that the power spectrum obeys the prescription S(f)=Kf(eta), with eta=3-mu, namely, the 1f noise lives at border between the ergodic mu>2 and nonergodic mu<2 condition. We study sequences with the finite length L. In the case mu<2 the adoption of WK theorem is made legitimate by two different kinds of truncation effects: the physical and observation-induced effect. In the former case psi(tau) is truncated at tau approximately T(max) and L>>T(max) ensures the condition of interrupted aging. In this case, we find that K is a number independent of L. The latter case, L<<T(max), is more challenging. It was already solved by Margolin and Barkai, who used time asymptotic arguments based on the ergodicity breakdown and obtained K proportional to 1L(2-mu), proving that the out-of-equilibrium nature of the condition mu<2 is signaled by the decrease of K with the increase of L. We use a generalized version of the Onsager principle that leads us to the same conclusion from a somewhat more extended view valid also for the transient out-of-equilibrium case of mu>2. We do not limit our treatment to the time asymptotic case, thereby producing a prediction that accounts for the transition from the 1f(eta) to the 1f(2) regime, recently observed in an experiment on blinking quantum dots. Our theoretical approach allows us to discuss some other recent experiments on molecular intermittent fluorescence and affords indications that should help to assess whether the spectrum is determined by the L<<T(max) or by the L>>T(max) condition.

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.

Sun-climate complexity linking

It is known that Earth's short-term temperature anomalies share the same complexity index mu as solar flares. We show that this property is not accidental and is a consequence of the phenomenon of information transfer based on the crucial role of non-Poisson renewal events in complex networks.

Anomalous lineshapes and aging effects in two-dimensional correlation spectroscopy

Multitime correlation functions provide useful probes for the ensembles of trajectories underlying the stochastic dynamics of complex systems. These can be obtained by measuring their optical response to sequences of ultrashort optical pulse. Using the continuous time random walk model for spectral diffusion, we analyze the signatures of anomalous relaxation in two-dimensional four wave mixing signals. Different models which share the same two point joint probability distribution show markedly different lineshapes and may be distinguished. Aging random walks corresponding to waiting time distributions with diverging first moment show dependence of 2D lineshapes on initial observation time, which persist for long times.

Péclet-dependent memory kernels for transport in heterogeneous media

Transport in heterogeneous media can be described by partial differential equations, which exhibit convolutions with time and/or space memory kernels. In this work, we characterize the full time spectrum of time-memory kernels by applying a nonparametric inversion algorithm to macroscopic synthetic data for heterogeneous porous media, Our findings put into evidence the inherent nonuniqueness of the transport parameters for nonlocal transport models. Notably, we find that the Péclet number can be interpreted as an ancillary parameter of a family of probability distribution functions that characterizes the memory kernels of transport.

Fluorescence intermittency in blinking quantum dots: renewal or slow modulation?

We study the time series produced by blinking quantum dots, by means of an aging experiment, and we examine the results of this experiment in the light of two distinct approaches to complexity, renewal and slow modulation. We find that the renewal approach fits the result of the aging experiment, while the slow modulation perspective does not. We make also an attempt at establishing the existence of an intermediate condition.

Fluctuation-dissipation theorem for event-dominated processes

We study a system whose dynamics are driven by non-Poisson, renewal, and nonergodic events. We show that external perturbations influencing the times at which these events occur violate the standard fluctuation-dissipation prescription due to renewal aging. The fluctuation-dissipation relation of this Letter is shown to be the linear response limit of an exact expression that has been recently proposed to account for the luminescence decay in a Gibbs ensemble of semiconductor nanocrystals, with intermittent fluorescence.

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.

Linear response to perturbation of nonexponential renewal processes

We study the linear response of a two-state stochastic process, obeying the renewal condition, by means of a stochastic rate equation equivalent to a master equation with infinite memory. We show that the condition of perennial aging makes the response to coherent perturbation vanish in the long-time limit.