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This paper investigates various geometrical properties of interfaces of the two-dimensional voter model. Despite its simplicity, the model exhibits dual characteristics, resembling both a critical system with long-range correlations, while also showing a tendency towards order similar to the Ising-Glauber model at zero temperature. This duality is reflected in the geometrical properties of its interfaces, which are examined here from the perspective of Schramm-Loewner evolution. Recent studies have delved into the geometrical properties of these interfaces within different lattice geometries and boundary conditions. We revisit these findings, focusing on a system within a box of linear size $L$ with Dobrushin boundary conditions, where values of the spins are fixed to either $+1$ or $-1$ on two distinct halves of the boundary, in order to enforce the presence of a pinned interface with fixed endpoints (or chordal interface). We also expand the study to compare the geometrical properties of the interfaces of the voter model with those of the critical Ising model and other related models. Scaling arguments and numerical studies suggest that, while locally the chordal interface of the voter model has fractal dimension $d_{\rm f}=3/2$, corresponding to a parameter $\kappa=4$, it becomes straight at large scales, confirming a conjecture made by Holmes et al \cite{holmes}, and ruling out the possibility of describing the chordal interface of the voter model by SLE$_{\kappa}$, for any non zero value of $\kappa$. This contrasts with the critical Ising model, which is described by SLE$_3$, and whose interface fluctuations remain of order $L$, and more generally with related critical models, which are in the same universality class., Comment: 25 pages, 19 figures

Convex records have an appealing purely geometric definition. In a sequence of $d$-dimensional data points, the $n$-th point is a convex record if it lies outside the convex hull of all preceding points. We specifically focus on the bivariate (i.e., two-dimensional) setting. For iid (independent and identically distributed) points, we establish an identity relating the mean number $\mean{R_n}$ of convex records up to time $n$ to the mean number $\mean{N_n}$ of vertices in the convex hull of the first $n$ points. By combining this identity with extensive numerical simulations, we provide a comprehensive overview of the statistics of convex records for various examples of iid data points in the plane: uniform points in the square and in the disk, Gaussian points and points with an isotropic power-law distribution. In all these cases, the mean values and variances of $N_n$ and $R_n$ grow proportionally to each other, resulting in finite limit Fano factors $F_N$ and $F_R$. We also consider planar random walks, i.e., sequences of points with iid increments. For both the Pearson walk in the continuum and the P\'olya walk on a lattice, we characterise the growth of the mean number $\mean{R_n}$ of convex records and demonstrate that the ratio $R_n/\mean{R_n}$ keeps fluctuating with a universal limit distribution., Comment: 29 pages, 19 figures

We consider the simple random walk (or P\'olya walk) on the one-dimensional lattice subject to stochastic resetting to the origin with probability $r$ at each time step. The focus is on the joint statistics of the numbers ${\mathcal{N}}_t^{\times}$ of spontaneous returns of the walker to the origin and ${\mathcal{N}}_t^{\bullet}$ of resetting events up to some observation time $t$. These numbers are extensive in time in a strong sense: all their joint cumulants grow linearly in $t$, with explicitly computable amplitudes, and their fluctuations are described by a smooth bivariate large deviation function. A non-trivial crossover phenomenon takes place in the regime of weak resetting and late times. Remarkably, the time intervals between spontaneous returns to the origin of the reset random walk form a renewal process described in terms of a single `dressed' probability distribution. These time intervals are probabilistic copies of the first one, the `dressed' first-passage time. The present work follows a broader study, covered in a companion paper, on general nested renewal processes., Comment: 33 pages, 8 figures

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the model of the intricate interplay between the two probability laws governing the distribution of time intervals between renewals, on the one hand, and of time intervals between resettings, on the other hand. In particular, the total number ${\mathcal N}_t$ of renewal events occurring within a specified observation time exhibits a remarkable range of behaviours, depending on the exponents characterising the power-law decays of the two probability distributions. Specifically, ${\mathcal N}_t$ can either grow linearly in time and have relatively negligible fluctuations, or grow subextensively over time while continuing to fluctuate. These behaviours highlight the dominance of the most regular process across all regions of the phase diagram. In the presence of Poissonian resetting, the statistics of ${\mathcal N}_t$ is described by a unique `dressed' renewal process, which is a deformation of the renewal process without resetting. We also discuss the relevance of the present study to first passage under restart and to continuous time random walks subject to stochastic resetting., Comment: 46 pages, 8 figures

For a stochastic process reset at random times, we discuss to what extent the probabilities of some orderings of observables associated with the intervals of time between resetting events are universal, i.e., independent of the choice of the observables, and in particular, to what extent universality depends on the choice of the distribution of these intervals. For Poissonian resetting, universality relies only on a combinatorial argument and on the statistical properties of Poisson points. For a generic distribution of time intervals between resets, universality no longer holds in general., Comment: 7 pages, revised and expanded version

This work is devoted to an in-depth analysis of arbitrary temperature protocols applied to the ferromagnetic Glauber-Ising chain launched from a disordered initial state and evolving in the low-temperature scaling regime. We focus our study on the density of domain walls and the reduced susceptibility. Both the inverse of the former observable and the latter one provide two independent measures of the typical size of the growing ferromagnetic domains. Their product is thus a dimensionless form factor characterising the pattern of growing ordered domains and providing a measure of the distance of the system to thermal equilibrium. We apply this framework to a variety of protocols: everlasting slow quenches, where temperature decreases continuously to zero in the limit of infinitely long times, slow quenches of finite duration, where temperature reaches zero at some long but finite quenching time, time-periodic protocols with weak and strong modulations, and the two-temperature protocol leading to the memory effect found by Kovacs., Comment: 35 pages, 11 figures

A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation time of a two-state Markov process. We provide an explicit expression in Laplace space for the distribution of an arbitrary linear combination of the occupation times in the various states of the process. We discuss several consequences of this result. In particular, we infer the limiting distribution of this quantity rescaled by time in the long-time scaling regime, as well as the finite-time corrections to its moments., Comment: 18 pages, 4 figures

We perform a thorough analysis of the survival probability of symmetric random walks with stochastic resetting, defined as the probability for the walker not to cross the origin up to time $n$. For continuous symmetric distributions of step lengths with either finite (random walks) or infinite variance (L\'evy flights), this probability can be expressed in terms of the survival probability of the walk without resetting, given by Sparre Andersen theory. It is therefore universal, i.e., independent of the step length distribution. We analyze this survival probability at depth, deriving both exact results at finite times and asymptotic late-time results. We also investigate the case where the step length distribution is symmetric but not continuous, focussing our attention onto arithmetic distributions generating random walks on the lattice of integers. We investigate in detail the example of the simple Polya walk and propose an algebraic approach for lattice walks with a larger range., Comment: 19 pages, 5 figures

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with finite variance, weak resetting probability) where the maximum of the walk and the number of its records up to discrete time $n$ become asymptotically proportional to each other for single typical trajectories. Their distributions obey scaling laws ruled by a common two-parameter scaling function, interpolating between a half-Gaussian and a Gumbel law. The exact solution of the problem for the symmetric exponential step length distribution and for the simple Polya lattice walk, as well as a heuristic analysis of other distributions, allow a quantitative study of several facets of the statistics of extremes and records beyond the diffusive scaling regime., Comment: 36 pages, 6 figures

What is the probability that a needle dropped at random on a set of points scattered on a line segment does not fall on any of them? We compute the exact scaling expression of this hole probability when the spacings between the points are independent identically distributed random variables with a power-law distribution of index less than unity, implying that the average spacing diverges. The theoretical framework for such a setting is renewal theory, to which the present study brings a new contribution. The question posed here is also related to the study of some correlation functions of simple models of statistical physics., Comment: 22 pages, 4 figures

We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this limit, the renewal structure of the record process is the cornerstone for the analysis of its statistics. We thus obtain the analytical expressions of several characteristics of the process, notably the distribution of the total duration of record runs (sequences of consecutive records), which is the continuum analogue of the number of records of the integrated random walks. This result is universal, i.e., independent of the details of the parent distribution of the step lengths., Comment: 32 pages, 7 figures

We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents 1/4, 1/3 and 1/2. The study of diagonal and simultaneous records relies on the underlying renewal structure of the successive hitting times and locations of translated copies of a fixed target. In this sense, this work represents a two-dimensional extension of the analysis made by Feller of ladder points, i.e., records for one-dimensional random walks. This approach yields a variety of analytical asymptotic results, including the full statistics of the numbers of diagonal and simultaneous records, the joint law of the epoch and location of the current diagonal record and the angular distribution of the current simultaneous record. The sequence of radial records cannot be constructed in terms of a renewal process. In spite of this, their mean number is shown to grow with a super-universal square-root law for isotropic random walks in any spatial dimension. Their full distribution is also obtained. Higher-dimensional diagonal and simultaneous records are also briefly discussed., Comment: 35 pages, 14 figures, 4 tables

We address the question of condensation and extremes for three classes of intimately related stochastic processes: (a) random allocation models and zero-range processes, (b) tied-down renewal processes, (c) free renewal processes. While for the former class the number of components of the system is fixed, for the two other classes it is a fluctuating quantity. Studies of these topics are scattered in the literature and usually dressed up in other clothing. We give a stripped-down account of the subject in the language of sums of independent random variables in order to free ourselves of the consideration of particular models and highlight the essentials. Besides giving a unified presentation of the theory, this work investigates facets so far unexplored in previous studies. Specifically, we show how the study of the class of random allocation models and zero-range processes can serve as a backdrop for the study of the two other classes of processes central to the present work -- tied-down and free renewal processes. We then present new insights on the extreme value statistics of these three classes of processes which allow a deeper understanding of the mechanism of condensation and the quantitative analysis of the fluctuations of the condensate., Comment: 55 pages, 12 figures, final version, to be published in Journal of Statistical Physics

Renewal processes generated by a power-law distribution of intervals with tail index less than unity are genuinely non-stationary. This issue is illustrated by a critical review of the recent paper by Barma, Majumdar and Mukamel 2019 \textit{J.~Phys.~A} {\bf 52} 254001, devoted to the investigation of the properties of a specific one-dimensional equilibrium spin system with long-range interactions. We explain why discarding the non-stationarity of the process underlying the model leads to an incorrect expression of the critical spin-spin correlation function, even when the system, subjected to periodic boundary conditions, is translation invariant., Comment: 8 pages, 1 figure

We investigate how the statistics of extremes and records is affected when taking the moving average over a window of width $p$ of a sequence of independent, identically distributed random variables. An asymptotic analysis of the general case, corroborated by exact results for three distributions (exponential, uniform, power-law with unit exponent), evidences a very robust dichotomy, irrespective of the window width, between superexponential and subexponential distributions. For superexponential distributions the statistics of records is asymptotically unchanged by taking the moving average, up to interesting distribution-dependent corrections to scaling. For subexponential distributions the probability of record breaking at late times is increased by a universal factor $R_p$, depending only on the window width., Comment: 37 pages, 6 figures

We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation transition occurs where the largest summand accommodates the excess difference between the value of the sum and its mean. This simple scenario of condensation underlies a number of studies in statistical physics, such as, e.g., in random allocation and urn models, random maps, zero-range processes and mass transport models. Much of the effort here is devoted to presenting the subject in simple terms, reproducing known results and adding some new ones. In particular we address the question of the quantitative comparison between asymptotic estimates and exact finite-size results. Simply stated, one would like to know how accurate are the asymptotic estimates of the observables of interest, compared to their exact finite-size counterparts, to the extent that they are known. This comparison, illustrated on the particular exemple of a distribution with L\'evy index equal to $3/2$, demonstrates the role of the contributions of the dip and large deviation regimes. Except for the last section devoted to a brief review of extremal statistics, the presentation is self-contained and uses simple analytical methods., Comment: 30 pages, 6 figures

We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The linearity of the Langevin equations allows us to derive closed-form expressions in terms of the latter matrix for many quantities of interest, including the entropy production rate and the fluctuation-dissipation ratio matrix. This general setting is then illustrated by two classes of systems. First, we consider the one-dimensional ferromagnetic Gaussian spin model endowed with a stochastic dynamics where spatial asymmetry results in irreversibility. The stationary state on a ring is independent of the asymmetry parameter, whereas it depends continuously on the latter on an open chain. Much attention is also paid to finite-size effects, especially near the critical point. Second, we consider arrays of resistively coupled electrical circuits. The entropy production rate is evaluated in the regime where the local temperatures of the resistors have small fluctuations. For $RL$ networks the entropy production rate grows linearly with the size of the array. For $RC$ networks a quadratic growth law violating extensivity is predicted., Comment: 40 pages, 5 figures

We present a comparative study of the fate of an Ising ferromagnet on the square lattice with periodic boundary conditions evolving under three different zero-temperature dynamics. The first one is Glauber dynamics, the two other dynamics correspond to two limits of the directed Ising model, defined by rules that break the full symmetry of the former, yet sharing the same Boltzmann-Gibbs distribution at stationarity. In one of these limits the directed Ising model is reversible, in the other one it is irreversible. For the kinetic Ising-Glauber model, several recent studies have demonstrated the role of critical percolation to predict the probabilities for the system to reach the ground state or to fall in a metastable state. We investigate to what extent the predictions coming from critical percolation still apply to the two other dynamics., Comment: 21 pages, 13 figures

The physical analysis of generic phase coexistence in the North-East-Center Toom model was originally given by Bennett and Grinstein. The gist of their argument relies on the dynamics of interfaces and droplets. We revisit the same question for a specific totally asymmetric kinetic Ising model on the square lattice. This nonequilibrium model possesses the remarkable property that its stationary-state measure in the absence of a magnetic field coincides with that of the usual ferromagnetic Ising model. We use both analytical arguments and numerical simulations in order to make progress in the quantitative understanding of the phenomenon of generic phase coexistence. At zero temperature a mapping onto the TASEP allows an exact determination of the time-dependent shape of the ballistic interface sweeping a large square minority droplet of up or down spins. At finite temperature, measuring the mean lifetime of such a droplet allows an accurate measurement of its shrinking velocity $v$, which depends on temperature $T$ and magnetic field $h$. In the absence of a magnetic field, $v$ vanishes with an exponent $\Delta_v\approx2.5\pm0.2$ as the critical temperature $T_c$ is approached. At fixed temperature in the ordered phase, $v$ vanishes at the phase-boundary fields $\pm h_{\rm b}(T)$ which mark the limits of the coexistence region. The latter fields vanish with an exponent $\Delta_h\approx3.2\pm0.3$ as $T_c$ is approached., Comment: 28 pages, 20 figures, 2 tables

Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time $t$. We give an analytical derivation of the two-time correlation function for such processes in the Laplace space of all temporal variables. This yields the exact asymptotic expression of the correlation in the Porod regime of short separations between the two times and in the persistence regime of large separations. We also investigate other quantities, such as the backward and forward recurrence times, as well as the occupation time of the process. The latter has a broad distribution which is determined exactly. Physical implications of these results for the Poland Scheraga and related models are given. These results also give exact answers to questions posed in the past in the context of stochastically evolving surfaces., Comment: 19 pages, 5 figures

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful "laboratory" to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e., the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise., Comment: 64 pages, 14 figures. Topical review, submitted for publication in J. Phys. A

The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Ros\'en and Wendel, then extended by the latter to stable processes. We recover and extend these results using simple concepts of renewal theory, which allows to revisit past or recent works of the physics literature., Comment: 28 pages, 3 figures

We study the statistics of increments in record values in a time series $\{x_0=0,x_1, x_2, \ldots, x_n\}$ generated by the positions of a random walk (discrete time, continuous space) of duration $n$ steps. For arbitrary jump length distribution, including L\'evy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of $n$ for large $n$, and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability $Q(n)$ that the record increments decrease monotonically up to step $n$. Remarkably, $Q(n)$ is universal (i..e., independent of the jump distribution) for each $n$, decaying as $Q(n) \sim {\cal A}/\sqrt{n}$ for large $n$, with a universal amplitude ${\cal A} = e/\sqrt{\pi} = 1.53362\ldots$., Comment: 6 pages + 5 pages of supplemental material, 5 figures. Published version

We investigate the statistics of records in a random sequence $\{x_B(0)=0,x_B(1),\cdots, x_B(n)=x_B(0)=0\}$ of $n$ time steps. The sequence $x_B(k)$'s represents the position at step $k$ of a random walk `bridge' of $n$ steps that starts and ends at the origin. At each step, the increment of the position is a random jump drawn from a specified symmetric distribution. We study the statistics of records and record ages for such a bridge sequence, for different jump distributions. In absence of the bridge condition, i.e., for a free random walk sequence, the statistics of the number and ages of records exhibits a `strong' universality for all $n$, i.e., they are completely independent of the jump distribution as long as the distribution is continuous. We show that the presence of the bridge constraint destroys this strong `all $n$' universality. Nevertheless a `weaker' universality still remains for large $n$, where we show that the record statistics depends on the jump distributions only through a single parameter $0<\mu\le 2$, known as the L\'evy index of the walk, but are insensitive to the other details of the jump distribution. We derive the most general results (for arbitrary jump distributions) wherever possible and also present two exactly solvable cases. We present numerical simulations that verify our analytical results., Comment: 40 pages, 11 figures, contribution to the JSTAT Special Issue based on the Galileo Galilei Institute Workshop "Advances in Nonequilibrium Statistical Mechanics". Published version

We consider renewal processes where events, which can for instance be the zero crossings of a stochastic process, occur at random epochs of time. The intervals of time between events, $\tau_{1},\tau_{2},...$, are independent and identically distributed (i.i.d.) random variables with a common density $\rho(\tau)$. Fixing the total observation time to $t$ induces a global constraint on the sum of these random intervals, which accordingly become interdependent. Here we focus on the largest interval among such a sequence on the fixed time interval $(0,t)$. Depending on how the last interval is treated, we consider three different situations, indexed by $\alpha=$ I, II and III. We investigate the distribution of the longest interval $\ell^\alpha_{\max}(t)$ and the probability $Q^\alpha(t)$ that the last interval is the longest one. We show that if $\rho(\tau)$ decays faster than $1/\tau^2$ for large $\tau$, then the full statistics of $\ell^\alpha_{\max}(t)$ is given, in the large $t$ limit, by the standard theory of extreme value statistics for i.i.d. random variables, showing in particular that the global constraint on the intervals $\tau_i$ does not play any role at large times in this case. However, if $\rho(\tau)$ exhibits heavy tails, $\rho(\tau)\sim\tau^{-1-\theta}$ for large $\tau$, with index $0 <\theta<1$, we show that the fluctuations of $\ell^\alpha_{\max}(t)/t$ are governed, in the large $t$ limit, by a stationary universal distribution which depends on both $\theta$ and $\alpha$, which we compute exactly. On the other hand, $Q^{\alpha}(t)$ is generically different from its counterpart for i.i.d. variables (both for narrow or heavy tailed distributions $\rho(\tau)$). In particular, in the case $0<\theta<1$, the large $t$ behaviour of $Q^\alpha(t)$ gives rise to universal constants (depending also on both $\theta$ and $\alpha$) which we compute exactly., Comment: 30 pages, 9 figures, minor revisions

We study the record statistics of random walks after $n$ steps, $x_0, x_1,\ldots, x_n$, with arbitrary symmetric and continuous distribution $p(\eta)$ of the jumps $\eta_i = x_i - x_{i-1}$. We consider the age of the records, i.e. the time up to which a record survives. Depending on how the age of the current last record is defined, we propose three distinct sequences of ages (indexed by $\alpha$ = I, II, III) associated to a given sequence of records. We then focus on the longest lasting record, which is the longest element among this sequence of ages. To characterize the statistics of these longest lasting records, we compute: (i) the probability that the record of the longest age is broken at step $n$, denoted by $Q^{\alpha}(n)$, which we call the probability of record breaking and: (ii) the duration of the longest lasting record, $\ell_{\max}^{\alpha}(n)$. We show that both $Q^{\alpha}(n)$ and the full statistics of $\ell_{\max}^{\alpha}(n)$ are universal, i.e. independent of the jump distribution $p(\eta)$. We compute exactly the large $n$ asymptotic behaviors of $Q^{\alpha}(n)$ as well as $\langle \ell_{\max}^{\alpha}(n)\rangle$ (when it exists) and show that each case gives rise to a different universal constant associated to random walks (including L\'evy flights). While two of them appeared before in the excursion theory of Brownian motion, for which we provide here a simpler derivation, the third case gives rise to a non-trivial new constant $C^{\rm III} = 0.241749 \ldots$ associated to the records of random walks. Other observables characterizing the ages of the records, exhibiting an interesting universal behavior, are also discussed., Comment: 23 pages, 4 figures, Typos corrected

We consider the non-conserved dynamics of the Ising model on the two-dimensional square lattice, where each spin is influenced preferentially by its East and North neighbours. The single-spin flip rates are such that the stationary state is Gibbsian with respect to the usual ferromagnetic Ising Hamiltonian. We show the existence, in the paramagnetic phase, of a dynamical transition between two regimes of violation of the fluctuation-dissipation theorem in the nonequilibrium stationary state: a regime of weak violation where the stationary fluctuation-dissipation ratio is finite, when the asymmetry parameter is less than a threshold value, and a regime of strong violation where this ratio vanishes asymptotically above the threshold. The present study suggests that this novel kind of dynamical transition in nonequilibrium stationary states, already found for the directed Ising chain and the spherical model with asymmetric dynamics, might be quite general. In contrast with the later models, the equal-time correlation function for the two-dimensional directed Ising model depends on the asymmetry., Comment: 27 pages, 12 figures

Dynamics under which a system of Ising spins relaxes to a stationary state with Bolzmann-Gibbs measure and which do not fulfil the condition of detailed balance are irreversible and asymmetric. We revisit the problem of the determination of rates yielding such a stationary state for models with single-spin flip dynamics. We add some supplementary material to this study and confirm that Gibbsian irreversible Ising models exist for one and two-dimensional lattices but not for the three-dimensional cubic lattice. We also analyze asymmetric Gibbsian dynamics in the limit of infinite temperature. We finally revisit the case of a linear chain of spins under asymmetric conserved dynamics., Comment: 28 pages, 2 figures, published version

The study by Glauber of the time-dependent statistics of the Ising chain is extended to the case where each spin is influenced unequally by its nearest neighbours. The asymmetry of the dynamics implies the failure of the detailed balance condition. The functional form of the rate at which an individual spin changes its state is constrained by the global balance condition with respect to the equilibrium measure of the Ising chain. The local magnetization, the equal-time and two-time correlation functions and the linear response to an external magnetic field obey linear equations which are solved explicitly. The behaviour of these quantities and the relation between the correlation and response functions are analyzed both in the stationary state and in the zero-temperature scaling regime. In the stationary state, a transition between two behaviours of the correlation function occurs when the amplitude of the asymmetry crosses a critical value, with the consequence that the limit fluctuation-dissipation ratio decays continuously from the value 1, for the equilibrium state in the absence of asymmetry, to 0 for this critical value. At zero temperature, under asymmetric dynamics, the system loses its critical character, yet keeping many of the characteristic features of a coarsening system.

Metapopulation models provide the theoretical framework for describing disease spread between different populations connected by a network. In particular, these models are at the basis of most simulations of pandemic spread. They are usually studied at the mean-field level by neglecting fluctuations. Here we include fluctuations in the models by adopting fully stochastic descriptions of the corresponding processes. This level of description allows to address analytically, in the SIS and SIR cases, problems such as the existence and the calculation of an effective threshold for the spread of a disease at a global level. We show that the possibility of the spread at the global level is described in terms of (bond) percolation on the network. This mapping enables us to give an estimate (lower bound) for the pandemic threshold in the SIR case for all values of the model parameters and for all possible networks., Comment: 14 pages, 13 figures, final version

We study the nonequilibrium properties of directed Ising models with non conserved dynamics, in which each spin is influenced by only a subset of its nearest neighbours. We treat the following models: (i) the one-dimensional chain; (ii) the two-dimensional square lattice; (iii) the two-dimensional triangular lattice; (iv) the three-dimensional cubic lattice. We raise and answer the question: (a) Under what conditions is the stationary state described by the equilibrium Boltzmann-Gibbs distribution? We show that for models (i), (ii), and (iii), in which each spin "sees" only half of its neighbours, there is a unique set of transition rates, namely with exponential dependence in the local field, for which this is the case. For model (iv), we find that any rates satisfying the constraints required for the stationary measure to be Gibbsian should satisfy detailed balance, ruling out the possibility of directed dynamics. We finally show that directed models on lattices of coordination number $z\ge8$ with exponential rates cannot accommodate a Gibbsian stationary state. We conjecture that this property extends to any form of the rates. We are thus led to the conclusion that directed models with Gibbsian stationary states only exist in dimension one and two. We then raise the question: (b) Do directed Ising models, augmented by Glauber dynamics, exhibit a phase transition to a ferromagnetic state? For the models considered above, the answers are open problems, to the exception of the simple cases (i) and (ii). For Cayley trees, where each spin sees only the spins further from the root, we show that there is a phase transition provided the branching ratio, $q$, satisfies $q \ge 3$.

We consider the excursions, i.e. the intervals between consecutive zeros, of stochastic processes that arise in a variety of nonequilibrium systems and study the temporal growth of the longest one l_{\max}(t) up to time t. For smooth processes, we find a universal linear growth < l_{\max}(t) > \simeq Q_{\infty} t with a model dependent amplitude Q_\infty. In contrast, for non-smooth processes with a persistence exponent \theta, we show that < l_{\max}(t) > has a linear growth if \theta < \theta_c while < l_{\max}(t) > \sim t^{1-\psi} if \theta > \theta_c. The amplitude Q_{\infty} and the exponent \psi are novel quantities associated to nonequilibrium dynamics. These behaviors are obtained by exact analytical calculations for renewal and multiplicative processes and numerical simulations for other systems such as the coarsening dynamics in Ising model as well as the diffusion equation with random initial conditions., Comment: 4 pages,2 figures

We study finite size effects in the variance of the displacement of a tagged particle in the stationary state of the Asymmetric Simple Exclusion Process (ASEP) on a ring of size $L$. The process involves hard core particles undergoing stochastic driven dynamics on a lattice. The variance of the displacement of the tagged particle, averaged with respect to an initial stationary ensemble and stochastic evolution, grows linearly with time at both small and very large times. We find that at intermediate times, it shows oscillations with a well defined size-dependent period. These oscillations arise from sliding density fluctuations (SDF) in the stationary state with respect to the drift of the tagged particle, the density fluctuations being transported through the system by kinematic waves. In the general context of driven diffusive systems, both the Edwards-Wilkinson (EW) and the Kardar-Parisi-Zhang (KPZ) fixed points are unstable with respect to the SDF fixed point, a flow towards which is generated on adding a gradient term to the EW and the KPZ time-evolution equation. We also study tagged particle correlations for a fixed initial configuration, drawn from the stationary ensemble, following earlier work by van Beijeren. We find that the time dependence of this correlation is determined by the dissipation of the density fluctuations. We show that an exactly solvable linearized model captures the essential qualitative features seen in the finite size effects of the tagged particle correlations in the ASEP. Moreover, this linearized model also provides an exact coarse-grained description of two other microscopic models., Comment: To appear in Phys. Rev. E

We investigate the temporal evolution of a ferromagnetic system of Ising spins evolving under Kawasaki dynamics from a random initial condition, in spatial dimensions one and two. We examine in detail the asymptotic behaviour of the two-time correlation and response functions. The linear response is measured without applying a field, using a recently proposed algorithm. For the chain at vanishingly small temperature, we introduce an accelerated dynamics which has the virtue of projecting the system into the asymptotic scaling regime. This allows us to revisit critically previous works on the behaviour at large time of the two-time autocorrelation and response functions. We also analyse the case of the two-dimensional system at criticality. A comparison with Glauber dynamics is performed in both dimensionalities, in order to underline the similarities and differences in the phenomenology of the two dynamics., Comment: 25 pages, 15 figures

In a variety of systems which exhibit aging, the two-time response function scales as $R(t,s)\approx s^{-1-a} f(t/s)$. We argue that dynamical scaling can be extended towards conformal invariance, obtaining thus the explicit form of the scaling function $f$. This quantitative prediction is confirmed in several spin systems, both for $T