Dynamical hysteresis is a phenomenon which arises in ferromagnetic systems below the critical temperature as a response to adiabatic variations of the external magnetic field. We study the problem in the context of the mean-field Ising model with Glauber dynamics, proving that for frequencies of the magnetic field oscillations of order $N^{-2/3}$, $N$ the size of the system, the “critical” hysteresis loop becomes random.

Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term km ln k for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (non-homogeneous)...

We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the random walk...

We present a probabilistic model of the microscopic scenario of dielectric relaxation. We prove a limit theorem for random sums of a special type that appear in the model. By means of the theorem, we show that the presented approach to relaxation phenomena leads to the well known Havriliak-Negami empirical dielectric response provided the physical quantities in the relaxation scheme have heavy-tailed distributions. The mathematical model, presented here in the context of dielectric relaxation, can...

The main objective of this paper is to present a new probabilistic model underlying the universal relaxation laws observed in many fields of science where we associate the survival probability of the system's state with the defect-diffusion framework. Our approach is based on the notion of the continuous-time random walk. To derive the properties of the survival probability of a system we explore the limit theorems concerning either the summation or the extremes: maxima and minima. The forms of...

In this paper we study the parabolic Anderson equation $\partial u(x,t)/\partial t=\kappa 𝛥u(x,t)+\xi (x,t)u(x,t)$, $x\in {\mathbb{Z}}^d$, $t\ge 0$, where the $u$-field and the $\xi$-field are $ℝ$-valued, $\kappa \in [0,\infty )$ is the diffusion constant, and $𝛥$ is the discrete Laplacian. The $\xi$-field plays the role of adynamic random environmentthat drives the equation. The initial condition $u(x,0)=u_0\left(x\right)$, $x\in {\mathbb{Z}}^d$, is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump...