Related papers: Generalized superstatistics of nonequilibrium Mark…
Statistical equilibrium models of coherent structures in two-dimensional and barotropic quasi-geostrophic turbulence are formulated using canonical and microcanonical ensembles, and the equivalence or nonequivalence of ensembles is…
The graph-related symmetries of a reaction network give rise to certain special equilibria (such as complex balanced equilibria) in deterministic models of dynamics of the reaction network. Correspondingly, in the stochastic setting, when…
Mesoscopic systems in a slowly fluctuating environment are often well described by superstatistical models. We develop a generalized statistical mechanics formalism for superstatistical systems, by mapping the superstatistical complex…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
Statistical mechanics for states with complex eigenvalues, which are described by Gel'fand triplet and represent unstable states like resonances, are discussed on the basis of principle of equal ${\it a priori}$ probability. A new entropy…
This paper gives a method for computing distributions associated with patterns in the state sequence of a hidden Markov model, conditional on observing all or part of the observation sequence. Probabilities are computed for very general…
In Boltzmannian statistical mechanics macro-states supervene on micro-states. This leads to a partitioning of the state space of a system into regions of macroscopically indistinguishable micro-states. The largest of these regions is…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…
The equilibrium distribution function determines macroscopic observables in statistical physics. While conventional methods correct equilibrium distributions in weakly nonlinear or near-integrable systems, they fail in strongly nonlinear…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…
Markov diagrams provide a way to understand the structures of topological dynamical systems. We examine the construction of such diagrams for subshifts, including some which do not have any nontrivial Markovian part, in particular Sturmian…
We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…
A universal and rigorous ensemble framework for nonequilibrium system remains lacking. Here, we provide a concise framework for the generalized ensemble theory of nonequilibrium discrete systems using matrix-based approach. By introducing…
We present a semiclassical approach to eigenfunction statistics in chaotic and weakly disordered quantum systems which goes beyond Random Matrix Theory, supersymmetry techniques, and existing semiclassical methods. The approach is based on…
An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…
There exists a wide variety of works on the dynamics of large populations ranging from simple heuristic modeling to those based on advanced computer supported methods. Their interconnections, however, remain mostly vague, which…
In this paper we elaborate on the recently proposed superstatistics formalism [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)], used to interpret unconventional statistics. Their interpretation is that unconventional statistics in…
A procedure is introduced which allows to represent the dynamics of a non-equilibrium system violating detailed balance by its steady state loop fluxes. It is shown that detailed balance is restored in this representation, such that the…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…