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We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…

Dynamical Systems · Mathematics 2026-01-21 Romain Aimino , Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

To provide a phenomenological theory for the various interesting transitions in restructuring networks we employ a statistical mechanical approach with detailed balance satisfied for the transitions between topological states. This enables…

Statistical Mechanics · Physics 2007-05-23 Imre Derenyi , Illes Farkas , Gergely Palla , Tamas Vicsek

We introduce and solve a general model of dynamic response under external perturbations. This model captures a wide range of systems out of equilibrium including Ising models of physical systems, social opinions, and population genetics.…

Exactly Solvable and Integrable Systems · Physics 2007-11-19 David D. Chinellato , Marcus A. M. de Aguiar , Irving R. Epstein , Dan Braha , Yaneer Bar-Yam

Numerical study of the parametric motion of energy levels in a model system built on Random Matrix Theory is presented. The correlation function of levels' slopes (the so called velocity correlation function) is determined numerically and…

chao-dyn · Physics 2009-10-28 Jakub Zakrzewski

We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…

Systems and Control · Computer Science 2017-02-03 Nikolaos Athanasopoulos , Konstantinos Smpoukis , Raphael M. Jungers

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

We study a general set of models of social network evolution and dynamics. The models consist of both a dynamics on the network and evolution of the network. Links are formed preferentially between 'similar' nodes, where the similarity is…

Physics and Society · Physics 2009-11-11 George C. M. A. Ehrhardt , Matteo Marsili , Fernando Vega-Redondo

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…

Statistical Mechanics · Physics 2015-05-18 Sumiyoshi Abe

The maxima and the minima of a randomly stopped sample of a random variable, $X$, together with two newly defined random variables that make $X$ into the maxima or minima of a randomly stopped sample of them, can be used to define…

Statistics Theory · Mathematics 2024-12-23 Jordi Valero , Josep Ginebra

Many processes in nature seem to be entirely controlled by transition rates and the corresponding statistical dynamics. Some of them are in essence quantum, like the decay of excited states, the tunneling through barriers or the decay of…

Quantum Physics · Physics 2007-05-23 Jochen Gemmer , Mathias Michel

Many problems in physics, material sciences, chemistry and biology can be abstractly formulated as a system that navigates over a complex energy landscape of high or infinite dimensions. Well-known examples include phase transitions of…

Numerical Analysis · Mathematics 2025-10-20 Weinan E , Weiqing Ren , Eric Vanden-Eijnden

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

From the random matrix theory all the energy levels should be strongly correlated due to the presence of all off-diagonal entries.In this work we introduce two new statistics to more accurately characterize these long-distance interactions…

Statistical Mechanics · Physics 2019-01-29 Hong-Ze Xu , Fei-Hong Liu , Shun-Yao Zhang , Guang-Can Guo , Ming Gong

Critical properties of quantum spin chains with varying degrees of disorder are studied at zero temperature by analytical and extensive density matrix renormalization methods. Generally the phase diagram is found to contain three phases.…

Disordered Systems and Neural Networks · Physics 2009-11-07 Enrico Carlon , Péter Lajko , Ferenc Iglói

The evolution of physical systems are often modeled by simple Markovian processes. When settled into stationary states, the probability distributions of such systems are time independent, by definition. However, they do not necessarily fall…

Statistical Mechanics · Physics 2024-11-07 R. K. P. Zia

Growing network models with both heterogeneity of the nodes and topological constraints can give rise to a rich phase structure. We present a simple model based on preferential attachment with rewiring of the links. Rewiring probabilities…

Disordered Systems and Neural Networks · Physics 2014-04-23 Luca Ferretti , Marcello Mamino , Ginestra Bianconi

Yet often neglected, dynamical interdependencies between concomitant contagion processes can alter their intrinsic equilibria and bifurcations. A particular case of interest for disease control is the emergence of explosive transitions in…

Physics and Society · Physics 2023-12-04 Santiago Lamata-Otín , Jesús Gómez-Gardeñes , David Soriano-Paños

Models in which dark energy interacts with dark matter have been proposed in the literature to help explain why dark energy should only come to dominate in recent times. In this paper, we present a dynamical framework to calculate…

Astrophysics · Physics 2009-03-12 Sirichai Chongchitnan

We show that an appropriate description of the non-equilibrium dynamics of disordered systems is obtained through a strong disorder renormalization procedure in {\it configuration space}, that we define for any master equation with…

Disordered Systems and Neural Networks · Physics 2008-10-08 Cecile Monthus , Thomas Garel

In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks. In the first part, we show several exact mappings between the ground state of a trapped…

Statistical Mechanics · Physics 2019-06-24 Bertrand Lacroix-A-Chez-Toine
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