Related papers: The 2005 Neyman Lecture: Dynamic Indeterminism in …
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
The concept of biological adaptation was closely connected to some mathematical, engineering and physical ideas from the very beginning. Cannon in his "The wisdom of the body" (1932) used the engineering vision of regulation. In 1938, Selye…
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
Game dynamics theory, as a field of science, the consistency of theory and experiment is essential. In the past 10 years, important progress has been made in the merging of the theory and experiment in this field, in which dynamics cycle is…
Understanding human dynamics is of major scientific and practical importance and can be increasingly addressed in a quantitative fashion thanks to electronic records capturing various human activity patterns. The authors of Ref. [1] revisit…
In a recent letter, Christian Beck described a theoretical link between a family of stochastic differential equations and the probability density functions (PDF) derived from the formalism of nonextensive statistical mechanics. He applied…
The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of…
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…
We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…
This paper summarizes a presentation for a panel discussion on "The Future of Astrostatistics" held at the Statistical Challenges in Modern Astronomy V conference at Pennsylvania State University in June 2011. I argue that the emerging…
These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
Dynamical systems with extreme events are difficult to capture with data-driven modeling, due to the relative scarcity of data within extreme events compared to the typical dynamics of the system, and the strong dependence of the long-time…
The possible distinction between inanimate and living matter has been of interest to humanity since thousands of years. Clearly, such a rich question can not be answered in a single manner, and a plethora of approaches naturally do exist.…
Over the last few decades, climate scientists have devoted much effort to the development of large numerical models of the atmosphere and the ocean. While there is no question that such models provide important and useful information on…
The significance of statistical physics concepts such as entropy extends far beyond classical thermodynamics. We interpret the similarity between partitions in statistical mechanics and partitions in Bayesian inference as an articulation of…
A dynamic program, as introduced by Patnaik and Immerman (1994), maintains the result of a fixed query for an input database which is subject to tuple insertions and deletions. It can use an auxiliary database whose relations are updated…
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis,…
Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…
These notes are based on lectures given during the Summer School `Active matter and non-equilibrium statistical physics', held in Les Houches in September 2018. In these notes, we have merged our lectures into a single chapter broadly…