Related papers: Internal stress as a link between macroscale and m…
Each market has its singular characteristic. Its inner structure is directly responsible for the observed distributions of returns though this fact is widely overlooked. Big orders lead to doubling the tails. The behavior of a market maker…
Memcomputing is a novel paradigm of computation that utilizes dynamical elements with memory to both store and process information on the same physical location. Its building blocks can be fabricated in hardware with standard electronic…
The information shared among observables representing processes of interest is traditionally evaluated in terms of macroscale measures characterizing aggregate properties of the underlying processes and their interactions. Traditional…
We introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…
For macroscopic systems, the second law of thermodynamics establishes an inequality between the amount of work performed on a system in contact with a thermal reservoir, and the change in its free energy. For microscopic systems, this…
We relate progress in statistical mechanics, both at and far from equilibrium, to advances in the theory of dynamical systems. We consider computer simulations of time-reversible deterministic chaos in small systems with three- and…
The understanding of memory effects arising from the interaction between system and environment is a key for engineering quantum thermodynamic devices beyond the standard Markovian limit. We study the performance of measurement-based…
In classical statistical mechanics there is a clear correlation between relaxation to equilibrium and chaos. In contrast, for isolated quantum systems this relation is -- to say the least -- fuzzy. In this work we try to unveil the…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
The human brain processes a wide variety of inputs and does so either consciously or subconsciously. According to the Global Workspace theory, conscious processing involves broadcasting of information to several regions of the brain and…
Short and long range interactions between earthquakes are attracting increasing interest. Scale invariant properties of seismicity in time, space and energy argue for the presence of complex triggering mechanisms where, like a cascade…
Reductionism assumes that causation in the physical world occurs at the micro level, excluding the emergence of macro-level causation. We challenge this reductionist assumption by employing a principled, well-defined measure of intrinsic…
A recent result, relating the (irreversible) work performed on a system during a non-quasistatic process, to the Helmholtz free energy difference between two equilibrium states of the system, is discussed. A proof of this result is given…
Materials driven far from equilibrium can encode memories of past deformations through long-lived structural reorganisations. Such memory effects-reflecting parameters such as deformation direction, magnitude, and duration have been widely…
Rehearsal is one of the key techniques for mitigating catastrophic forgetting and has been widely adopted in continual learning algorithms due to its simplicity and practicality. However, the theoretical understanding of how rehearsal scale…
We revisit here the problem of the collective non-equilibrium dynamics of a classical statistical system at a critical point and in the presence of surfaces. The effects of breaking separately space- and time-translational invariance are…
The concept of resilience embodies the quest towards the ability to sustain shocks, to suffer from these shocks as little as possible, for the shortest time possible, and to recover with the full functionalities that existed before the…
A general theory is developed for describing the nonlinear relaxation of spin systems from a strongly nonequilibrium initial state, when, in addition, the sample is coupled to a resonator. Such processes are characterized by nonlinear…
In this paper, the Kyle model of insider trading is extended by characterizing the trading volume with long memory and allowing the noise trading volatility to follow a general stochastic process. Under this newly revised model, the…
A minimal stochastic dynamical model of the interbank network is introduced, with linear interactions mediated by an integral of recent variations. Defining stress as the variance over the banks' states, the interaction correction to the…