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Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…

Statistical Mechanics · Physics 2019-04-16 Junang Li , Jordan M. Horowitz , Todd R. Gingrich , Nikta Fakhri

This paper describes prediction methods for the number of future events from a population of units associated with an on-going time-to-event process. Examples include the prediction of warranty returns and the prediction of the number of…

Methodology · Statistics 2020-08-10 Qinglong Tian , Fanqi Meng , Daniel J. Nordman , William Q. Meeker

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

Statistical Mechanics · Physics 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

The time evolution of correlation functions in statistical systems is described by an exact functional differential equation for the corresponding generating functionals. This allows for a systematic discussion of non-equilibrium physics…

High Energy Physics - Theory · Physics 2009-10-30 Christof Wetterich

Time-limited states characterise many dynamical processes on networks: disease infected individuals recover after some time, people forget news spreading on social networks, or passengers may not wait forever for a connection. These…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Márton Karsai , Mikko Kivelä

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

Probability · Mathematics 2019-03-05 Thomas Sauerwald , Luca Zanetti

The problem of eliminating the statistical fluctuations and extracting the event dynamics from event-by-event analysis is discussed. New moments $G_p$ (for continuous distribution), and $G_{q,p}$ (for anomalous distribution) are proposed,…

High Energy Physics - Phenomenology · Physics 2008-11-26 Jinghua Fu , Lianshou Liu

Learning how to predict future events from patterns of past events is difficult when the set of possible event types is large. Training an unrestricted neural model might overfit to spurious patterns. To exploit domain-specific knowledge of…

Machine Learning · Computer Science 2020-08-18 Hongyuan Mei , Guanghui Qin , Minjie Xu , Jason Eisner

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

Equilibrium rate theories play a crucial role in understanding rare, reactive events. However, they are inapplicable to a range of irreversible processes in systems driven far from thermodynamic equilibrium like active and biological…

Statistical Mechanics · Physics 2025-10-21 Eric R. Heller , David T. Limmer

Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with…

Statistical Mechanics · Physics 2009-11-05 C. Maes , K. Netocny

The distribution of inter-occurrence time between seismic events is a quantity of great interest in seismic risk assessment. We evaluate this distribution for different models of earthquakes occurrence and follow two distinct approaches:…

Geophysics · Physics 2007-05-23 C. Godano , L. de Arcangelis

It is often the case that risk assessment and prognostics are viewed as related but separate tasks. This chapter describes a risk-based approach to prognostics that seeks to provide a tighter coupling between risk assessment and fault…

Systems and Control · Electrical Eng. & Systems 2025-08-18 John W. Sheppard

Many biological, chemical, and physical systems are underpinned by stochastic transitions between equilibrium states in a potential energy. Here, we consider such transitions in a minimal model with two possible competing pathways, both…

Statistical Mechanics · Physics 2025-12-17 Gulzar Ahmad , Sergey Saveliev , Steven P Fitzgerald , Marco G Mazza , Andrew J Archer

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…

Performance · Computer Science 2011-12-14 Jing Xie , Yuming Jiang , Min Xie

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

Statistical Mechanics · Physics 2023-07-05 Jann van der Meer , Julius Degünther , Udo Seifert

Dynamical processes on time-varying complex networks are key to understanding and modeling a broad variety of processes in socio-technical systems. Here we focus on empirical temporal networks of human proximity and we aim at understanding…

Physics and Society · Physics 2013-11-01 Laetitia Gauvin , André Panisson , Ciro Cattuto , Alain Barrat

The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for practical applications. For instance insurances or public agency may be interested by the…

Statistical Mechanics · Physics 2020-03-13 Thibault Lestang , Francesco Ragone , Charles-Edouard Bréhier , Corentin Herbert , Freddy Bouchet
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