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It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…

Statistical Mechanics · Physics 2026-01-21 Wanli Wang , Kaixin Zhang , Yuda Cheng

Work is a process-based quantity, and its measurement typically requires interaction with a measuring device multiple times. While classical systems allow for non-invasive and accurate measurements, quantum systems present unique challenges…

Quantum Physics · Physics 2025-06-17 Giulia Rubino , Karen V. Hovhannisyan , Paul Skrzypczyk

Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…

Probability · Mathematics 2023-03-21 Pavlina K. Jordanova , Mladen Savov , Assen Tchorbadjieff , Milan Stehlík

Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by…

Probability · Mathematics 2011-06-20 Subhankar Ghosh , Larry Goldstein

In the global framework of finding an axiomatic derivation of nonequilibrium Statistical Mechanics from fundamental principles, such as the maximum path entropy -- also known as Maximum Caliber principle -- , this work proposes an…

Statistical Mechanics · Physics 2017-06-28 Diego González , Sergio Davis

A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…

Statistics Theory · Mathematics 2011-05-05 Alessandro Felluga , Stefano Tiziani

We show an operational approach to bilocality with quasi-probability distributions and quasi-stochastic processes. This approach clearly demonstrates that negative probabilities are necessary to violate bilocality. It also highlights a…

Quantum Physics · Physics 2023-02-08 Kelvin Onggadinata , Pawel Kurzynski , Dagomir Kaszlikowski

Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…

Methodology · Statistics 2025-11-11 Andreas Eberl , Bernhard Klar , Alfonso Suárez-Llorens

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

Methodology · Statistics 2021-10-19 Rafael Weißbach , Dominik Wied

The often debated issue of `ratios of small numbers of events' is approached from a probabilistic perspective, making a clear distinction between the predictive problem (forecasting numbers of events we might count under well stated…

Methodology · Statistics 2020-12-09 Giulio D'Agostini

A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard $n$-dimensional…

Numerical Analysis · Mathematics 2019-05-29 Alexander Kushkuley

The characteristic function of the work performed by an external time-dependent force on a Hamiltonian quantum system is identified with the time-ordered correlation function of the exponentiated system's Hamiltonian. A similar expression…

Statistical Mechanics · Physics 2009-11-13 Peter Talkner , Eric Lutz , Peter Hanggi

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

Statistical Mechanics · Physics 2014-11-03 Anupam Kundu , Alain Comtet , Satya N. Majumdar

We construct a class of real-valued nonnegative binary functions on a set of jointly distributed random variables, which satisfy the triangle inequality and vanish at identical arguments (pseudo-quasi-metrics). These functions are useful in…

Probability · Mathematics 2016-02-12 Ehtibar N. Dzhafarov , Janne V. Kujala

A generalization of fluctuation theorems in stochastic processes is proposed. The new theorem is written in terms of posterior probabilities, which are introduced via the Bayes theorem. In usual fluctuation theorems, a forward path and its…

Statistical Mechanics · Physics 2015-05-14 Jun Ohkubo

Rare events in stochastic processes with heavy-tailed distributions are controlled by the big jump principle, which states that a rare large fluctuation is produced by a single event and not by an accumulation of coherent small deviations.…

Statistical Mechanics · Physics 2020-03-13 Raffaella Burioni , Alessandro Vezzani

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

Probability · Mathematics 2013-01-31 Douglas Rizzolo

We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…

Physics and Society · Physics 2025-05-19 Simone Göttlich , Thomas Schillinger , Andrea Tosin

Quantum annealing is a generic solver of classical optimization problems that makes full use of quantum fluctuations. We consider work statistics given by a repetition of quantum annealing processes by employing the Jarzynski equality…

Disordered Systems and Neural Networks · Physics 2015-05-27 Masayuki Ohzeki , Hidestoshi Nishimori
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