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By the method of Poissonization we confirm some existing results concerning consistent estimation of the structural distribution function in the situation of a large number of rare events. Inconsistency of the so called natural estimator is…

Statistics Theory · Mathematics 2007-06-13 Bert van Es , Stamatis Kolios

We consider the scattering by a one-dimensional random potential and derive the probability distribution of the corresponding Wigner time delay. It is shown that the limiting distribution is the same for two different models and coincides…

Disordered Systems and Neural Networks · Physics 2009-10-30 Alain Comtet , Christophe Texier

The fluctuation theorem, where the central quantity is the work distribution, is an important characterization of nonequilibrium thermodynamics. In this work, based on the dissipaton-equation-of-motion theory, we develop an exact method to…

Statistical Mechanics · Physics 2022-08-11 Hong Gong , Yao Wang , Xiao Zheng , Rui-Xue Xu , YiJing Yan

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

The "marginal" distributions for measurable coordinate and spin projection is introduced. Then, the analog of the Pauli equation for spin-1/2 particle is obtained for such probability distributions instead of the usual wave functions. That…

Quantum Physics · Physics 2009-11-06 S. Mancini , O. V. Man'ko , V. I. Man'ko , P. Tombesi

We apply the general procedure presented by Jarzynski in [1] to the problem of dissipation in a voltage-driven single-electron box. We obtain the expression of dissipated work, and find its relation to the dissipation Q obtained in [2]. We…

Mesoscale and Nanoscale Physics · Physics 2015-06-04 J. P. Pekola , O. -P. Saira

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

Physics and Society · Physics 2014-11-11 Filippo Radicchi

We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…

chao-dyn · Physics 2009-10-31 Bruno Jouault , Peter Lipa , Martin Greiner

Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…

Statistical Mechanics · Physics 2021-02-12 Christoph Streißnig , Holger Kantz

Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…

Probability · Mathematics 2011-08-01 Alessandro De Gregorio , Enzo Orsingher

Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…

Statistical Mechanics · Physics 2016-10-31 Carolyne M. Van Vliet

It is well-known that pure quantum states are typically almost maximally entangled, and thus have close to maximally mixed subsystems. We consider whether this is true for probabilistic theories more generally, and not just for quantum…

Quantum Physics · Physics 2012-11-13 Markus P. Müller , Oscar C. O. Dahlsten , Vlatko Vedral

We introduce a multi-coin discrete quantum random walk where the amplitude for a coin flip depends upon previous tosses. Although the corresponding classical random walk is unbiased, a bias can be introduced into the quantum walk by varying…

Quantum Physics · Physics 2009-11-10 Adrian P. Flitney , Derek Abbott , Neil F. Johnson

We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…

Statistical Mechanics · Physics 2009-11-13 A. Baule , E. G. D. Cohen

The work is a concept of fundamental importance in thermodynamics. An open question is how to describe the work fluctuation for quantum coherent processes in the presence of initial quantum coherence in the energy basis. With the aim of…

Quantum Physics · Physics 2022-01-05 Gianluca Francica

Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Joshua T. Berryman , Tanja Schilling

Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately estimating rare event probabilities is an inherently difficult…

Methodology · Statistics 2024-07-18 Max Ehre , Iason Papaioannou , Daniel Straub

We are interested in bounding probabilities of rare events in the context of computer experiments. These rare events depend on the output of a physical model with random input variables. Since the model is only known through an expensive…

Computation · Statistics 2012-03-21 Yves Auffray , Pierre Barbillon , Jean-Michel Marin

A complete understanding of the statistics of the work done by quenching a parameter of a quantum many-body system is still lacking in the presence of an initial quantum coherence in the energy basis. In this case, the work can be…

Quantum Physics · Physics 2023-07-07 Gianluca Francica , Luca Dell'Anna

The time-dependent work probability distribution function $P(W)$ is investigated analytically for a diffusing particle trapped by an anisotropic harmonic potential and driven by a nonconservative drift force in two dimensions. We find that…

Statistical Mechanics · Physics 2015-06-12 Jae Dong Noh , Chulan Kwon , Hyunggyu Park
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