Related papers: Work probability distribution and tossing a biased…
In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…
We advance the previous studies of quantum walks on the line with two coins. Such four-state quantum walks driven by a three-direction shift operator may have nonzero stationary distributions (localization), thus distinguishing themselves…
We give a quantum version of the Jarzynski relation between the distribution of work done over a certain time-interval on a system and the difference of equilibrium free energies. The main new ingredient is the identification of work…
Under investigation in this paper is the dynamics and probability of heads in the toss of a coin with symmetric inhomogeneous density. Such coins are assumed to have diagonal inertia matrix. The rotational motion of the coin is determined…
We consider the variance of a function of $n$ independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functions in the i.i.d.~setting. For instance, we obtain various…
We define common thermodynamic concepts purely within the framework of general Markov chains and derive Jarzynski's equality and Crooks' fluctuation theorem in this setup. In particular, we regard the discrete time case that leads to an…
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…
The Jarzynski equality is generalized to situations in which nonequilibrium systems are subject to a feedback control. The new terms that arise as a consequence of the feedback describe the mutual information content obtained by measurement…
The act of a person juggling can be viewed as a Markov process if we assume that the juggler throws to random heights. I make this association for the simplest reasonable model of random juggling and compute the steady state probabilities…
A systematic study of the probability distribution of superimposed random codes is presented through the use of generating functions. Special attention is paid to the cases of either uniformly distributed but not necessarily independent or…
We analyse the splitting algorithm performance in the estimation of rare event probabilities and this in a discrete multidimensional framework. For this we assume that each threshold is partitioned into disjoint subsets and the probability…
Rare events play a key role in many applications and numerous algorithms have been proposed for estimating the probability of a rare event. However, relatively little is known on how to quantify the sensitivity of the probability with…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
In this paper we study rare events associated to solutions of elliptic partial differential equations with spatially varying random coefficients. The random coefficients follow the lognormal distribution, which is determined by a Gaussian…
For a discrete time quantum walk (QW) on the $N$-cycle, allowing for decoherence on the coin, we derive a number of new results, including an explicit formula for the position probability distribution. For a QW of this type, we show that…
It is shown that the work fluctuations and work distribution functions are fundamentally different in systems with short-range versus long-range correlations. The two cases considered with long- range correlations are magnetic work…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…