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A $\phi$-exponential distribution is a generalization of an exponential distribution associated to functions $\phi$ in an appropriate class, and the space of $\phi$-exponential distributions has a dually flat structure. We study features of…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
In this Letter we show that the analysis of Lyapunov-exponents fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a Gaussian approximation for the large deviation function that…
We address the problem of measuring time-properties of Response Functions (Green functions) in Gaussian models (Orszag-McLaughin) and strongly non-Gaussian models (shell models for turbulence). We introduce the concept of {\it halving time…
We uncover the quantum fluctuation-response inequality, which, in the most general setting, establishes a bound for the mean difference of an observable at two different quantum states, in terms of the quantum relative entropy. When the…
In this work, we explore both the ordinary $q$-Gaussian distribution and a new one defined here, determining both their mean and variance, and we use them to construct solutions of the $q$-deformed diffusion differential equation. This…
The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…
Based on the canonical ensemble, we suggested the simple scheme for taking into account Gaussian fluctuations in a finite system of ideal boson gas. Within framework of scheme we investigated the influence of fluctuations on the particle…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…
We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…
We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…
Diffusion of a polymer in a gel is studied within the framework of de Gennes' model for reptation. Our results for the scaling of the diffusion coefficient D and the longest relaxation time tau are markedly different from the most recently…
In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…
Engle's ARCH algorithm is a generator of stochastic time series for financial returns (and similar quantities) characterized by a time-dependent variance. It involves a memory parameter $b$ ($b=0$ corresponds to {\it no memory}), and the…
The stochastic Eigen model proposed by Feng et al. (Journal of theoretical biology, 246 (2007) 28) showed that error threshold is no longer a phase transition point but a crossover region whose width depends on the strength of the random…
Used as priors for Bayesian inverse problems, diffusion models have recently attracted considerable attention in the literature. Their flexibility and high variance enable them to generate multiple solutions for a given task, such as…
A fluctuation relation is derived to extract the order parameter function $q(x)$ in weakly ergodic systems. The relation is based on measuring and classifying entropy production fluctuations according to the value of the overlap $q$ between…
A dilute gas of particles with short range interactions is considered in a shearing stationary state. A Gaussian thermostat keeps the total kinetic energy constant. For infinitely many particles it is shown that the thermostat becomes a…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
Stock prices are known to exhibit non-Gaussian dynamics, and there is much interest in understanding the origin of this behavior. Here, we present a model that explains the shape and scaling of the distribution of intraday stock price…