English
Related papers

Related papers: Entropic aging and extreme value statistics

200 papers

A mesoscopic model is proposed to explain the anomalous dynamics in a supercooled liquid as its glass transition temperature is approached from above. The model is based on the assumption of $\beta$ organized $\alpha$ process, with the…

Soft Condensed Matter · Physics 2007-05-23 Dwaipayan Chakrabarti , Biman Bagchi

We study the real-time dynamics of quantum models with long-range interactions coupled to a heat-bath within the closed-time path-integral formalism. We show that quantum fluctuations depress the transition temperature. In the subcritical…

Condensed Matter · Physics 2009-10-30 Leticia F. Cugliandolo , Gustavo Lozano

We introduce an exactly solvable model for glassy dynamics with many relaxational modes, each one characterized by a different relaxational time-scale. Analytical solution of the aging dynamics at low temperatures shows that a…

Statistical Mechanics · Physics 2007-05-23 A. Garriga , F. Ritort

An Entropic Dynamics of exchange rates is laid down to model the dynamics of foreign exchange rates, FX, and European Options on FX. The main objective is to represent an alternative framework to model dynamics. Entropic inference is an…

Pricing of Securities · Quantitative Finance 2019-08-28 Mohammad Abedi , Daniel Bartolomeo

We show aging of Glauber-type dynamics on the random energy model, in the sense that we obtain the scaling limits of the clock process and of the age process. The latter encodes the Gibbs weight of the configuration occupied by the…

Probability · Mathematics 2013-03-21 Pierre Mathieu , Jean-Christophe Mourrat

We study the dynamical evolution of a system with a phase space consisting of configurations with random energies. The dynamics we use is of Glauber type. It allows for some dynamical evolution ang aging even at very low temperatures,…

Condensed Matter · Physics 2009-10-28 A. Barrat , M. Mézard

Using a non-local Monte Carlo algorithm, we study the aging of a fragile glass, being able to follow it up to equilibibrium down to 0.89 Tmc (Tmc is the Mode-Coupling temperature) and up to unprecedentedly large waiting times at lower…

Disordered Systems and Neural Networks · Physics 2007-05-23 T. S. Grigera , V. Martin-Mayor , G. Parisi , P. Verrocchio

In the seminal work [5], Ben Arous and \v{C}ern\'y give a general characterization of aging for trap models in terms of $\alpha$-stable subordinators with $\alpha \in (0,1)$. Some of the important examples that fall into this universality…

Probability · Mathematics 2013-12-05 Onur Gün

In this letter we announce rigorous results on the phenomenon of aging in the Glauber dynamics of the random energy model and their relation to Bouchaud's 'REM-like' trap model. We show that, below the critical temperature, if we consider a…

Disordered Systems and Neural Networks · Physics 2019-05-15 G. Ben Arous , A. Bovier , V. Gayrard

In this work, we study the dynamics of complex systems with time-dependent transition rates, focusing on $p$-adic analysis in modeling such systems. Starting from the master equation that governs the stochastic dynamics of a system with a…

Mathematical Physics · Physics 2026-05-07 Ángel Morán Ledezma

We study the correlation and response dynamics of trap models of glassy dynamics, considering observables that only partially decorrelate with every jump. This is inspired by recent work on a microscopic realization of such models, which…

Statistical Mechanics · Physics 2013-09-03 Peter Sollich

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo , Jorge Kurchan

The bulk viscosity of cosmological fluid and the creation of cold dark matter both result in the generation of irreversible entropy (related to dissipative processes) in a homogeneous and isotropic universe. To consider such effects, the…

Cosmology and Nongalactic Astrophysics · Physics 2014-12-16 Nobuyoshi Komatsu , Shigeo Kimura

There are two key paradigms for non-equilibrium dynamics: on the one hand, aging towards an equilibrium state that cannot be reached on reasonable timescales; on the other, external driving that can lead to non-equilibrium steady states. We…

Statistical Mechanics · Physics 2024-11-06 Diego Tapias , Charles Marteau , Fabián Aguirre-López , Peter Sollich

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

Statistical Mechanics · Physics 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

We demonstrate aging behavior in a simple non-linear system. Our model is a chaotic map which generates deterministically sub-diffusion. Asymptotic behaviors of the diffusion process are described using aging continuous time random walks,…

Statistical Mechanics · Physics 2007-05-23 E. Barkai

We review recent theoretical progress on glassy dynamics, with special emphasis on the importance and universality of the ``aging regime'', which is relevant to many experimental situations. The three main subjects which we address are: (i)…

Disordered Systems and Neural Networks · Physics 2008-02-03 Jean-Philippe Bouchaud , Leticia F. Cugliandolo , Jorge Kurchan , Marc Mezard

Linear response functions of aging systems are routinely interpreted using the scaling variable $t_{\rm obs}/t_{\rm w}^\mu$,where $t_{\rm w}$ is the time at which the field conjugated to the response is turned on or off, and where $t_{\rm…

Statistical Mechanics · Physics 2011-01-10 Paolo Sibani , Gregory G. Kenning

Entropic Dynamics is a framework in which dynamical laws are derived as an application of entropic methods of inference. No underlying action principle is postulated. Instead, the dynamics is driven by entropy subject to the constraints…

Quantum Physics · Physics 2015-09-11 Ariel Caticha