Related papers: Threshold effects in parameter estimation as phase…
This paper studies the threshold estimation of a TAR model when the underlying threshold parameter is a random variable. It is shown that the Bayesian estimator is consistent and its limit distribution is expressed in terms of a limit…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…
In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with…
Fluctuation effects at first order phase transitions driven by changes of other-than-temperature factors like pressure, concentration, or external fields are investigated by perturbation theory. The results for the fluctuation contributions…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
Threshold models try to explain the consequences of social influence like the spread of fads and opinions. Along with models of epidemics, they constitute a major theoretical framework of social spreading processes. In threshold models on…
This paper considers the identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Since treated and control…
This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…
We study an ideal-gas-like model where the particles exchange energy stochastically, through energy conserving scattering processes, which take place if and only if at least one of the two particles has energy below a certain energy…
Understanding how macroscopic nonequilibrium systems respond to changes in external or internal parameters remains a fundamental challenge in physics. In this work, we report a parameter transitional symmetry valid for macroscopic dynamics…
We discuss here the use of generalized forms of entropy, taken as information measures, to characterize phase transitions and critical behavior in thermodynamic systems. Our study is based on geometric considerations pertaining to the space…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
As is known, factor analysis is a popular method to reduce dimension for high-dimensional data. For matrix data, the dimension reduction can be more effectively achieved through both row and column directions. In this paper, we introduce a…
Boundary conditions may change the phase diagram of non-equilibrium statistical systems like the one-dimensional asymmetric simple exclusion process with and without particle number conservation. Using the quantum Hamiltonian approach, the…
Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…
Effects of the averaging over disorder realizations (samples) on the phase behavior are analyzed in terms of the mean field approximation for the random field Ising model with infinite range interactions. It is found that the averaging is…
We propose predictive information, that is information between a long past of duration T and the entire infinitely long future of a time series, as a universal order parameter to study phase transitions in physical systems. It can be used,…
We introduce a novel characterization of phase transitions based on hypothesis testing. In our formulation, a phase transition is defined as the breakdown of statistical indistinguishability under vanishing parameter perturbations in the…
We study the effects of bounded confidence thresholds and of interaction and external noise on Axelrod's model of social influence. Our study is based on a combination of numerical simulations and an integration of the mean-field Master…