Related papers: Threshold effects in parameter estimation as phase…
We consider a threshold factor model for high-dimensional time series in which the dynamics of the time series is assumed to switch between different regimes according to the value of a threshold variable. This is an extension of threshold…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…
Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…
We study the influence of boundary conditions on stationary, periodic patterns in one-dimensional systems. We show how a conceptual understanding of the structure of equilibria in large domains can be based on the characterization of…
After a brief discussion of the concepts of fractional exchange and fractional exclusion statistics, we report partly analytical and partly numerical results on thermodynamic properties of assemblies of particles obeying fractional…
A tipping point can be defined as an abrupt shift in the properties or behaviour of a system. Tipping points in complex systems from a wide variety of scientific disciplines have been compared to phase transitions in physics, but consistent…
In this note we describe some results concerning non-relativistic quantum systems at positive temperature and density confined to macroscopically large regions of physical space which are under the influence of some local, time-dependent…
We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of…
Many natural and technological systems fail to adapt to changing external conditions and move to a different state if the conditions vary too fast. Such "non-adiabatic" processes are ubiquitous, but little understood. We identify these…
We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…
A sweep through a quantum phase transition by means of a time-dependent external parameter (e.g., pressure) entails non-equilibrium phenomena associated with a break-down of adiabaticity: At the critical point, the energy gap vanishes and…
Estimates of uncertainty or variance in experimental means are central to physics. This is especially the case for `world averages' of fundamental physical parameters in particle physics, which aggregate results from a number of experiments…
We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…
Statistical properties of energy levels, wave functions and quantum-mechanical matrix elements in disordered conductors are usually calculated assuming diffusive electron dynamics. Mirlin has pointed out [Phys. Rep. 326, 259 (2000)] that…
We investigate various boundary conditions in two dimensional turbulence systematically in the context of conformal field theory. Keeping the conformal invariance, we can either change the shape of boundaries through finite conformal…
Experimentally, the imaginary parts of complex weak values are obtained from the response of the system to small unitary phase shifts generated by the target observable. The complex conditional probabilities obtained from weak measurements…
Quantum parameter estimation offers solid conceptual grounds for the design of sensors enjoying quantum advantage. This is realised not only by means of hardware supporting and exploiting quantum properties, but data analysis has its impact…
Meta-analysis aims to combine effect measures from several studies. For continuous outcomes, the most popular effect measures use simple or standardized differences in sample means. However, a number of applications focus on the absolute…
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…