Related papers: Threshold effects in parameter estimation as phase…
The presence of a phase transition in a finite system can be deduced, together with its order, from the shape of the distribution of the order parameter. This issue has been extensively studied in multifragmentation experiments, with…
At low temperature a thermodynamic system undergoes a phase transition when a physical parameter passes through a singularity point of the free energy, corresponding to formation of a new order. At high temperature the thermal fluctuations…
It is widely believed that the underlying reality behind statistical mechanics is a deterministic and unitary time evolution of a many-particle wave function, even though this is in conflict with the irreversible, stochastic nature of…
Quantum phase transitions are sudden changes in the ground-state wavefunction of a many-body system that can occur as a control parameter such as a concentration or a field strength is varied. They are driven purely by the competition…
The relation between thermodynamic phase transitions in classical systems and topology changes in their state space is discussed for systems in which equivalence of statistical ensembles does not hold. As an example, the spherical model…
Highlights: \begin{itemize} \item Relativistic effect of crystal dynamics "freezing". \item Non-statistical model of thermodynamic equilibration. \end{itemize} The dynamics of oscillations of a one-dimensional atomic chain is investigated…
A phase transition indicates a sudden change in the properties of a large system. For temperature-driven phase transitions this is related to non-analytic behavior of the free energy density at the critical temperature: The knowledge of the…
The dynamics of a system, made of a particle interacting with a field mode, thwarted by the action of repeated projective measurements on the particle, is examined. The effect of the partial measurements is discussed by comparing it with…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
We consider parameter inference for linear quantile regression with non-stationary predictors and errors, where the regression parameters are subject to inequality constraints. We show that the constrained quantile coefficient estimators…
This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
Within the continuous endeavour of improving the efficiency and resilience of air transport, the trend of using concepts and metrics from statistical physics has recently gained momentum. This scientific discipline, which integrates…
How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…
This thesis is devoted to the study of physical systems embedded within the field of non-equilibrium statistical mechanics. Specifically, the state of the systems of interest constitutes a stochastic process that can be externally driven by…
Existing effect measures for compositional features are inadequate for many modern applications, for example, in microbiome research, since they display traits such as high-dimensionality and sparsity that can be poorly modelled with…
The two-body potential of systems with long-range interactions decays at large distances as $V(r)\sim 1/r^\alpha$, with $\alpha\leq d$, where $d$ is the space dimension. Examples are: gravitational systems, two-dimensional hydrodynamics,…
Quantum measurement is physically realized through a finite dynamical interaction between a system and a measuring apparatus, giving rise to a continuous transition from weak to strong regimes. While this crossover is well understood under…