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This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

Statistical Mechanics · Physics 2007-11-09 Stephen R. Williams , Denis J. Evans

We address the issue of the dynamics of wealth accumulation and economic crisis triggered by extreme inequality, attempting to stick to most possibly intrinsic assumptions. Our general framework is that of pure or modified multiplicative…

Economics · Quantitative Finance 2017-05-17 Henri Benisty

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

Systems and Control · Computer Science 2016-06-01 Ezio Bartocci , Luca Bortolussi , Tomǎš Brázdil , Dimitrios Milios , Guido Sanguinetti

Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…

Computer Science and Game Theory · Computer Science 2017-12-06 Mattia Mazzoli , Angel Sanchez

Humans do not always make rational choices, a fact that experimental economics is putting on solid grounds. The social context plays an important role in determining our actions, and often we imitate friends or acquaintances without any…

Physics and Society · Physics 2012-10-01 Daniele Vilone , José J. Ramasco , Angel Sánchez , Maxi San Miguel

Network structures are extremely important to the study of political science. Much of the data in its subfields are naturally represented as networks. This includes trade, diplomatic and conflict relationships. The social structure of…

Methodology · Statistics 2011-05-05 Drew Conway

In this paper we study, via equilibrium statistical mechanics, the properties of the internal energy of an Hopfield neural network whose patterns are stored continuously (Gaussian distributed). The model is shown to be equivalent to a…

Disordered Systems and Neural Networks · Physics 2009-11-17 Adriano Barra , Francesco Guerra

Hierarchical networks are attracting a renewal interest for modelling the organization of a number of biological systems and for tackling the complexity of statistical mechanical models beyond mean-field limitations. Here we consider the…

Disordered Systems and Neural Networks · Physics 2016-01-26 Elena Agliari , Adriano Barra , Andrea Galluzzi , Francesco Guerra , Daniele Tantari , Flavia Tavani

We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…

Soft Condensed Matter · Physics 2008-06-25 T. Aste , T. Di Matteo

The Loewner equation, in its stochastic incarnation introduced by Schramm, is an insightful method for the description of critical random curves and interfaces in two-dimensional statistical mechanics. Two features are crucial, namely…

Statistical Mechanics · Physics 2015-06-16 Marco Gherardi , Alessandro Nigro

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

Optimization and Control · Mathematics 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

The central problems in social sciences concern the social and psychological mechanisms and conditions required for the emergence and stability of human groups. The present article is dedicated to the problem of stability of human groups.…

Social and Information Networks · Computer Science 2016-05-10 Vladislav B. Kovchegov

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality. Classical and recent examples include, among others, the Hansen-Jagannathan (HJ)…

Applications · Statistics 2012-11-20 Victor Chernozhukov , Emre Kocatulum , Konrad Menzel

We review the recently proposed extension of the Gutzwiller approximation, M. Schiro' and M. Fabrizio, Phys. Rev. Lett. 105, 076401 (2010), designed to describe the out-of-equilibrium time-evolution of a Gutzwiller-type variational wave…

Strongly Correlated Electrons · Physics 2015-06-04 Michele Fabrizio

The hidden Markov model (HMM) provides a powerful framework for inference in time-varying environments, where the underlying state evolves according to a Markov chain. To address the optimal filtering problem in general dynamic settings, we…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Dongyan Sui , Haotian Pu , Siyang Leng , Stefan Vlaski

In this paper, we extend the Hartman-Grobman theorem to systems perturbed with white noises. Let's recall that, in deterministic systems, the Hartman-Grobman theorem establishes the "topological equivalence" of the local phase portrait…

Dynamical Systems · Mathematics 2025-04-22 Paul Bekima

Interaction effects have been a subject of contemporary interest in topological phases of matter. But in the presence of interactions, the accurate determination of topological invariants in their general form is difficult due to their…

Strongly Correlated Electrons · Physics 2017-04-18 Pramod Kumar , Thomas Mertz , Walter Hofstetter

In recent work, Renaud, Venaille, and Bouchet (RVB) revisit the equilibrium statistical mechanics theory of the shallow water equations, within a microcanonical approach, focusing on a more careful treatment of the energy partition between…

Fluid Dynamics · Physics 2016-09-23 Peter B. Weichman

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona--Lasinio , C. Landim