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In this paper we investigate the applicability of non-equilibrium statistical mechanics to non-equilibrium damage phenomena. As an example, a fiber-bundle model with thermal noise and a fiber-bundle model with decay of fibers are…
Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…
In this paper limiting distribution functions of field and density fluctuations are explicitly and rigorously computed for the different phases of the Bose gas. Several Gaussian and non-Gaussian distribution functions are obtained and the…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
One challenge in developing a statistical field theory of turbulence is the analysis of the functional equations that govern the complete statistics of the flow field. Simplified models of turbulence may help to develop such a statistical…
We show that noisy nonunitary dynamics of bosons drives arbitrary initial states into a novel fluctuating bunching state, where all bosons occupy one time-dependent mode. We propose a concept of the noisy spectral gap, a generalization of…
This article investigates the generation of non-Gaussianity during inflation. In the context of multi-field inflation, we detail a mechanism that can create significant primordial non-Gaussianities in the adiabatic mode while preserving the…
We study the dynamics of elastic interfaces-membranes-immersed in thermally excited fluids. The work contains three components: the development of a numerical method, a purely theoretical approach, and numerical simulation. In developing a…
The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
The problem of non-stationarity in financial markets is discussed and related to the dynamic nature of price volatility. A new measure is proposed for estimation of the current asset volatility. A simple and illustrative explanation is…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
We study the fluctuations of the Gaussian model, with conservation of the order parameter, evolving in contact with a thermal bath quenched from inverse temperature $\beta _i$ to a final one $\beta _f$. At every time there exists a critical…
Populations are made up of an integer number of individuals and are subject to stochastic birth-death processes whose rates may vary in time. Useful quantities, like the chance of ultimate fixation, satisfy an appropriate difference…