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An open stochastic system \`a la Jan Willems is a system affected by two qualitatively different kinds of uncertainty: one is probabilistic fluctuation, and the other one is nondeterminism caused by a fundamental lack of information. We…

Logic in Computer Science · Computer Science 2025-07-30 Dario Stein , Richard Samuelson

Despite the incredible complexity of our brains' neural networks, theoretical descriptions of neural dynamics have led to profound insights into possible network states and dynamics. It remains challenging to develop theories that apply to…

Neurons and Cognition · Quantitative Biology 2022-07-06 Jonas Ranft , Benjamin Lindner

Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Chuanzheng Wang , Yiming Meng , Jun Liu , Stephen Smith

In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…

Statistical Mechanics · Physics 2020-08-05 Jakub Ślęzak , Stanislav Burov

Inhomogeneous polymers play an important role in various cellular processes, both in nature and in biotechnological applications. At finite temperatures, inhomogeneous polymers exhibit non-trivial thermal fluctuations. In a broader context,…

Statistical Mechanics · Physics 2017-02-02 Yohai Bar-Sinai , Eran Bouchbinder

Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…

Statistical Mechanics · Physics 2021-02-03 Hans Christian Öttinger , Mark A. Peletier , Alberto Montefusco

In nonequilibrium suspensions, static number fluctuations $N$ in virtual observation boxes reveal remarkable structural properties, but the dynamic potential of $N(t)$ signals remains unexplored. Here, we develop a theory to learn the…

Soft Condensed Matter · Physics 2026-04-06 Tristan Cerdin , Sophie Marbach , Carine Douarche

Using a density matrix description in space we study the evolution of wavepackets in a fluctuating space-time background. We assume that space-time fluctuations manifest as classical fluctuations of the metric. From the non-relativistic…

General Relativity and Quantum Cosmology · Physics 2010-04-30 E. Göklü , C. Lämmerzahl , A. Camacho , A. Macias

The focus of this paper is to quantify measures of aggregate fluctuations for a class of consensus-seeking multiagent networks subject to exogenous noise with alpha-stable distributions. This type of noise is generated by a class of random…

Systems and Control · Computer Science 2019-01-29 Christoforos Somarakis , Nader Motee

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

Disordered Systems and Neural Networks · Physics 2021-05-26 Thomas Guhr , Andreas Schell

We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…

Statistical Mechanics · Physics 2009-10-31 Z. Toroczkai , G. Korniss , S. Das Sarma , R. K. P. Zia

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

In this paper we study the equilibrium energy fluctuation field of a one-dimensional reversible non gradient model. We prove that the limit fluctuation process is governed by a generalized Ornstein- Uhlenbeck process, which covariances are…

Probability · Mathematics 2010-07-01 Freddy Hernandez

While stochastic variational inference is relatively well known for scaling inference in Bayesian probabilistic models, related methods also offer ways to circumnavigate the approximation of analytically intractable expectations. The key…

Machine Learning · Statistics 2015-09-08 David A. Knowles

Through a Euclidean path integral we establish that the density fluctuations of a Fermi fluid in one dimension are related to vicinal surfaces and to the stochastic dynamics of particles interacting through long range forces with inverse…

Statistical Mechanics · Physics 2009-10-31 Herbert Spohn

Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…

Chaotic Dynamics · Physics 2009-10-31 Boris Chirikov

We formulate a simple additivity principle allowing to calculate the whole distribution of current fluctuations through a large one dimensional system in contact with two reservoirs at unequal densities from the knowledge of its first two…

Statistical Mechanics · Physics 2009-11-10 T. Bodineau , B. Derrida

We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…

Probability · Mathematics 2007-09-12 Marton Balazs , Firas Rassoul-Agha , Timo Seppalainen

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao