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We consider the symmetric simple exclusion with open boundaries that are in contact with particle reservoirs at different densities. The reservoir densities changes at a slower time scale with respect to the natural time scale the system…

Probability · Mathematics 2019-04-30 Anna De Masi , Stefano Olla

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

Risk Management · Quantitative Finance 2015-05-19 Chuancun Yin

In stochastic systems with weak noise, the logarithm of the stationary distribution becomes proportional to a large deviation rate function called the quasi-potential. The quasi-potential, and its characterization through a variational…

Statistical Mechanics · Physics 2016-05-04 Freddy Bouchet , Krzysztof Gawedzki , Cesare Nardini

Some deterministic cellular automata have been observed to follow the pattern of the second law of thermodynamics: starting from a partially disordered state, the system evolves towards a state of equilibrium characterized by maximal…

Cellular Automata and Lattice Gases · Physics 2015-05-27 Siamak Taati

We study the statistical properties of the stationary firing-rate states of a neural network model with quenched disorder. The model has arbitrary size, discrete-time evolution equations and binary firing rates, while the topology and the…

Neurons and Cognition · Quantitative Biology 2019-07-24 Diego Fasoli , Stefano Panzeri

The present paper is devoted to the large deviation principle (LDP), with particular emphasis on the regularity of the quasi-potential for densities of stationary and quasi-stationary distributions of randomly perturbed dynamical systems.…

Dynamical Systems · Mathematics 2025-06-24 Chenchen Mou , Weiwei Qi , Zhongwei Shen , Yingfei Yi

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

We introduce a Hamiltonian dynamics for the description of long-range interacting systems in contact with a thermal bath (i.e., in the canonical ensemble). The dynamics confirms statistical mechanics equilibrium predictions for the…

Statistical Mechanics · Physics 2009-11-11 Fulvio Baldovin , Enzo Orlandini

The Hamiltonian Mean-Field model has been investigated, since its introduction about a decade ago, to study the equilibrium and dynamical properties of long-range interacting systems. Here we study the long-time behavior of long-lived,…

Statistical Mechanics · Physics 2009-11-13 Alessandro Campa , Andrea Giansanti , Gianluca Morelli

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Probability · Mathematics 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

We investigate the equilibration of an isolated macroscopic quantum system in the sense that deviations from a steady state become unmeasurably small for the overwhelming majority of times within any sufficiently large time interval. The…

Statistical Mechanics · Physics 2012-04-20 Peter Reimann , Michael Kastner

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

Probability · Mathematics 2019-10-29 Adam Jakubowski

Consider the symmetric exclusion process evolving on an interval and weakly interacting at the end-points with reservoirs. Denote by $I_{[0,T]} (\cdot)$ its dynamical large deviations functional and by $V(\cdot)$ the associated…

Probability · Mathematics 2021-07-15 A. Bouley , C. Erignoux , C. Landim

Biological systems are modular, and this modularity evolves over time and in different environments. A number of observations have been made of increased modularity in biological systems under increased environmental pressure. We here…

Populations and Evolution · Quantitative Biology 2015-01-07 Jeong-Man Park , Liang Ren Niestemski , Michael W. Deem

The equilibrium distribution function determines macroscopic observables in statistical physics. While conventional methods correct equilibrium distributions in weakly nonlinear or near-integrable systems, they fail in strongly nonlinear…

Statistical Mechanics · Physics 2025-07-11 Jialin Zhang , Yong Zhang , Hong Zhao

Even in large systems, the effect of noise arising from when populations are initially small can persist to be measurable on the macroscale. A deterministic approximation to a stochastic model will fail to capture this effect, but it can be…

Populations and Evolution · Quantitative Biology 2024-08-13 Dylan Morris , John Maclean , Andrew J. Black

We address a simple connection between results of Hamiltonian nonlinear dynamical theory and thermostatistics. Using a properly defined dynamical temperature in low-dimensional symplectic maps, we display and characterize long-standing…

Statistical Mechanics · Physics 2015-06-24 Fulvio Baldovin , Edgardo Brigatti , Constantino Tsallis

In this paper we consider a stochastic SEIQR (susceptible-exposed-infected-quarantined-recovered) epidemic model with a generalized incidence function. Using the Lyapunov method, we establish the existence and uniqueness of a global…

Populations and Evolution · Quantitative Biology 2025-01-31 Brahim Boukanjime , Mohamed Maama

We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…

Dynamical Systems · Mathematics 2022-03-23 Shintaro Suzuki , Hiroki Takahasi
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