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While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

Geometry constitutes a core set of intuitions present in all humans, regardless of their language or schooling [1]. Could brain's built in machinery for processing geometric information take part in uncertainty representation? For decades…

Pricing of Securities · Quantitative Finance 2022-09-12 Felix Polyakov

We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…

Nuclear Theory · Physics 2008-11-26 M. I. Gorenstein , M. Hauer

Recently a model of metric fluctuations has been proposed which yields an effective Schr\"odinger equation for a quantum particle with a modified inertial mass, leading to a violation of the weak equivalence principle. The renormalization…

General Relativity and Quantum Cosmology · Physics 2015-06-26 H. -P. Breuer , E. Göklü , C. Lämmerzahl

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

We introduce Statistical Flow Matching (SFM), a novel and mathematically rigorous flow-matching framework on the manifold of parameterized probability measures inspired by the results from information geometry. We demonstrate the…

Machine Learning · Computer Science 2025-11-26 Chaoran Cheng , Jiahan Li , Jian Peng , Ge Liu

Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…

Statistical Mechanics · Physics 2026-04-29 Héctor Vaquero del Pino , François Gay-Balmaz , Hiroaki Yoshimura , Lock Yue Chew

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

Stochastic kinematic description of a complex dynamics is shown to dictate an energetic and thermodynamic structure. An energy function $\varphi(x)$ emerges as the limit of the generalized, nonequilibrium free energy of a Markovian dynamics…

General Physics · Physics 2020-10-19 Hong Qian , Yu-Chen Cheng , Ying-Jen Yang

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and distance function. This new geometry is applied on a change…

Machine Learning · Statistics 2020-05-21 Florent Bouchard , Ammar Mian , Jialun Zhou , Salem Said , Guillaume Ginolhac , Yannick Berthoumieu

We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher-Rao metric on the manifold of probability density functions. Under the square-root density representation, the…

Methodology · Statistics 2019-03-29 Abhijoy Saha , Karthik Bharath , Sebastian Kurtek

Recently Verlinde proposed that gravity can be described as an emergent phenomena arising from changes in the information associated with the positions of material bodies. By using noncommutative geometry as a way to describe the…

High Energy Physics - Theory · Physics 2011-05-26 Kourosh Nozari , Siamak Akhshabi

We relate some basic constructions of stochastic analysis to differential geometry, via random walk approximations. We consider walks on both Riemannian and sub-Riemannian manifolds in which the steps consist of travel along either…

Differential Geometry · Mathematics 2017-05-15 Andrei Agrachev , Ugo Boscain , Robert Neel , Luca Rizzi

We study the effect of the choice of embedding geometry on the entropy of random geometric graph ensembles with soft connection functions. First we show that when the connection range is small, the entropy is dependent only on the dimension…

Probability · Mathematics 2026-01-22 Oliver Baker , Carl P. Dettmann

When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induced on the parameters by this metric is then referred to as…

Machine Learning · Statistics 2023-10-03 Florent Bouchard , Arnaud Breloy , Antoine Collas , Alexandre Renaux , Guillaume Ginolhac

Upon a consistent topological statistical theory the application of structural statistics requires a quantification of the proximity structure of model spaces. An important tool to study these structures are Pseudo-Riemannian metrices,…

Statistics Theory · Mathematics 2020-06-23 Patrick Michl

Homology-based invariants can be used to characterize the geometry of datasets and thereby gain some understanding of the processes generating those datasets. In this work we investigate how the geometry of a dataset changes when it is…

Algebraic Topology · Mathematics 2022-03-17 Jens Agerberg , Wojciech Chacholski , Ryan Ramanujam

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

The parametric geometry of numbers has allowed to visualize the simultaneous approximation properties of a collection of real numbers through the combined graph of the related successive minima functions. Several inequalities among…

Number Theory · Mathematics 2021-03-18 Wolfgang M. Schmidt , Leonhard Summerer