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Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann-Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous…

Statistical Mechanics · Physics 2009-11-10 Constantino Tsallis , Celia Anteneodo , Lisa Borland , Roberto Osorio

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

In the paradigm of thermodynamic computing, instead of behaving deterministically, hardware undergoes a stochastic process in order to sample from a distribution of interest. While it has been hypothesized that thermodynamic computers may…

We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…

Statistical Mechanics · Physics 2015-12-07 B. Buck , A. C. Merchant

The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…

Statistical Mechanics · Physics 2014-10-02 Sergio Chibbaro , Lamberto Rondoni , Angelo Vulpiani

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

Stochastic Thermodynamics uses Markovian jump processes to model random transitions between observable mesoscopic states. Physical currents are obtained from anti-symmetric jump observables defined on the edges of the graph representing the…

Statistical Mechanics · Physics 2015-10-19 Artur Wachtel , Jürgen Vollmer , Bernhard Altaner

We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…

Probability · Mathematics 2016-09-19 Rohini Kumar , Lea Popovic

A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…

Statistical Mechanics · Physics 2012-04-26 Shin-ichi Sasa

We consider compartmental models in epidemiology. For the study of the divergence of the stochastic model from its corresponding deterministic limit (i.e., the solution of an ODE) for long time horizon, a large deviations principle suggests…

Probability · Mathematics 2015-01-16 Peter Kratz , Etienne Pardoux , Brice Samegni Kepgnou

This work extends the results of the recently developed theory of a rather complete thermodynamic formalism for discrete-state, continuous-time Markov processes with and without detailed balance. We aim at investigating the question that…

Statistical Mechanics · Physics 2011-05-30 Moises Santillan , Hong Qian

Many natural systems exhibit dynamics characterized by alternating phases or recurring sets of states. Describing the fluctuations of such systems over stochastic trajectories is necessary across diverse fields, from biological motors to…

Statistical Mechanics · Physics 2025-12-17 Guilherme Fiusa , Pedro E. Harunari , Abhaya S. Hegde , Gabriel T. Landi

Canonical characterization techniques that rely upon mean squared displacement ($\mathrm{MSD}$) break down for non-ergodic processes, making it challenging to characterize anomalous diffusion from an individual time-series measurement.…

Quantitative Methods · Quantitative Biology 2023-02-21 Madhur Mangalam , Ralf Metzler , Damian G. Kelty-Stephen

Information thermodynamics provides a framework for studying the effect of feedback loops on entropy production. It has enabled the understanding of novel thermodynamic systems such as the information engine which can be seen as a modern…

Statistical Mechanics · Physics 2015-12-02 Michael Maitland , Stefan Grosskinsky , Rosemary J. Harris

A major goal of stochastic thermodynamics is to estimate the inevitable dissipation that accompanies particular observable phenomena in an otherwise not fully accessible system. Quantitative results are often formulated as lower bounds on…

Statistical Mechanics · Physics 2025-03-17 Malena T. Bauer , Udo Seifert , Jann van der Meer

Legendre invariant metrics have been introduced in Geometrothermodynamics to take into account the important fact that the thermodynamic properties of physical systems do not depend on the choice of thermodynamic potential from a geometric…

Given a heterogeneous time-series sample, the objective is to find points in time (called change points) where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown…

Machine Learning · Statistics 2015-05-13 Azadeh Khaleghi , Daniil Ryabko

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…

Statistics Theory · Mathematics 2020-03-30 Reinhard Höpfner , Yury A Kutoyants

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

Statistical Mechanics · Physics 2018-09-14 Hugo Touchette , Rosemary J. Harris
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