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We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the processes, the memory parameter $\beta\in(0,1)$ and the…

Probability · Mathematics 2023-02-10 Shuyang Bai , Yizao Wang

Recent measurements of durations of non-equilibrium processes provide valuable information on microscopic mechanisms and energetics. Comprehensive theory for corresponding experiments so far is well developed for single-particle systems…

Statistical Mechanics · Physics 2020-09-04 David Voráč , Philipp Maass , Artem Ryabov

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

We study the long-time dynamics in non-Markovian single-population stochastic models, where one or more reactions are modelled as a stochastic process with a fat-tailed non-exponential distribution of waiting times, mimicking long-term…

Statistical Mechanics · Physics 2024-04-05 Ohad Vilk , Michael Assaf

In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

Dynamical Systems · Mathematics 2021-08-21 R. Capuani , L. Di Persio , Y. Kondratiev , M. Ricciardi , J. L. da Silva

Using recent mathematical advances, a geometric approach to rare noise-driven transition events in nonequilibrium systems is given, and an algorithm for computing the maximum likelihood transition curve is generalized to the case of…

Probability · Mathematics 2010-10-19 Matthias Heymann , Stephen W. Teitsworth , Jonathan C. Mattingly

Many complex systems can spontaneously oscillate under non-periodic forcing. Such self-oscillators are commonplace in biological and technological assemblies where temporal periodicity is needed, such as the beating of a human heart or the…

This thesis is devoted to the study of physical systems embedded within the field of non-equilibrium statistical mechanics. Specifically, the state of the systems of interest constitutes a stochastic process that can be externally driven by…

Statistical Mechanics · Physics 2025-11-13 Antonio Patrón Castro

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…

Statistical Mechanics · Physics 2013-10-29 Sayantari Ghosh , Amit Kumar Pal , Indrani Bose

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

Data Analysis, Statistics and Probability · Physics 2013-07-01 Shinsuke Koyama

A central concern across the natural sciences is a quantitative understanding of the mechanism governing rare transitions between two metastable states. Recent research has uncovered a fundamental equality between the time-reversal…

Statistical Mechanics · Physics 2024-12-30 Miranda D. Louwerse , David A. Sivak

The transient behaviour of highly concentrated colloidal liquids and dynamically arrested states (glasses) under time-dependent shear is reviewed. This includes both theoretical and experimental studies and comprises the macroscopic…

Soft Condensed Matter · Physics 2013-09-03 K J Mutch , M Laurati , C P Amann , M Fuchs , S U Egelhaaf

Transition rates in continuously driven steady states were derived in [Evans R M L, 2005 J. Phys. A: Math. Gen. 38, 293] by demanding that no information other than the microscopic laws of motion and the macroscopic observables of the…

Statistical Mechanics · Physics 2009-11-05 Aditi Simha , R. M. L. Evans

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

Methodology · Statistics 2019-05-20 Michele Nguyen , Almut E. D. Veraart

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

A new formulation of statistical mechanics is put forward according to which a random variable characterizing a macroscopic body is postulated to be infinitely divisible. It leads to a parametric representation of partition function of an…

Mathematical Physics · Physics 2008-11-06 E. D. Belokolos

Dynamics of many-body Hamiltonian systems with long range interactions is studied, in the context of the so called $\alpha-$HMF model. Building on the analogy with the related mean field model, we construct stationary states of the…

Statistical Mechanics · Physics 2010-04-15 Tineke L. Van Den Berg , Duccio Fanelli , Xavier Leoncini

In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…

Machine Learning · Computer Science 2024-05-28 Julian Arnold , Flemming Holtorf , Frank Schäfer , Niels Lörch

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…

Statistics Theory · Mathematics 2010-01-14 Efstathios Paparoditis