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For extreme value estimation we propose to use a model with a Dirichlet process mixture of gamma densities in the center and generalized Pareto densities for the tails. Due to the randomness in the center and a heavy tailed density in the…

Methodology · Statistics 2013-04-01 Jairo Fuquene

We consider the weakly asymmetric simple exclusion process on a ring, driven out of equilibrium by tilting the dynamics so as to enforce a macroscopic current of particles on a large time interval. In this current-biased dynamics, the tilt…

Probability · Mathematics 2023-10-26 Benoit Dagallier

Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…

Statistical Mechanics · Physics 2007-05-23 Sanjib Sabhapandit

Recently the structure of disordered gold-polymer(PMMA-Au) thin films have been measured using Small Angle X-ray Scattering (SAXS). We have analyzed these experimental results using the fractal SAXS theory. The films are formed of…

Disordered Systems and Neural Networks · Physics 2010-12-14 M. Cattani , J. M. F. Bassalo

A brief review of modeling and simulation methods for a study of polymers at interfaces is provided. When studying truly multiscale problems as provided by realistic polymer systems, coarse graining is practically unavoidable. In this…

Soft Condensed Matter · Physics 2009-10-19 Fathollah Varnik , Kurt Binder

We propose a new method for implementing process tomography that is based on the information extracted from temporal correlations between observables, rather than on state preparation and state tomography. As such, the approach is…

Quantum Physics · Physics 2013-04-10 Ran Ber , Shmuel Marcovitch , Oded Kenneth , Benni Reznik

As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks…

Physics and Society · Physics 2008-12-02 Misako Takayasu , Takayuki Mizuno , Hideki Takayasu

We consider the problem of probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities.…

Computational Physics · Physics 2017-06-02 Mustafa A. Mohamad , Will Cousins , Themistoklis P. Sapsis

On their roller coaster ride through turbulence, tracer particles sample the fluctuations of the underlying fields in space and time. Quantitatively relating particle and field statistics remains a fundamental challenge in a large variety…

Fluid Dynamics · Physics 2018-01-10 Cristian C. Lalescu , Michael Wilczek

Calculating thermodynamic potentials and observables efficiently and accurately is key for the application of statistical mechanics simulations to materials science. However, naive Monte Carlo approaches, on which such calculations are…

Statistical Mechanics · Physics 2021-07-15 James Damewood , Daniel Schwalbe-Koda , Rafael Gomez-Bombarelli

Superstatistics is a `statistics of a statistics' relevant for driven nonequilibrium systems with fluctuating intensive parameters. It contains Tsallis statistics as a special case. We show that the probability density functions of velocity…

Fluid Dynamics · Physics 2009-11-10 Christian Beck

In this paper, we explore the persistent current in thin superconducting wires and accurately examine the effects of the phase slips on that current. The main result of the paper is the formula for persistent current in terms of the…

Mesoscale and Nanoscale Physics · Physics 2018-07-10 Ilya Vilkoviskiy

We study a discrete-time interacting particle system with continuous state space which is motivated by a mathematical model for turnover through branching in actin filament networks. It gives rise to transient clusters reminiscent of actin…

Probability · Mathematics 2024-10-01 Cecilia González-Tokman , Dietmar B. Oelz

Time measurements are routinely preformed in laboratories, nevertheless their theoretical account presents some difficulties and for actual experiments an approximate, semiclassical expression is always used. Here, we will discuss their…

Quantum Physics · Physics 2013-09-20 Nicola Vona , Detlef Dürr

The standard mean-field treatment of low-temperature superconductors leads to a square-root divergent density of states at the gap value. This feature can lead to unphysical logarithmic divergences in various quantities, such as currents…

Superconductivity · Physics 2025-12-22 G. Marchegiani , G. Catelani

We show that thin dielectric films can be used to enhance the performance of passive atomic mirrors by enabling quantum reflection probabilities of over 90% for atoms incident at velocities ~1 mm/s, achieved in recent experiments. This…

Quantum Gases · Physics 2015-05-28 T. E. Judd , R. G. Scott , A. M. Martin , B. Kaczmarek , T. M. Fromhold

Generalized-ensemble simulations enable the study of complex adsorption scenarios of a coarse-grained model polymer near an attractive nanostring, representing an ultrathin nanowire. We perform canonical and microcanonical statistical…

Soft Condensed Matter · Physics 2015-10-05 Thomas Vogel , Jonathan Gross , Michael Bachmann

Continuous-time state estimation is gaining in popularity due to its abilities to provide smooth solutions, handle asynchronous sensors, and interpolate between data points. While there are two main paradigms, parametric (e.g., temporal…

Robotics · Computer Science 2026-05-12 Connor Holmes , Sven Lilge , Zi Cong Guo , Frank Dellaert , Timothy D. Barfoot

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo

We provide posterior contraction rates for constrained deep Gaussian processes in non-parametric density estimation and classication. The constraints are in the form of bounds on the values and on the derivatives of the Gaussian processes…

Statistics Theory · Mathematics 2021-12-15 François Bachoc , Agnès Lagnoux