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The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
This paper extends a recently introduced theory describing particle transport for random statistically homogeneous systems in which the distribution function p(s) for chord lengths between scattering centers is non-exponential. Here, we…
Planck-scale quantum spacetime undergoes probabilistic local curvature fluctuations whose distributions cannot explicitly depend on position otherwise vacuum's small-scale quantum structure would fail to be statistically homogeneous. Since…
We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…
A probabilistic interpretation of one-particle relativistic quantum mechanics is proposed. Quantum Action Principle formulated earlier is used for to make the dynamics of the Minkowsky time variable of a particle to be classical. After…
A path information is defined in connection with the different possible paths of chaotic system moving in its phase space between two cells. On the basis of the assumption that the paths are differentiated by their actions, we show that the…
Statistical properties of evolving random graphs are analyzed using kinetic theory. Treating the linking process dynamically, structural characteristics such as links, paths, cycles, and components are obtained analytically using the rate…
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a…
The dynamical behavior for a quantum Brownian particle is investigated under a random potential of the fractional iterative map on a one-dimensional lattice. For our case, the quantum expectation values can be obtained numerically from the…
Often it is assumed that a quantum state or a phase-space distribution must be normalizable. Here it is shown that even if it is not normalizable, one may be able to extract normalized observational probabilities from it.
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…
We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
We develop a theory of estimation when in addition to a sample of $n$ observed outcomes the underlying probabilities of the observed outcomes are known, as is typically the case in the context of numerical simulation modeling, e.g. in…
In any given experimental scenario, the rules of quantum theory provide statistical distributions that the observed outcomes are expected to follow. The set formed by all these distributions contains the imprint of quantum theory, capturing…
The Feynman path integral representation of quantum theory is used in a non--parametric Bayesian approach to determine quantum potentials from measurements on a canonical ensemble. This representation allows to study explicitly the…
We show that particle transport in a uniform, quantum multi-baker map, is generically ballistic in the long time limit, for any fixed value of Planck's constant. However, for fixed times, the semi-classical limit leads to diffusion. Random…