English
Related papers

Related papers: Records in stochastic processes -- Theory and appl…

200 papers

Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…

General Physics · Physics 2022-04-14 Jiri Prochazka

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

Current theories from biosocial (e.g.: the role of neurotransmitters in behavioral features), ecological (e.g.: cultural, political, and institutional conditions), and interpersonal (e.g.: attachment) perspectives have grounded…

Physics and Society · Physics 2009-11-03 Alhaji Cherif , Kamal Barley

Conventional statistical mechanics describes large systems and averages over many particles or over many trials. But work, heat, and entropy impact the small scales that experimentalists can increasingly control, e.g., in single-molecule…

Quantum Physics · Physics 2019-11-25 Nicole Yunger Halpern

Random walk subject to random drive has been extensively employed as a model for physical and biological processes. While equilibrium statistical physics has yielded significant insights into the distributions of dynamical fixed points of…

Statistical Mechanics · Physics 2023-11-22 Zijun Li , Jiming Yang , Huiyu Li

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

Process mining is a subfield of process science that analyzes event data collected in databases called event logs. Recently, novel types of event data have become of interest due to the wide industrial application of process mining…

Artificial Intelligence · Computer Science 2022-05-12 Marco Pegoraro

When a quantity reaches a value higher (or lower) than its value at any time before, it is said to have made a record. We numerically study the statistical properties of records in the time series of order parameters in different models…

Statistical Mechanics · Physics 2018-08-16 Mily Kundu , Sudip Mukherjee , Soumyajyoti Biswas

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…

Methodology · Statistics 2016-09-06 Jesper Møller , Rasmus Waagepetersen

We review the developments of the statistical physics of fracture and earthquake over the last four decades. We argue that major progress has been made in this field and that the key concepts should now become integral part of the (under-)…

History and Philosophy of Physics · Physics 2017-12-21 Bikas K. Chakrabarti

Any collection can be ranked. Sports and games are common examples of ranked systems: players and teams are constantly ranked using different methods. The statistical properties of rankings have been studied for almost a century in a…

Social and Information Networks · Computer Science 2026-02-04 José Antonio Morales , Jorge Flores , Carlos Gershenson , Carlos Pineda

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…

Optimization and Control · Mathematics 2017-09-26 Yingdong Lu , Mark Squillante , Chai Wah Wu

We use Monte Carlo simulations of a coarse grained three dimensional model to demonstrate that the experimentally observed approximate temperature independence of the magnetic creep rate for a broad range of temperatures may be explained in…

Superconductivity · Physics 2007-05-23 L. P. Oliveira , Henrik Jeldtoft Jensen , Mario Nicodemi , Paolo Sibani

In this paper we elaborate on the recently proposed superstatistics formalism [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)], used to interpret unconventional statistics. Their interpretation is that unconventional statistics in…

Statistical Mechanics · Physics 2007-05-23 F. Sattin

In recent years there has been a substantial increase in the availability of datasets which contain information about the location and timing of an event or group of events and the application of methods to analyse spatio-temporal datasets…

Methodology · Statistics 2019-10-02 Nik Lomax , Nick Malleson , Le-Minh Kieu

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

Statistical Finance · Quantitative Finance 2024-08-30 Rubina Zadourian

The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…

Econometrics · Economics 2025-04-03 Yuehao Bai , Azeem M. Shaikh , Max Tabord-Meehan

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…

Statistical Finance · Quantitative Finance 2011-05-16 Gregor Wergen , Miro Bogner , Joachim Krug

We use the Global Historical Climatology Network--daily database to calculate a nonparametric statistic that describes the rate at which all-time daily high and low temperature records have been set in nine geographic regions (continents or…

Atmospheric and Oceanic Physics · Physics 2017-08-16 J. M. Finkel , J. I. Katz