Related papers: Records in stochastic processes -- Theory and appl…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
We give an abridged account of a continued string of studies in condensed matter physics and in complex systems that span five decades. We provide links to access abstracts and full texts of a selected list of publications. The studies were…
Within the framework of the random first-order transition theory of glasses, we discuss the statistics of thermal avalanches, the large scale rearrangements in driven amorphous systems near their instability. Stringy excitations yield…
We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…
This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…
We review theoretical results obtained recently in the framework of statistical mechanics to study systems with long range forces. This fundamental and methodological study leads us to consider the different domains of applications in a…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
Recent developments in the mathematical foundations of quantum mechanics have brought the theory closer to that of classical probability and statistics. On the other hand, the unique character of quantum physics sets many of the questions…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…
We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…
The paradoxes of thermodynamics and statistical physics are unavoidable in the study of physical paradoxes because of their importance at the time they came to be as well as the frequency of their appearance in historical studies of…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
The statistical models used to derive the results of experimental analyses are of incredible scientific value and are essential information for analysis preservation and reuse. In this paper, we make the scientific case for systematically…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…
The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…
The use of statistical software in academia and enterprises has been evolving over the last years. More often than not, students, professors, workers, and users, in general, have all had, at some point, exposure to statistical software.…