Related papers: Fluctuation analysis: can estimates be trusted?
Biodiversity and extinction are central issues in evolution. Dynamical balance among different species in ecosystems is often described by deterministic replicator equations with moderate success. However, fluctuations are inevitable,…
Bit-flip mutation is a common mutation operator for evolutionary algorithms applied to optimize functions over binary strings. In this paper, we develop results from the theory of landscapes and Krawtchouk polynomials to exactly compute the…
We study a model of a branching process subject to selection, modeled by giving each family an individual fitness acting as a branching rate, and mutation, modeled by resampling the fitness of a proportion of offspring in each generation.…
The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…
Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…
Dynamic state estimation, as opposed to kinematic state estimation, seeks to estimate not only the orientation of a rigid body but also its angular velocity, through Euler's equations of rotational motion. This paper demonstrates that the…
We derive a generalized version of the work fluctuation theorem for nonequilibrium systems with spatio-temporal temperature fluctuations. For chi-square distributed inverse temperature we obtain a generalized fluctuation theorem based on…
We show that time-dependent fluctuations $\{\Delta x\}$ in foreign exchange rates are accurately described by a random walk in a complex plane that is demarcated into the gain (+) and loss (-) sectors. $\{\Delta x\}$ is the outcome of $N$…
Apparently random financial fluctuations often exhibit varying levels of complexity, chaos. Given limited data, predictability of such time series becomes hard to infer. While efficient methods of Lyapunov exponent computation are devised,…
Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…
We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems…
We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…
Recently, Portelli et al (2003) have semi-numerically obtained a functional form of the probability distribution of fluctuations in the total energy flow in a model for fluid turbulence. This follows earlier work suggesting that…
In this work we present a theoretical study on the propagation of light in heterogeneous systems with fluctuating optical properties. To understand the consequences of the fluctuations we perform numerical calculations with uniform and non…
Fluctuation Theorems are statements about the entropy of systems far from thermal equilibrium. In this Letter relativistic Fluctuation Theorems for Brownian motion are presented and proven. Though there is a known discretization dilemma…
Game theory ideas provide a useful framework for studying evolutionary dynamics in a well-mixed environment. This approach, however, typically enforces a strictly fixed overall population size, deemphasizing natural growth processes. We…
The concept of fitness as a measure for a species's success in natural selection is central to the theory of evolution. We here investigate how reproduction rates which are not constant but vary in response to environmental fluctuations,…
A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…