Related papers: Fluctuation analysis: can estimates be trusted?
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…
The detailed fluctuation theorems of the exact form $P(A)/P(-A)=e^A$ exist only for a handful of variables $A$, namely for work (Crooks theorem), for total entropy change (Seifert's theorem), etc. However, the so-called modified detailed…
The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…
Background properties in experimental particle physics are typically estimated using control samples corresponding to large numbers of events. This can provide precise knowledge of average background distributions, but typically does not…
Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…
In this paper we review some general properties of probability distributions which exibit a singular behavior. After introducing the matter with several examples based on various models of statistical mechanics, we discuss, with the help of…
We perform quantum calculations of fluctuations of the electromagnetic fields in $AA$ collisions at RHIC and LHC energies. The analysis is based on the fluctuation-dissipation theorem. We find that in the quantum picture the field…
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…
Erythropoiesis is a mechanism for the production of red blood cells by cellular differentiation. It is based on amplification steps due to an interplay between renewal and differentiation in the successive cell compartments from stem cells…
The role of memory time fluctuations for instabilities in random media is considered. It is shown that fluctuations can result in infinitely fast growth of statistical moments. The effect is demonstrated in the framework of light…
The probabilistic cellular automaton (PCA) method is highlighted for its relatively simple numerical algorithm and low computational cost in the simulation of microstructural evolution. In this method, probabilistic state change rules are…
We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to…
The fluctuations of a Markovian jump process with one or more unidirectional transitions, where $R_{ij} >0$ but $R_{ji} =0$, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
The Fluctuation Theorem (FT) is a generalisation of the Second Law of Thermodynamics that applies to small systems observed for short times. For thermostatted systems it gives the probability ratio that entropy will be consumed rather than…
Using a population dynamics inspired by an ensemble of growing cells, a set of fluctuation theorems linking observables measured at the lineage and population levels are derived. One of these relations implies specific inequalities…
We propose coalescent mechanism of economic grow because of redistribution of external resources. It leads to Zipf distribution of firms over their sizes, turning to stretched exponent because of size-dependent effects, and predicts…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…