Related papers: Evolution of statistical averages: an interdiscipl…
The first-order out of equilibrium correction to the distribution function, obtained by implementing the projection method for the perturbed relativistic Boltzmann equation using the Chapman-Enskog method, is generalized in order to…
In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
The stochastic nature of chemical reactions involving randomly fluctuating population sizes has lead to a growing research interest in discrete-state stochastic models and their analysis. A widely-used approach is the description of the…
We investigate statistical inference across time scales. We take as toy model the estimation of the intensity of a discretely observed compound Poisson process with symmetric Bernoulli jumps. We have data at different time scales:…
A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…
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 system of our interest is a dilute binary mixture, in which we consider that the species have different temperatures as an initial condition. To study their time evolution, we use the full version of the Boltzmann equation, under the…
I present an unbiased method of mapping particles to distribution functions and vice versa. This method alone defines the canonical formulation of statistical mechanics, since it can be used to derive the principle of maximum entropy in…
Meta-analysis can be formulated as combining $p$-values across studies into a joint $p$-value function, from which point estimates and confidence intervals can be derived. We extend the meta-analytic estimation framework based on combined…
The work concentrates on relations, which are general and model independent in chaotic system, between time averages of a few (typically {\it very few}) observables. Equilibrium thermodynamics provides a guide and here is attempted to argue…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
We consider the problem of estimating the means $\mu_i$ of $n$ random variables $Y_i \sim N(\mu_i,1)$, $i=1,\ldots ,n$. Assuming some structure on the $\mu$ process, e.g., a state space model, one may use a summary statistics for the…
We provide an analytic solution for the mean-field equations and for the relevant physical quantities at the Gaussian level, in terms of the complete elliptic integrals of the first and second kinds, for the crossover problem from BCS…
A recent article in Nature Physics unified key results from thermodynamics, statistics, and information theory. The unification arose from a general equation for the rate of change in the information content of a system. The general…
Stochastic averaging for a class of stochastic differential equations (SDEs) with fractional Brownian motion, of the Hurst parameter H in the interval (1/2, 1), is investigated. An averaged SDE for the original SDE is proposed, and their…
We introduce an analytical model for population dynamics with intra-specific competition, mutation and assortative mating as basic ingredients. The set of equations that describes the time evolution of population size in a mean-field…
The ergodic hypothesis outgrew from the ancient conception of motion as periodic or quasi periodic. It did cause a revision of our views of motion, particularly through Boltzmann and Poincar\'e: we discuss how Boltmann's conception of…