Related papers: Evolution of statistical averages: an interdiscipl…
The application of classical methods of statistical mechanics, originally developed by Ludwig Boltzmann in gas dynamics, to the description of social phenomena is a successful story that we try to outline in this paper. On one hand, it is…
Recent development of the resonance scattering theory with a transient from the regular to chaotic internal dynamics inspires renewed interest to the problem of the elastic enhancement phenomenon. We reexamine the question what the…
Finite sample bounds on the estimation error of the mean by the empirical mean, uniform over a class of functions, can often be conveniently obtained in terms of Rademacher or Gaussian averages of the class. If a function of n variables has…
This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…
In this paper, we present an exactly solvable phase transition model in which the phase transition is purely statistically derived. The phase transition in this model is a generalized Bose-Einstein condensation. The exact expression of the…
Fluctuations of cell state, e.g., abundances of some proteins, have attracted much attention both theoretically and experimentally. The distribution of such state over cells, however, is not only a result of intracellular stochastic…
We study estimation of factor models in a fixed-T panel data setting and significantly relax the common correlated effects (CCE) assumptions pioneered by Pesaran (2006) and used in dozens of papers since. In the simplest case, we model the…
We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…
Quasistatic evolutions of critical points of time-dependent energies exhibit piecewise smooth behavior, making them useful for modeling continuum mechanics phenomena like elastic-plasticity and fracture. Traditionally, such evolutions have…
In this paper we study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…
A heuristic generalization of the Boltzmann-Gibbs microcanonical entropy is proposed, able to describe meta-equilibrium features and evolution of macroscopic systems. Despite its simple-minded derivation, such a function of "collective…
Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
An explicit estimate is derived for Kac's mean-field model of colliding hard spheres, which compares, in a Wasserstein distance, the empirical velocity distributions for two versions of the model based on different numbers of particles. For…
Discrete-state stochastic models have become a well-established approach to describe biochemical reaction networks that are influenced by the inherent randomness of cellular events. In the last years severalmethods for accurately…
Observational entropy -- a quantity that unifies Boltzmann's entropy, Gibbs' entropy, von Neumann's macroscopic entropy, and the diagonal entropy -- has recently been argued to play a key role in a modern formulation of statistical…
In this paper we first provide a method to compute confidence intervals for the center of a piecewise normal distribution given a sample from this distribution, under certain assumptions. We then extend this method to an asymptotic setting,…
In this paper we study mesoscopic fluctuations for Dyson's Brownian motion with $\beta=2$. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from…
These notes are based on a course for a general audience given at the Centro de Modeliamento Matem\'atico of the University of Chile, in December 2004. We study the mean convergence of multiple ergodic averages, that is, averages of a…
We study a particle immersed in a heat bath, in the presence of an external force which decays at least as rapidly as $1/x$, for example a particle interacting with a surface through a Lennard-Jones or a logarithmic potential. As time…