Related papers: Measuring disorder in irreversible decay processes

For open systems subjected to external magnetic fields, relations between the statistical cumulants of their fluctuating currents and their response coefficients are established at arbitrary orders in the deviations from equilibrium, as a…

Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For…

This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…

We consider the stationary measure of the dissipative dynamical system in a finite volume. A finite dissipation, however small, generally makes the measure singular, while at zero dissipation the measure is constant. Thus dissipative part…

Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…

We introduce novel information-theoretic measures termed the multivariate cumulative copula fractional inaccuracy measure and the multivariate survival copula fractional inaccuracy measure, constructed respectively from multivariate copulas…

We examine a family of intrinsic performance measures in terms of probability distributions that generalize Hellinger distance and Fisher information. They are applied to quantum metrology to assess the uncertainty in the detection of…

The coefficient of determination is well defined for linear models and its extension is long wanted for mixed-effects models. We revisit its extension to define measures for proportions of variation explained by the whole model, fixed…

We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

We present a theoretical analysis of quantum decay in which the survival probability is replaced by a decay rate that is equal to the absolute value squared of the wave function in the time representation. The wave function in the time…

We consider driven many-particle models which have a phase transition between an active and an absorbing phase. Like previously studied models, we have particle conservation, but here we introduce an additional symmetry - when two particles…

Unsteadiness lies at the heart of turbulent fluid dynamics, eddy formation and instabilities in flows thus making it central to both understanding and controlling fluid systems. In this work, we present an objective measure for the…

Physical systems that power motion and create structure in a fixed amount of time dissipate energy and produce entropy. Whether living or synthetic, systems performing these dynamic functions must balance dissipation and speed. Here, we…

We demonstrate the robust scale-invariance in the probability density function (PDF) of detrended healthy human heart rate increments, which is preserved not only in a quiescent condition, but also in a dynamic state where the mean level of…

There are two main quantities involved in the deviation of a stochastic process from a Poisson process: the squared coefficient of variation of the time intervals between adjacent events and the Fano factor of the number of reaction events.…

Functional data analysis, which handles data arising from curves, surfaces, volumes, manifolds and beyond in a variety of scientific fields, is a rapidly developing area in modern statistics and data science in the recent decades. The…

An identification of a spherically symmetric potential by its phase shifts is an important physical problem. Recent theoretical results assure that such a potential is uniquely defined by a sufficiently large subset of its phase shifts at…

The instability of pipe flow has been a subject of extensive research, yet a significant gap remains between experimental observations and theoretical predictions. This study revisits the classical problem of kinetic energy instability of…

Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…