Related papers: Measuring disorder in irreversible decay processes
A statistical measure is given expressing relative occurrences of quantities within a given data set. Application of this measure on several real life physical data sets and some abstract distributions are shown to yield consistent results.…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
Decoherence of a quantum system induced by the interaction with its environment (measuring medium) may be presented phenomenologically as a continuous (or repeated) fuzzy quantum measurement. The dynamics of the system subject to continuous…
On the basis of an analysis of previous research, we present a generalized approach for measuring the difference of plans with an exemplary application to machine scheduling. Our work is motivated by the need for such measures, which are…
In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…
Human heart rate is known to display complex fluctuations. Evidence of multifractality in heart rate fluctuations in healthy state has been reported [Ivanov et al., Nature {\bf 399}, 461 (1999)]. This multifractal character could be…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
We consider a sequence of idealized measurements of time-separation $\Delta t$ onto a discrete one-dimensional disordered system. A connection with Markov chains is found. For a rapid sequence of measurements, a diffusive regime occurs and…
In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…
We consider a particle evolving in the quadratic potential and subject to a time-inhomogeneous frictional force and to a random force. The couple of its velocity and position is solution to a stochastic differential equation driven by an…
In this paper it is showed that if a time-varying uncertain system is robustly completely detectable then there exists an estimator for this system, i.e. we can estimate asymptotically the state vector of the system. Moreover, if a…
The relation between disordered and chaotic systems is investigated. It is obtained by identifying the diffusion operator of the disordered systems with the Perron-Frobenius operator in the general case. This association enables us to…
Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with…
Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…
Using ultrashort laser pulses, it has become possible to probe the dynamics of long-range order in solids on microscopic timescales. In the conventional description of symmetry-broken phases within time-dependent Ginzburg-Landau theory, the…
We study the statistics of quantum transmission through a one-dimensional disordered system modelled by a sequence of independent scattering units. Each unit is characterized by its length and by its action, which is proportional to the…
The breaking of detailed balance, the symmetry between forward and backward probability transition between two states, is crucial to understand irreversible systems. In hydrodynamic turbulence, a far-from equilibrium system, we observe a…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
A coefficient is introduced that quantifies the extent of separation of a random variable $Y$ relative to a number of variables $\mathbf{X} = (X_1, \dots, X_p)$ by skillfully assessing the sensitivity of the relative effects of the…
We report the complete statistical treatment of a system of particles interacting via Newtonian forces in continuous boundary-driven flow, far from equilibrium. By numerically time-stepping the force-balance equations of a model fluid we…