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The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…

Statistical Mechanics · Physics 2022-08-08 David H. Wolpert

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

Statistical Mechanics · Physics 2026-02-17 Yoshihiko Hasegawa

An extension of the relativistic density functional approach to the equation of state for strongly interacting matter is suggested which generalizes a recently developed modified excluded-volume mechanism to the case of temperature and…

Nuclear Theory · Physics 2018-02-16 Stefan Typel , David Blaschke

We investigate the possibility of characterizing the different thermalization pathways through a large-deviation approach. Specifically, we consider clean, disordered and quasi-periodic harmonic chains under energy and momentum-conserving…

Statistical Mechanics · Physics 2024-08-21 Stefano Lepri

In this paper, we continue the investigation of quantum Markov states (QMS) and define their mean entropies. Such entropies are explicitly computed under certain conditions. The present work takes a huge leap forward at tackling one of the…

Mathematical Physics · Physics 2022-09-28 Farrukh Mukhamedov , Abdessatar Souissi

Monte Carlo algorithms often aim to draw from a distribution $\pi$ by simulating a Markov chain with transition kernel $P$ such that $\pi$ is invariant under $P$. However, there are many situations for which it is impractical or impossible…

Methodology · Statistics 2014-04-16 P. Alquier , N. Friel , R. Everitt , A. Boland

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

Statistical Mechanics · Physics 2019-05-07 Hong Qian

Discrete-time discrete-state finite Markov chains are versatile mathematical models for a wide range of real-life stochastic processes. One of most common tasks in studies of Markov chains is computation of the stationary distribution.…

Numerical Analysis · Mathematics 2022-09-07 Konstantin Avrachenkov , Patrick Brown , Nelly Litvak

Nuclei undergo a phase transition in nuclear reactions according to a caloric curve determined by the amount of entropy. Here, the generation of entropy is studied in relation to the size of the nuclear system.

Nuclear Theory · Physics 2016-11-09 A. Barrañón , J. A. López

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of…

Statistical Mechanics · Physics 2007-05-23 Mohammad Khorrami , Amir Aghamohammadi

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

Dynamical Systems · Mathematics 2019-12-03 Daniele Cappelletti , Abhishek Pal Majumder , Carsten Wiuf

A general formulation of stochastic thermodynamics is presented for open systems exchanging energy and particles with multiple reservoirs. By introducing a partition in terms of "macrostates" (e.g. sets of "microstates"), the consequence on…

Statistical Mechanics · Physics 2015-06-03 Massimiliano Esposito

We generalize the thermodynamic uncertainty relation, providing an entropic upper bound for average fluxes in time-continuous steady-state systems (Gingrich et al., Phys. Rev. Lett. 116, 120601 (2016)), to time-discrete Markov chains and to…

Statistical Mechanics · Physics 2017-10-11 Karel Proesmans , Christian Van den Broeck

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

We analyse the motion of a system of particles subjected a random force fluctuating in both space and time, and experiencing viscous damping. When the damping exceeds a certain threshold, the system undergoes a phase transition: the…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Wilkinson , B. Mehlig

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

Probability · Mathematics 2022-06-24 Alex Infanger , Peter W. Glynn

We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez
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