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Many of the biological, social and man-made networks around us are inherently dynamic, with their links switching on and off over time. The evolution of these networks is often non-Markovian, and the dynamics of their links correlated.…

Statistical Mechanics · Physics 2021-07-23 Oliver E. Williams , Piero Mazzarisi , Fabrizio Lillo , Vito Latora

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

We derive a purely algebraic framework for the identification of hierarchy equations of motion that induce completely positive dynamics and demonstrate the applicability of our approach with several examples. We find bounds on the violation…

Quantum Physics · Physics 2016-08-25 Björn Witt , Łukasz Rudnicki , Yoshitaka Tanimura , Florian Mintert

A broken time-reversal symmetry, i.e. broken detailed balance, is central to non-equilibrium physics and is a prerequisite for life. However, it turns out to be quite challenging to unambiguously define and quantify time-reversal symmetry…

Statistical Mechanics · Physics 2025-03-20 Cai Dieball , Aljaž Godec

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

Signal Processing · Electrical Eng. & Systems 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez

Reconstructing training data from trained neural networks is an active area of research with significant implications for privacy and explainability. Recent advances have demonstrated the feasibility of this process for several data types.…

Machine Learning · Computer Science 2024-11-26 Ran Elbaz , Gilad Yehudai , Meirav Galun , Haggai Maron

The exploration of far-from-equilibrium systems has been at the forefront of nonequilibrium thermodynamics, with a particular focus on understanding the fluctuations and response of thermodynamic systems to external perturbations. In this…

Statistical Mechanics · Physics 2025-02-13 Kangqiao Liu , Jie Gu

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Statistical Mechanics · Physics 2016-03-23 Stephan Eule , Jakob Metzger

Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…

Chaotic Dynamics · Physics 2018-10-25 Thomas L. Carroll

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

Data Analysis, Statistics and Probability · Physics 2023-11-02 William Davis

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…

Mathematical Physics · Physics 2009-10-31 Joel L. Lebowitz

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

Statistical Mechanics · Physics 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio

Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…

Statistical Mechanics · Physics 2020-10-07 Federico Carollo , Carlos Pérez-Espigares

The exact equations of motion for microscopic density of classical many-body system with account of inter-particle retarded interactions are derived. It is shown that interactions retardation leads to irreversible behaviour of many-body…

Statistical Mechanics · Physics 2015-09-22 A. Yu. Zakharov , M. A. Zakharov

We present a data-driven modeling strategy to overcome improperly modeled dynamics for systems exhibiting complex spatio-temporal behaviors. We propose a Deep Learning framework to resolve the differences between the true dynamics of the…

Machine Learning · Computer Science 2020-10-28 Maan Qraitem , Dhanushka Kularatne , Eric Forgoston , M. Ani Hsieh

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…

Statistics Theory · Mathematics 2024-05-22 Maximilian Ofner , Siegfried Hörmann

Most empirical studies of complex networks do not return direct, error-free measurements of network structure. Instead, they typically rely on indirect measurements that are often error-prone and unreliable. A fundamental problem in…

Social and Information Networks · Computer Science 2021-03-10 Jean-Gabriel Young , George T. Cantwell , M. E. J. Newman
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