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Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

A quantum statistical expression for the entropy of a nonequilibrium system is defined so as to be consistent with Gibbs' relation, and is shown to corresponds to dynamical variable by introducing analogous to the Heisenberg picture in…

Statistical Mechanics · Physics 2013-05-29 Hiroki Majima , Akira Suzuki

In this document, we aim to gather various results related to a compositional/categorical approach to rigorous Statistical Mechanics. Rigorous Statistical Mechanics is centered on the mathematical study of statistical systems. Central…

Mathematical Physics · Physics 2024-03-26 Grégoire Sergeant-Perthuis

Machine learning methods have proved to be useful for the recognition of patterns in statistical data. The measurement outcomes are intrinsically random in quantum physics, however, they do have a pattern when the measurements are performed…

Quantum Physics · Physics 2020-04-14 I. A. Luchnikov , S. V. Vintskevich , D. A. Grigoriev , S. N. Filippov

By examining both the divergence of the velocity vector in orthogonal Cartesian coordinate space $\mathbf{\Gamma} $ of dimension $\R^{\textrm {2fN}}$ and the structure of the Hamiltonian determining a system trajectory, it is shown that the…

Chaotic Dynamics · Physics 2007-05-23 Christopher G. Jesudason

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

Statistical Mechanics · Physics 2016-12-28 Carlo Cafaro , Sean Alan Ali

Equilibrium statistical mechanics is intended to link the microscopic dynamics of particles to the thermodynamic laws for macroscopic quantities. However, the modern statistical theory is faced with significant difficulties, as applied to…

Statistical Mechanics · Physics 2016-03-15 A. G. Godizov , A. A. Godizov

The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…

Statistical Mechanics · Physics 2014-10-02 Sergio Chibbaro , Lamberto Rondoni , Angelo Vulpiani

Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…

Dynamical Systems · Mathematics 2024-02-19 Babak M. S. Arani

A central concept in the connection between physics and information theory is entropy, which represents the amount of information extracted from the system by the observer performing measurements in an experiment. Indeed, Jaynes' principle…

Quantum Physics · Physics 2018-11-13 Matheus Capela , Mikel Sanz , Enrique Solano , Lucas C. Céleri

Dynamics, the study of change, is normally the subject of mechanics. Whether the chosen mechanics is ``fundamental'' and deterministic or ``phenomenological'' and stochastic, all changes are described relative to an external time. Here we…

Mathematical Physics · Physics 2009-10-31 Ariel Caticha

In this paper an alternative approach to statistical mechanics based on the maximum information entropy principle (MaxEnt) is examined, specifically its close relation with the Gibbs method of ensembles. It is shown that the MaxEnt…

Statistical Mechanics · Physics 2016-05-30 Domagoj Kuic

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

The goal of Science is to understand phenomena and systems in order to predict their development and gain control over them. In the scientific process of knowledge elaboration, a crucial role is played by models which, in the language of…

Statistical Mechanics · Physics 2018-10-25 Marco Baldovin , Fabio Cecconi , Massimo Cencini , Andrea Puglisi , Angelo Vulpiani

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

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…

Quantum Physics · Physics 2026-01-22 Pietro De Checchi , Federico Gallina , Barbara Fresch , Giulio G. Giusteri

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Statistical Mechanics · Physics 2020-12-02 Jie Yao , Yanting Wang

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

We consider the computability of entropy and information in classical Hamiltonian systems. We define the information part and total information capacity part of entropy in classical Hamiltonian systems using relative information under a…

Statistical Mechanics · Physics 2009-03-22 Sungyun Kim