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This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

This paper describes an algorithm for selecting a consistent set within the consistent histories approach to quantum mechanics and investigates its properties. The algorithm uses a maximum information principle to select from among the…

Quantum Physics · Physics 2009-10-30 Jim McElwaine

Information dynamics is an emerging description of information processing in complex systems which describes systems in terms of intrinsic computation, identifying computational primitives of information storage and transfer. In this paper…

Statistical Mechanics · Physics 2018-10-03 Richard E. Spinney , Joseph T. Lizier , Mikhail Prokopenko

Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…

Machine Learning · Statistics 2024-06-21 Keita Tokuda , Yuichi Katori

Maximization of the path information entropy is a clear prescription for constructing models in non-equilibrium statistical mechanics. Here it is shown that, following this prescription under the assumption of arbitrary instantaneous…

Data Analysis, Statistics and Probability · Physics 2016-08-01 Sergio Davis , Diego González

Scientific inference involves obtaining the unknown properties or behavior of a system in the light of what is known, typically, without changing the system. Here we propose an alternative to this approach: a system can be modified in a…

Statistical Mechanics · Physics 2019-03-11 Nathaniel Rupprecht , Dervis Vural

The statistical mechanical description of small systems staying in thermal equilibrium with an environment can be achieved by means of the Hamiltonian of mean force. In contrast to the reduced density matrix of an open quantum system, or…

Statistical Mechanics · Physics 2020-10-28 Peter Talkner , Peter Hänggi

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…

Machine Learning · Computer Science 2021-12-01 Aolin Xu

Physical systems with non-reciprocal or dissipative forces evolve according to a generalization of Liouville's equation that accounts for the expansion and contraction of phase space volume. Here, we connect geometric descriptions of these…

Statistical Mechanics · Physics 2025-05-27 Mohamed Sahbani , Swetamber Das , Jason R. Green

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Cross-sectional studies are widely prevalent since they are more feasible to conduct compared to longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying processes.…

Computational Engineering, Finance, and Science · Computer Science 2021-02-24 Pritha Dutta , Rick Quax , Loes Crielaard , Peter M. A. Sloot

Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…

Mathematical Physics · Physics 2024-03-11 Daniel Domínguez-Vázquez , Gustaaf B. Jacobs , Daniel M. Tartakovsky

We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…

Quantum Physics · Physics 2023-01-24 D. Matos , L. Kantorovich , I. J. Ford

Traditional statistical theory assumes that the analysis to be performed on a given data set is selected independently of the data themselves. This assumption breaks downs when data are re-used across analyses and the analysis to be…

Machine Learning · Computer Science 2017-06-06 Adam Smith

Each scheme of state reconstruction comes down to parametrize the state of a quantum system by expectation values or probabilities directly measurable in an experiment. It is argued that the time evolution of these quantities provides an…

Quantum Physics · Physics 2014-11-18 Stefan Weigert

Consider an open quantum system with (discrete-time) Markovian dynamics. Our task is to store information in the system in such a way that it can be retrieved perfectly, even after the system is left to evolve for an arbitrarily long time.…

Quantum Physics · Physics 2025-11-19 Satvik Singh , Mizanur Rahaman , Nilanjana Datta

This paper discusses the thermodynamic irreversibility realized in high-dimensional Hamiltonian systems with a time-dependent parameter. A new quantity, the irreversible information loss, is defined from the Lyapunov analysis so as to…

Statistical Mechanics · Physics 2009-10-31 Shin-ichi Sasa , Teruhisa S. Komatsu

A new method of deriving reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. Given a set of resolved variables that define a model reduction, the quasi-equilibrium…

Mathematical Physics · Physics 2010-10-22 Bruce Turkington , Petr Plechac

We derive the theory of open quantum system dynamics intervened by a series of nonselective measurements. We analyze the cases of time independent and time dependent Hamiltonian dynamics in between the measurements and find the approximate…

Quantum Physics · Physics 2018-01-17 Sergey N. Filippov