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The estimation of local characteristics of Ito semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and…

Statistics Theory · Mathematics 2014-03-04 Moritz Duembgen , Mark Podolskij

This short paper reports some initial experimental demonstrations of the theoretical framework: the massive amount of data in the large-scale cognitive radio network can be naturally modeled as (large) random matrices. In particular, using…

Information Theory · Computer Science 2014-04-16 Changhun Zhang , Robert C. Qiu

Understanding the asymptotic behavior of wide networks is of considerable interest. In this work, we present a general method for analyzing this large width behavior. The method is an adaptation of Feynman diagrams, a standard tool for…

Machine Learning · Computer Science 2019-09-26 Ethan Dyer , Guy Gur-Ari

Recent advances in AdS/CFT holography have suggested that the near-horizon dynamics of black holes can be described by random matrix systems. We study how the energy spectrum of a system with a generic random Hamiltonian matrix affects its…

High Energy Physics - Theory · Physics 2022-04-12 Krishan Saraswat , Niayesh Afshordi

We build a rigorous nonequilibrium thermodynamic description for open chemical reaction networks of elementary reactions. Their dynamics is described by deterministic rate equations satisfying mass action law. Our most general framework…

Statistical Mechanics · Physics 2017-01-13 Riccardo Rao , Massimiliano Esposito

We performed molecular dynamics simulations on a one-dimensional diatomic gas to investigate the possible long time scale inherent in heterogeneous Hamiltonian systems. The exponentially long time scale for energy sharing between the…

Statistical Mechanics · Physics 2007-05-23 Yoshihiro Watanabe , Nobuko Fuchikami

Formalism based on equilibrium statistical thermodynamics is applied to communication networks of decision making individuals. It is shown that in statistical ensembles for choice models, properly defined disutility can play the same role…

Statistical Mechanics · Physics 2007-05-23 Arkadiusz Majka , Wojciech Wislicki

Scale-free and non-computable characteristics of natural networks are found to result from the least-time dispersal of energy. To consider a network as a thermodynamic system is motivated since ultimately everything that exists can be…

General Physics · Physics 2011-06-22 Tuomo Hartonen , Arto Annila

The frequency constitutes a key state variable of electrical power grids. However, as the frequency is subject to several sources of fluctuations, ranging from renewable volatility to demand fluctuations and dispatch, it is strongly…

Adaptation and Self-Organizing Systems · Physics 2020-03-25 Mehrnaz Anvari , Leonardo Rydin Gorjão , Marc Timme , Dirk Witthaut , Benjamin Schäfer , Holger Kantz

We report on experimental studies of the distribution of the off-diagonal elements of the scattering matrix of open microwave networks with symplectic symmetry and a chaotic wave dynamics. These consist of two geometrically identical…

Quantum Physics · Physics 2026-01-21 Jiongning Che , Nils Gluth , Simon Köhnes , Thomas Guhr , Barbara Dietz

This contribution presents a derivation of the steady-state distribution of velocities and distances of driven particles on a onedimensional periodic ring. We will compare two different situations: (i) symmetrical interaction forces…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Martin Treiber , Dirk Helbing

The classical Hamiltonian system of time-dependent harmonic oscillator driven by the arbitrary external time-dependent force is considered. Exact analytical solution of the corresponding equations of motion is constructed in the framework…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 A. V. Kuzmin , Marko Robnik

We study the asymptotic behaviour of the discrete elastic energies in presence of the prestrain metric $G$, assigned on the continuum reference configuration $\Omega$. When the mesh size of the discrete lattice in $\Omega$ goes to zero, we…

Numerical Analysis · Mathematics 2014-08-12 Marta Lewicka , Pablo Ochoa

Different network models have been suggested for the topology underlying complex interactions in natural systems. These models are aimed at replicating specific statistical features encountered in real-world networks. However, it is rarely…

Physics and Society · Physics 2012-06-11 Stefano Cardanobile , Volker Pernice , Moritz Deger , Stefan Rotter

Numerical and experimental turbulence simulations are nowadays reaching the size of the so-called big data, thus requiring refined investigative tools for appropriate statistical analyses and data mining. We present a new approach based on…

Fluid Dynamics · Physics 2017-01-05 Stefania Scarsoglio , Giovanni Iacobello , Luca Ridolfi

The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti

Contrary to many recent models of growing networks, we present a model with fixed number of nodes and links, where it is introduced a dynamics favoring the formation of links between nodes with degree of connectivity as different as…

Statistical Mechanics · Physics 2007-05-23 M. Baiesi , S. S. Manna

We study the spatial statistics of velocity gradient volatility (i,e., the energy dissipation rate) in turbulent flow. We extend the Kolmogorov-Obukhov theory but also narrow its scope. The models are log normal, with verification from…

Fluid Dynamics · Physics 2017-03-01 James Glimm , Vinay Mahadeo

We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of…

Statistical Mechanics · Physics 2015-11-09 Christian M. Rohwer , Florian Angeletti , Hugo Touchette

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou
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