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We study toy aging processes in hierarchically decomposed phase spaces where the equilibrium probability distributions are multifractal. We found that the an auto-correlation function, survival-return probability, shows crossover behavior…

Disordered Systems and Neural Networks · Physics 2016-08-31 Hajime Yoshino

We follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP.…

Physics and Society · Physics 2012-09-25 M. Ausloos , R. Lambiotte

A recently developed state-of-the-art agent-based simulation of power distribution systems is capable of modeling the thermal and demand response behavior of many thousands of thermostatic end-use loads. It computes the total power consumed…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 David P. Chassin , Joel M. Malard

The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Cecilia Pennetta

We focus on day-ahead electricity load forecasting of substations of the distribution network in France; therefore, our problem lies between the instability of a single consumption and the stability of a countrywide total demand. Moreover,…

Machine Learning · Computer Science 2023-02-17 Guillaume Lambert , Bachir Hamrouche , Joseph de Vilmarest

We derive analytical expressions for the correlation functions of the electronic conductance fluctuations of an open quantum dot under several conditions. Both the variation of energy and that of an external parameter such as an applied…

Mesoscale and Nanoscale Physics · Physics 2017-03-22 J. G. G. S. Ramos , A. L. R. Barbosa , B. V. Carlson , T. Frederico , M. S. Hussein

The ever increasing penetration of plug-in hybrid electric vehicles in distribution systems has triggered the need for a more accurate and at the same time fast solution to probabilistic distribution power flow problem. In this paper a…

Signal Processing · Electrical Eng. & Systems 2017-10-31 Mohammadhadi Rouhani , Mohammad Mohammadi

Once the problem of ensemble averaging is removed, correlations between the response of a single molecule to an external driving field $F$, with the history of fluctuations of the particle, become detectable. Exact analytical theory for the…

Statistical Mechanics · Physics 2009-11-11 Eli Barkai

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Statistical Mechanics · Physics 2012-12-03 A. C. Barato , R. Chetrite

Fluctuations of the electromagnetic field produced by quantized matter in external electric field are investigated. A general expression for the power spectrum of fluctuations is derived within the long-range expansion. It is found that in…

Quantum Physics · Physics 2009-11-13 Kirill A. Kazakov

While calculations and measurements of single-particle spectral properties often offer the most direct route to study correlated electron systems, the underlying physics may remain quite elusive, if information at higher particle levels is…

Strongly Correlated Electrons · Physics 2021-05-12 T. Schäfer , A. Toschi

We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which…

Statistical Mechanics · Physics 2009-07-17 D. Villamaina , A. Baldassarri , A. Puglisi , A. Vulpiani

Active contributions to fluctuations are a direct consequence of metabolic energy consumption in living cells. Such metabolic processes continuously create active forces, which deform the membrane to control motility, proliferation as well…

Biological Physics · Physics 2018-10-02 Hervé Turlier , Timo Betz

The fluctuation-dissipation theorem is a cornerstone result in statistical mechanics that can be used to translate the statistics of the free natural variability of a system into information on its forced response to perturbations. By…

Statistical Mechanics · Physics 2025-06-19 Niccolò Zagli , Matthew Colbrook , Valerio Lucarini , Igor Mezić , John Moroney

In 2023, Germany's electricity trade balance shifted from net exports to net imports for the first time since 2002, resulting in an increasing discussion of these imports in the public debate. This study discusses different data driven…

Physics and Society · Physics 2025-07-21 Mirko Schäfer , Tiernan Buckley , Frank Boerman , Anke Weidlich

We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…

Statistical Mechanics · Physics 2019-07-17 Tomoshige Miyaguchi , Takashi Uneyama , Takuma Akimoto

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

Disordered Systems and Neural Networks · Physics 2021-05-26 Thomas Guhr , Andreas Schell

Power-grid systems constitute one of the most complex man-made spatially extended structures. These operate with strict operational bounds to ensure synchrony across the grid. This is particularly relevant for power-grid frequency, which…

Physics and Society · Physics 2021-08-17 Leonardo Rydin Gorjão , Benjamin Schäfer , Dirk Witthaut , Christian Beck

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel
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