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Related papers: Transitions between superstatistical regimes: vali…

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All scientific interpretations of statistical outputs depend on background (auxiliary) assumptions that are rarely delineated or explicitly interrogated. These include not only the usual modeling assumptions, but also deeper assumptions…

Methodology · Statistics 2022-08-01 Sander Greenland , Zad Rafi , Robert Matthews , Megan Higgs

We show how statistical thermodynamics can be formulated in situations in which thermodynamics applies, while equilibrium statistical mechanics does not. A typical case is, in the words of Landau and Lifshitz, that of partial (or…

Statistical Mechanics · Physics 2013-04-16 A. Carati , A. Maiocchi , L. Galgani

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…

Statistical Finance · Quantitative Finance 2011-05-26 H. Quevedo , M. N. Quevedo

Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…

Dynamical Systems · Mathematics 2023-07-31 Jeffrey Covington , Di Qi , Nan Chen

We propose a general approach, named by us hyperstatistics, to treat complex systems, in which Boltzmann-Gibbs statistics breaks down in domains of the system. Hyperstatistics preserves the concavity of nonadditive $q$-entropy. We obtain…

Statistical Mechanics · Physics 2026-04-29 Lucas Squillante , Samuel M. Soares , Constantino Tsallis , Mariano de Souza

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…

Statistical Mechanics · Physics 2007-05-23 O. C. Martin , R. Monasson , R. Zecchina

Share price returns on different time scales can be well modelled by a superstatistical dynamics. Here we provide an investigation which type of superstatistics is most suitable to properly describe share price dynamics on various time…

Statistical Finance · Quantitative Finance 2016-04-20 Dan Xu , Christian Beck

A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models…

Statistical Mechanics · Physics 2009-11-13 I. Mazilu , H. T. Williams

Statistical analysis is an important tool to distinguish systematic from chance findings. Current statistical analyses rely on distributional assumptions reflecting the structure of some underlying model, which if not met lead to problems…

Statistics Theory · Mathematics 2023-11-15 Orestis Loukas , Ho Ryun Chung

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…

Dynamical Systems · Mathematics 2015-03-17 Christian Kuehn

Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…

Dynamical Systems · Mathematics 2020-11-03 Luzie Helfmann , Enric Ribera Borrell , Christof Schütte , Péter Koltai

Many natural and technological systems fail to adapt to changing external conditions and move to a different state if the conditions vary too fast. Such "non-adiabatic" processes are ubiquitous, but little understood. We identify these…

Dynamical Systems · Mathematics 2015-06-18 Clare Perryman , Sebastian Wieczorek

Graphs are widespread data structures used to model a wide variety of problems. The sheer amount of data to be processed has prompted the creation of a myriad of systems that help us cope with massive scale graphs. The pressure to deliver…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-09 Luis M. Vaquero , Felix Cuadrado , Matei Ripeanu

We provide a stochastic thermodynamic description across scales for $N$ identical units with all-to-all interactions that are driven away from equilibrium by different reservoirs and external forces. We start at the microscopic level with…

Statistical Mechanics · Physics 2020-07-07 Tim Herpich , Tommaso Cossetto , Gianmaria Falasco , Massimiliano Esposito

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

Opinion dynamics, the study of how individual beliefs and collective public opinion evolve, is a fertile domain for applying statistical physics to complex social phenomena. Like physical systems, societies exhibit macroscopic regularities…

We provide an analytical argument for understanding the likely nature of parameter shifts between those coming from an analysis of a dataset and from a subset of that dataset, assuming differences are down to noise and any intrinsic…

Instrumentation and Methods for Astrophysics · Physics 2020-10-28 Steven Gratton , Anthony Challinor

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

Optimization and Control · Mathematics 2013-04-02 Quang-Cuong Pham , Jean-Jacques Slotine

Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…

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