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We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…

Methodology · Statistics 2025-10-31 Xiaotian Zheng , Athanasios Kottas , Bruno Sansó

Functions or 'functionings' enable to give a structure to any activity and their combinations constitute the capabilities which characterize economic assets such as work utility. The basic law of supply and demand naturally emerges from…

General Economics · Economics 2020-07-29 Emmanuel Chauvet

Abstractions of dynamical systems enable their verification and the design of feedback controllers using simpler, usually discrete, models. In this paper, we propose a data-driven abstraction mechanism based on a novel metric between Markov…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Adrien Banse , Licio Romao , Alessandro Abate , Raphaël M. Jungers

Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits…

Statistical Mechanics · Physics 2018-02-13 J. M. Nava-Sedeno , H. Hatzikirou , R. Klages , A. Deutsch

The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…

Physics and Society · Physics 2019-09-04 Frank Schweitzer

The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…

Statistical Mechanics · Physics 2023-11-15 Upendra Harbola

A central challenge in neuroscience is understanding how neural system implements computation through its dynamics. We propose a nonlinear time series model aimed at characterizing interpretable dynamics from neural trajectories. Our model…

Quantitative Methods · Quantitative Biology 2016-10-28 Yuan Zhao , Il Memming Park

We investigate a one-dimensional model of active motion, which takes into account the effects of persistent self-propulsion through a memory function in a dissipative-like term of the generalized Langevin equation for particle swimming…

Statistical Mechanics · Physics 2019-09-25 Francisco J. Sevilla , Rosalío F. Rodríguez , Juan Ruben Gomez-Solano

Our work explore the time evolution of entanglement, local quantum uncertainty, and correlated coherence, within a system modeled by two double quantum dots. The dynamics is represented using a time-fractional Schr\"odinger equation, which…

High Energy Physics - Theory · Physics 2026-05-07 Abdessamie Chhieb , Mostafa Mansour , Mohamed Ouchrif

We study the growth dynamics of the size of manufacturing firms considering competition and normal distribution of competency. We start with the fact that all components of the system struggle with each other for growth as happened in real…

Statistical Mechanics · Physics 2009-11-07 Hari M. Gupta , Jose R. Campanha

We consider the setting where a collection of time series, modeled as random processes, evolve in a causal manner, and one is interested in learning the graph governing the relationships of these processes. A special case of wide interest…

Machine Learning · Computer Science 2016-08-30 Hossein Hosseini , Sreeram Kannan , Baosen Zhang , Radha Poovendran

In this paper, we assume that the permanent market impact of metaorders is linear and that the price is a martingale. Those two hypotheses enable us to derive the evolution of the price from the dynamics of the flow of market orders. For…

Trading and Market Microstructure · Quantitative Finance 2014-02-07 Thibault Jaisson

Identifying and quantifying memory are often critical steps in developing a mechanistic understanding of stochastic processes. These are particularly challenging and necessary when exploring processes that exhibit long-range correlations.…

Statistical Mechanics · Physics 2016-04-20 Sarah E. Marzen , James P. Crutchfield

We introduce a theory of sequential causal inference in which learners in a chain estimate a structural model from their upstream teacher and then pass samples from the model to their downstream student. It extends the population dynamics…

Populations and Evolution · Quantitative Biology 2012-02-28 James P. Crutchfield , Sean Whalen

Memory is often defined as the mental capacity of retaining information about facts, events, procedures and more generally about any type of previous experience. Memories are remembered as long as they influence our thoughts, feelings, and…

Neurons and Cognition · Quantitative Biology 2017-06-16 Stefano Fusi

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

Probability · Mathematics 2010-05-20 Marta Tyran-Kaminska

Game theory is fundamental to understanding cooperation between agents. Mainly, the Prisoner's Dilemma is a well-known model that has been extensively studied in complex networks. However, although the emergence of cooperation has been…

Physics and Society · Physics 2023-01-04 Nastaran Lotfi , Francisco A. Rodrigues

Large language models with a huge number of parameters, when trained on near internet-sized number of tokens, have been empirically shown to obey neural scaling laws: specifically, their performance behaves predictably as a power law in…

Machine Learning · Computer Science 2022-11-01 Alexander Maloney , Daniel A. Roberts , James Sully

We introduce a methodology for seeking conservation laws within a Hamiltonian dynamical system, which we term ``neural deflation''. Inspired by deflation methods for steady states of dynamical systems, we propose to {iteratively} train a…

Pattern Formation and Solitons · Physics 2023-03-29 Wei Zhu , Hong-Kun Zhang , P. G. Kevrekidis

Scaling laws describe how learning performance improves with data, compute, or training time, and have become a central theme in modern deep learning. We study this phenomenon in a canonical nonlinear model: phase retrieval with anisotropic…

Machine Learning · Statistics 2025-11-25 Guillaume Braun , Bruno Loureiro , Ha Quang Minh , Masaaki Imaizumi
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