Related papers: Multi-point nonequilibrium umbrella sampling and a…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…
Sampling from combinatorial families can be difficult. However, complicated families can often be embedded within larger, simpler ones, for which easy sampling algorithms are known. We take advantage of such a relationship to describe a…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
We analyze the probability distribution for entropy production rates of trajectories evolving on a class of out-of-equilibrium kinetic networks. These networks can serve as simple models for driven dynamical systems, which are of particular…
Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…
Relative fluctuations of observables in discrete stochastic systems are bounded at all times by the mean dynamical activity in the system, quantified by the mean number of jumps. This constitutes a kinetic uncertainty relation that is…
Conditional diffusion models provide a natural framework for probabilistic prediction of dynamical systems and have been successfully applied to fluid dynamics and weather prediction. However, in many settings, the available information at…
Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…
Out-of-equilibrium systems continuously generate entropy, with its rate of production being a fingerprint of non-equilibrium conditions. In small-scale dissipative systems subject to thermal noise, fluctuations of entropy production are…
The Integral Fluctuation Theorem for entropy production (IFT) is among the few equalities that are known to be valid for physical systems arbitrarily driven far from equilibrium. Microscopically, it can be understood as an inherent symmetry…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
We study the statistical distribution of the closest encounter between observations computed along different trajectories of a mixing dynamical system. At the limit of large trajectories, the distribution is of Gumbel type and depends on…
In the absence of directional motion it is often hard to recognize athermal fluctuations. Probability currents provide such a measure in terms of the rate at which they enclose area in the reduced phase space. We measure this area enclosing…
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for probability distribution of the migration process are…
The very notion of a current fluctuation is problematic in the quantum context. We study that problem in the context of nonequilibrium statistical mechanics, both in a microscopic setup and in a Markovian model. Our answer is based on a…
Both resources in the natural environment and concepts in a semantic space are distributed "patchily", with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have…
We present a system for online probabilistic event forecasting. We assume that a user is interested in detecting and forecasting event patterns, given in the form of regular expressions. Our system can consume streams of events and forecast…