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We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…
We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…
Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…
How heterogeneous multiscale methods (HMM) handle fluctuations acting on the slow variables in fast-slow systems is investigated. In particular, it is shown via analysis of central limit theorems (CLT) and large deviation principles (LDP)…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…
We develop a systematic extension of mode-coupling theory (MCT) that incorporates critical dynamical fluctuations. Starting from a microscopic diagrammatic theory, we identify dominant classes of divergent diagrams near the mode-coupling…
Ballistic Macroscopic Fluctuation Theory (BMFT) captures the evolution of fluctuations and correlations in systems where transport is strictly ballistic. We show that, for \emph{generic integrable models}, BMFT can be constructed through a…
The fluctuations due to the clustering of color sources can explain the behaviour of the scaled multiplicity variance and transverse momentum fluctuations with centrality. They also predict a nonmonotonic behaviour with centrality for the…
Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…
Recent advances have shown that statistical tests for the rank of cross-covariance matrices play an important role in causal discovery. These rank tests include partial correlation tests as special cases and provide further graphical…
This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…
We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…
In this work we perform theoretical analysis about a coupled RC circuit with constant driven currents. Starting from stochastic differential equations, where voltages are subject to thermal noises, we derive time-correlation functions,…
Multinomial processing tree (MPT) models are tools for disentangling the contributions of latent cognitive processes in a given experimental paradigm. The present note analyzes MPT models subject to order constraints on subsets of its…
The predictions of the mode-coupling theory (MCT) for the dynamical arrest scenarios in a partly pinned (PP) fluid system are reported. The corresponding dynamical phase diagram is found to be very similar to that of a related…
In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…
We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…
Cumulative prospect theory (CPT) is the first theory for decision-making under uncertainty that combines full theoretical soundness and empirically realistic features [P.P. Wakker - Prospect theory: For risk and ambiguity, Page 2]. While…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…