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Recently many results namely the Fluctuation theorems (FT), have been discovered for systems arbitrarily away from equilibrium. Many of these relations have been experimentally tested. The system under consideration is usually driven out of…

Statistical Mechanics · Physics 2019-10-02 Rahul Marathe , Sourabh Lahiri

Background properties in experimental particle physics are typically estimated using control samples corresponding to large numbers of events. This can provide precise knowledge of average background distributions, but typically does not…

Data Analysis, Statistics and Probability · Physics 2015-03-17 Federico Colecchia

The non-equilibrium fluctuation dissipation theorem is applied to predict how critically ill patients respond to treatment, based upon data currently collected by standard hospital monitoring devices. This framework is demonstrated on a…

Cluster-randomized trials (CRTs) are widely used to evaluate interventions delivered at the clinic, practice, or community level. Although standard analyses typically target average treatment effects, such summaries mask potentially…

Methodology · Statistics 2026-04-16 Changjun Li , Xi Fang , Michael O. Harhay , Andrew B. Forbes , F. Perry Wilson , Guangyu Tong , Fan Li

One of the most important features of capital markets as an adaptive complex networks is their collective behavior. In this paper, we have analyzed the banking sectors of 4 world stock markets,which composed of emerging and matures ones. By…

Physics and Society · Physics 2020-11-05 Hanie. Vahabi , Ali Namaki , Reza Raei

Recent theoretical works have characterized the dynamics of wide shallow neural networks trained via gradient descent in an asymptotic mean-field limit when the width tends towards infinity. At initialization, the random sampling of the…

Probability · Mathematics 2022-03-29 Zhengdao Chen , Grant M. Rotskoff , Joan Bruna , Eric Vanden-Eijnden

Multiplicative logarithmic corrections frequently characterize critical behaviour in statistical physics. Here, a recently proposed theory relating the exponents of such terms is extended to account for circumstances which often occur when…

Statistical Mechanics · Physics 2009-11-11 R. Kenna , D. A. Johnston , W. Janke

We have developed a theory for inhomogeneous systems that allows for incorporation of effects of mesoscopic fluctuations. A hierarchy of equations relating the correlation and direct correlation functions for the local excess $\phi({\bf…

Statistical Mechanics · Physics 2016-09-21 Alina Ciach , Wojciech T. Gozdz

We derive an extended fluctuation theorem for a geometric pumping in a spin-boson system under a periodic control of environmental temperatures by using a Markovian quantum master equation. We perform the Monte-Carlo simulation and obtain…

Statistical Mechanics · Physics 2017-08-16 Kota L. Watanabe , Hisao Hayakawa

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

Optimization and Control · Mathematics 2024-03-08 Daniël Veldman , Alexandra Borkowski , Enrique Zuazua

Multi-Regional Clinical Trials (MRCTs) play a central role in the development of new therapies by enabling the simultaneous evaluation of drug efficacy and safety across diverse global populations. Assessing the consistency of treatment…

Applications · Statistics 2026-02-10 Kunhai Qing , Xinru Ren , Jin Xu , Menggang Yu

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…

Probability · Mathematics 2012-09-25 Christian Döbler , Michael Stolz

The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

In this review, we systematically examine the principles and the practices of fluctuations such as the momentum and the charge fluctuations as applied to the heavy ion collisions. Main emphases are: (i) Fluctuations as signals of phase…

High Energy Physics - Phenomenology · Physics 2007-05-23 Sangyong Jeon , Volker Koch

This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…

Quantum Physics · Physics 2025-12-30 Sounak Bandyopadhyay , Arnab Ghosh

For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

Statistical Mechanics · Physics 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…

Quantum Physics · Physics 2021-09-08 Zhedong Zhang , Xuanhua Wang , Jin Wang

On a compact group the Haar probability measure plays the role of uniform distribution. The entropy and rate distortion theory for this uniform distribution is studied. New results and simplified proofs on convergence of convolutions on…

Information Theory · Computer Science 2010-05-27 Peter Harremoes

Recent studies have demonstrated that correntropy is an efficient tool for analyzing higher-order statistical moments in nonGaussian noise environments. Although it has been used with complex data, some adaptations were then necessary…

Information Theory · Computer Science 2016-06-16 João P. F. Guimarães , Aluisio I. R. Fontes , Joilson B. A. Rego , Allan de M. Martins

We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint distribution of the multiple variables (the measured signal)…

Statistical Finance · Quantitative Finance 2025-03-13 Luan M. T. de Moraes , Antônio M. S. Macedo , Raydonal Ospina , Giovani L. Vasconcelos
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