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Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

Statistical Mechanics · Physics 2016-06-22 Apoorva Nagar , Shamik Gupta

We present an approach for reconstructing networks of pulse-coupled neuron-like oscillators from passive observation of pulse trains of all nodes. It is assumed that units are described by their phase response curves and that their phases…

Adaptation and Self-Organizing Systems · Physics 2017-07-19 Rok Cestnik , Michael Rosenblum

Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…

Statistical Mechanics · Physics 2021-03-10 Asaf Miron , Shlomi Reuveni

This paper gives an elementary proof for the following theorem: a renewal process can be represented by a doubly-stochastic Poisson process (DSPP) if and only if the Laplace-Stieltjes transform of the inter-arrival times is of the following…

Probability · Mathematics 2024-09-30 Xinlong Du , Harsha Honnappa

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…

Mathematical Physics · Physics 2011-05-18 Michael Baake , Holger Koesters

Dynamical decoupling can be used to preserve arbitrary quantum states despite undesired interactions with the environment, using control Hamiltonians affecting the system only. We present a system-independent analysis of dynamical…

Quantum Physics · Physics 2009-11-13 Kaveh Khodjasteh , Daniel A. Lidar

Certain biochemical reactions can only be triggered after binding of a sufficient number of particles to a specific target region such as an enzyme or a protein sensor. We investigate the distribution of the reaction time, i.e., the first…

Chemical Physics · Physics 2022-10-10 Denis S. Grebenkov , Aanjaneya Kumar

We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…

Statistical Mechanics · Physics 2023-12-22 Miquel Montero , Matteo Palassini , Jaume Masoliver

Unidirectionally coupled systems which exhibit phase transitions into an absorbing state are investigated at the multicritical point. We find that for initial conditions with isolated particles, each hierarchy level exhibits an…

Statistical Mechanics · Physics 2009-11-10 Sungchul Kwon , Gunter M. Schutz

The exact solution for a system with two-particle annihilation and decoagulation has been studied. The spectrum of the Hamiltonian of the system is found. It is shown that the steady state is two-fold degenerate. The average number density…

Condensed Matter · Physics 2012-07-27 Amir Aghamohammadi , Mohammad Khorrami

Commonalities and differences in correlation analysis in terms of phase space, conditioning and uncorrelatedness are discussed. The Poisson process is not generally appropriate as reference distribution for normalisation and cumulants, so…

High Energy Physics - Experiment · Physics 2007-05-23 H. C. Eggers

Stochastic resetting is prevalent in natural and man-made systems giving rise to a long series of non-equilibrium phenomena. Diffusion with stochastic resetting serves as a paradigmatic model to study these phenomena, but the lack of a…

Statistical Mechanics · Physics 2020-10-27 Ofir Tal-Friedman , Arnab Pal , Amandeep Sekhon , Shlomi Reuveni , Yael Roichman

Contrary to the usual assumption of at least partial control of quantum dynamics, a surprising recent result proved that an arbitrary quantum state can be probabilistically reset to a state in the past by having it interact with probing…

An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…

Statistical Mechanics · Physics 2009-11-11 Piero Olla

The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate $U$-statistics is established under mixing conditions. The resampling schemes, referred to as {\em dependent multiplier bootstraps},…

Statistics Theory · Mathematics 2015-05-29 Axel Bücher , Ivan Kojadinovic

An analysis of transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces is presented. The synchronization phenomenon is investigated in the ensemble of particles moving…

chao-dyn · Physics 2015-06-24 B. Kaulakys , F. Ivanauskas , T. Meskauskas

This work continues and substantially extends our recent work on switching diffusions with the switching processes that depend on the past states and that take values in a countable state space. That is, the discrete components of the…

Probability · Mathematics 2017-10-10 Dang H. Nguyen , George Yin

We discuss the frequency of desynchronization events in power grids for realistic data input. We focus on the role of time correlations in the fluctuating power production and propose a new method for implementing colored noise that…

Adaptation and Self-Organizing Systems · Physics 2022-11-11 Tim Ritmeester , Hildegard Meyer-Ortmanns