Related papers: On Bernstein processes of maximal entropy
A novel formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small…
We suggest a certain statistical interpretation for the entropy produced in driven thermodynamic processes. The exponential function of half irreversible entropy re-weights the probability of the standard Ornstein-Uhlenbeck-type…
We propose a new approach concerning the introduction of time-irreversibility in statistical mechanics. It is based on a transition function defined in terms of path integral and verifying a time-irreversible equation. We show first how…
We examine the {combinatorial} or {probabilistic} definition ("Boltzmann's principle") of the entropy or cross-entropy function $H \propto \ln \mathbb{W}$ or $D \propto - \ln \mathbb{P}$, where $\mathbb{W}$ is the statistical weight and…
We derive Bose-Einstein statistics and Fermi-Dirac statistics by Principle of Maximum Entropy applied to two families of entropy functions different from the Boltzmann-Gibbs-Shannon entropy. These entropy functions are identified with…
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…
For a dynamical system far from equilibrium, one has to deal with empirical probabilities defined through time-averages, and the main problem is then how to formulate an appropriate statistical thermodynamics. The common answer is that the…
The Bernstein operator is known as a typical example of positive linear operators which uniformly approximates continuous functions on $[0, 1]$. In the present paper, we introduce a multidimensional extension of the Bernstein operator which…
A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice 1,...,d}^N (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the…
We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…
In this short article we present new results that bring about hitherto unknown relations between certain Bernstein diffusions wandering in bounded convex domains of Euclidean space on the one hand, and processes which typically occur in…
We derive an equality for non-equilibrium statistical mechanics in finite-dimensional quantum systems. The equality concerns the worst-case work output of a time-dependent Hamiltonian protocol in the presence of a Markovian heat bath. It…
This paper addresses the problem of estimating drift parameter of the Ornstein - Uhlenbeck type process, driven by the sum of independent standard and fractional Brownian motions. The maximum likelihood estimator is shown to be consistent…
We establish that semidefinite programs (SDPs) over the unbounded positive semidefinite cone are mathematically equivalent to thermodynamic systems of independent bosonic modes: the eigenvalues of the optimization variable play the role of…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
The foundations of the Boltzmann-Gibbs (BG) distributions for describing equilibrium statistical mechanics of systems are examined. Broadly, they fall into: (i) probabilistic paaroaches based on the principle of equal a priori probability…
Thermodynamics makes definite predictions about the thermal behavior of macroscopic systems in and out of equilibrium. Statistical mechanics aims to derive this behavior from the dynamics and statistics of the atoms and molecules making up…