Related papers: On Bernstein processes of maximal entropy
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…
We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…
We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…
Entropic dynamics is a framework in which the laws of dynamics are derived as an application of entropic methods of inference. Its successes include the derivation of quantum mechanics and quantum field theory from probabilistic principles.…
Hierarchical structures, which include multiple levels, are prevalent in statistical and machine-learning models as well as physical systems. Extending the foundational result that the maximum entropy distribution under mean constraints is…
Statistical mechanics of the discrete nonlinear Schr\"odinger equation is studied by means of analytical and numerical techniques. The lower bound of the Hamiltonian permits the construction of standard Gibbsian equilibrium measures for…
We obtain a Berry-Esseen type bound for the distribution of the maximum likelihood estimator of the drift parameter for fractional Ornstein-uhlenbeck type process driven by sub-fractional Brownian motion.
In this article, we study strictly elliptic, second-order differential operators on a bounded Lipschitz domain in $\mathbb{R}^d$, subject to certain non-local Wentzell-Robin boundary conditions. We prove that such operators generate…
Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…
Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…
We use the generic chaining device proposed by Talagrand to establish exponential bounds on the deviation probability of some suprema of random processes. Then, given a random vector $\xi$ in $\R^{n}$ the components of which are independent…
Statistical thermodynamics is valuable as a conceptual structure that shapes our thinking about equilibrium thermodynamic states. A cloud of unresolved questions surrounding the foundations of the theory could lead an impartial observer to…
The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…
For It\^o stochastic processes in $\mathbb{R}^{d}$ with drift in $L_{d}$ Aleksandrov's type estimates are established in the elliptic and parabolic settings. They are applied to estimating the resolvent operators of the corresponding…
We consider divergence form operators with complex coefficients on an open subset of Euclidean space. Boundary conditions in the corresponding parabolic problem are dynamical, that is, the time derivative appears on the boundary. As a…
An attempt toward the operational formulation of quantum thermodynamics is made by employing the recently proposed operations forming positive operator-valued measures for generating thermodynamic processes. The quantity of heat as well as…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
In this article dedicated to the memory of Igor D. Chueshov, I first summarize in a few words the joint results that we obtained over a period of six years regarding the long-time behavior of solutions to a class of semilinear stochastic…
We consider a new class of determinantal point processes in the complex plane coming from the ground state of free fermions associated with Berezin--Toeplitz operators. These processes generalize the Ginibre ensemble from random matrix…
Non-extensive systems do not allow to go to the thermodynamic limit. Therefore we have to reformulate statistical mechanics without invoking the thermodynamical limit. I.e. we have to go back to Pre-Gibbsian times. We show that Boltzmann's…