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Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

When employing non-linear methods to characterise complex systems, it is important to determine to what extent they are capturing genuine non-linear phenomena that could not be assessed by simpler spectral methods. Specifically, we are…

Methodology · Statistics 2021-09-22 Pedro A. M. Mediano , Fernando E. Rosas , Adam B. Barrett , Daniel Bor

A particle system is said to be non-exchangeable if two particles cannot be exchanged without modifying the overall dynamics. Because of this property, the classical mean-field approach fails to provide a limit equation when the number of…

Analysis of PDEs · Mathematics 2024-01-17 Nathalie Ayi , Nastassia Pouradier Duteil

We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical…

Statistics Theory · Mathematics 2014-06-05 Alexander V. Bulinski , Alexander S. Rakitko

A nonlinear cyclic system with delay and the overall negative feedback is considered. The characteristic equation of the linearized system is studied in detail. Sufficient conditions for the oscillation of all solutions and for the…

Classical Analysis and ODEs · Mathematics 2019-11-21 Elena Braverman , Karel Hasik , Anatoli F. Ivanov , Sergei Trofimchuk

An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors is unidentifiable,…

Machine Learning · Statistics 2023-05-04 Aapo Hyvärinen , Ilyes Khemakhem , Ricardo Monti

A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…

Mathematical Physics · Physics 2014-03-17 Mohammad Khorrami , Amir Aghamohammadi

A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…

Numerical Analysis · Mathematics 2024-08-09 Andrés Centeno , Juan A. Acebrón , José Monteiro

Randomly-assembled dynamical systems are theoretically predicted to be unstable upon crossing a critical threshold of complexity, as first shown by May. Yet, empirical complex systems exhibit remarkable stability, indicating the presence of…

Disordered Systems and Neural Networks · Physics 2026-03-31 Francesco Ferraro , Christian Grilletta , Amos Maritan , Samir Suweis , Sandro Azaele

Any quasi-probability representation of a no-signaling system -- including quantum systems -- can be simulated via a purely classical scheme by allowing signed events and a cancellation procedure. This raises a fundamental question: What…

Quantum Physics · Physics 2025-08-11 Adam Brandenburger , Pierfrancesco La Mura

In the first two papers, the author embarked on a study of classes of linear equations over integers satisfying a "Farkas-type" property. As the third paper in this study, the present paper deals with another class of linear equations over…

Combinatorics · Mathematics 2016-06-28 Masood Aryapoor

This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…

Econometrics · Economics 2026-05-11 Leonard Goff , Eric Mbakop

$\ell_1$ optimization is a well known heuristic often employed for solving various forms of sparse linear problems. In this paper we look at its a variant that we refer to as the \emph{partial} $\ell_1$ and discuss its mathematical…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

Many-variable differential equations with random coefficients provide powerful models for the dynamics of many interacting species in ecology. These models are known to exhibit a dynamical phase transition from a phase where population…

Statistical Mechanics · Physics 2025-02-19 Thibaut Arnoulx de Pirey , Guy Bunin

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

We consider large random matrices $X$ with centered, independent entries but possibly different variances. We compute the normalized trace of $f(X) g(X^*)$ for $f,g$ functions analytic on the spectrum of $X$. We use these results to compute…

Probability · Mathematics 2018-08-16 Laszlo Erdos , Torben Krüger , David Renfrew

Motivated by the quest for a logic for PTIME and recent insights that the descriptive complexity of problems from linear algebra is a crucial aspect of this problem, we study the solvability of linear equation systems over finite groups and…

Logic in Computer Science · Computer Science 2015-07-01 Anuj Dawar , Eryk Kopczynski , Bjarki Holm , Erich Grädel , Wied Pakusa

Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…

Methodology · Statistics 2025-10-27 Alexandre René , André Longtin

To analyze phase transitions in a nonequilibrium system we study its grand canonical partition function as a function of complex fugacity. Real and positive roots of the partition function mark phase transitions. This behavior, first found…

Statistical Mechanics · Physics 2009-10-31 Peter F. Arndt

Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…

Analysis of PDEs · Mathematics 2024-11-04 Thi Lien Nguyen , Bao Quoc Tang
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