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Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

We propose exact results for the full counting statistics, or the scaled cumulant generating function, pertaining to the transfer of arbitrary conserved quantities across an interface in homogeneous integrable models out of equilibrium. We…

Statistical Mechanics · Physics 2020-01-22 Jason Myers , M. J. Bhaseen , Rosemary J. Harris , Benjamin Doyon

We develop a generalization of unobserved components models that allows for a wide range of long-run dynamics by modelling the permanent component as a fractionally integrated process. The model does not require stationarity and can be cast…

Econometrics · Economics 2020-05-22 Tobias Hartl , Rolf Tschernig , Enzo Weber

Uncertainty-aware robot motion prediction is crucial for downstream traversability estimation and safe autonomous navigation in unstructured, off-road environments, where terrain is heterogeneous and perceptual uncertainty is high. Most…

The thermodynamics of quantum systems driven out of equilibrium has attracted increasing attention in last the decade, in connection with quantum information and statistical physics, and with a focus on non-classical signatures. While a…

Quantum Physics · Physics 2022-06-01 Gonzalo Manzano , Roberta Zambrini

A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…

Statistical Mechanics · Physics 2012-10-09 Susanne Still , David A. Sivak , Anthony J. Bell , Gavin E. Crooks

Behavior of systems that are functions of anticipated behavior of other systems, whose own behavior is also anticipatory but homeostatic and determined by hierarchical ordering, which changes over time, of sets of possible environments that…

General Finance · Quantitative Finance 2013-07-17 Leonid A. Shapiro

The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given…

Quantum Physics · Physics 2024-11-28 Claudia L. Clarke , Ian J. Ford

The act of measuring a system has profound consequences of dynamical and thermodynamic nature. In particular, the degree of irreversibility ensuing from a non-equilibrium process is strongly affected by measurements aimed at acquiring…

Quantum Physics · Physics 2022-03-14 Alessio Belenchia , Mauro Paternostro , Gabriel T. Landi

We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…

Methodology · Statistics 2021-04-13 Yutao Liu , Andrew Gelman , Qixuan Chen

Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…

Quantitative Methods · Quantitative Biology 2020-07-29 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M. Walczak , Irene Giardina

The Kawasaki nonlinear response relation, the transient fluctuation theorem, and the Jarzynski nonequilibrium work relation are all expressions that describe the behavior of a system that has been driven from equilibrium by an external…

Statistical Mechanics · Physics 2008-11-07 Gavin E. Crooks

Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Statistical Mechanics · Physics 2022-02-14 Jiawei Yan , Hugo Touchette , Grant M. Rotskoff

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…

Statistical Mechanics · Physics 2019-06-19 Stefano Gherardini

Equilibrium modeling is common in a variety of fields such as game theory and transportation science. The inputs for these models, however, are often difficult to estimate, while their outputs, i.e., the equilibria they are meant to…

Optimization and Control · Mathematics 2014-05-20 Dimitris Bertsimas , Vishal Gupta , Ioannis Ch. Paschalidis

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Methodology · Statistics 2021-09-06 Kang Du , Yu Xiang

Non-equilibrium systems have long-ranged spatial correlations even far away from critical points. This implies that the likelihoods of spatial steady state profiles of physical observables are nonlocal functionals. In this letter, it is…

Statistical Mechanics · Physics 2015-05-14 Otto Pulkkinen
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