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In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

Econometrics · Economics 2020-11-11 Mika Meitz , Pentti Saikkonen

A subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus

We describe a method to extract from experimental data the important dynamical modes in spatio-temporal patterns in a system driven out of thermodynamic equilibrium. Using a novel optical technique for controlling fluid flow, we create an…

Fluid Dynamics · Physics 2011-05-03 Adam C. Perkins , Roman O. Grigoriev , Michael F. Schatz

Frequency dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency dependent selection, the average fitness of the population may increase or decrease based on…

Populations and Evolution · Quantitative Biology 2015-06-23 Weini Huang , Christoph Hauert , Arne Traulsen

This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochastic process, which takes into account the small variations…

Statistics Theory · Mathematics 2008-12-18 Jean-François Dupuy , Jean-Michel Loubes , Elie Maza

Entropy production is arguably the most universally applicable measure of non-equilibrium behavior, particularly for systems coupled to a heat bath. This setting encompasses driven soft matter as well as biomolecular, biochemical, and…

Statistical Mechanics · Physics 2025-12-09 Udo Seifert

A central feature of complex systems is the relevance and entanglement of different levels of description. For instance, the dynamics of ecosystems can be alternatively described in terms of large ecological processes and classes of…

Populations and Evolution · Quantitative Biology 2025-10-06 Juan Giral Martínez , Silvia de Monte , Matthieu Barbier

When modelling driven steady states of matter, it is common practice either to choose transition rates arbitrarily, or to assume that the principle of detailed balance remains valid away from equilibrium. Neither of those practices is…

Statistical Mechanics · Physics 2009-11-10 R. M. L. Evans

Deterministic dynamical systems such as the baker maps are useful to shed light on some of the conditions verified by deterministic models in non-equilibrium statistical physics. We investigate a 2D dynamical system, enjoying a weak form of…

Dynamical Systems · Mathematics 2014-06-27 Paolo A. Adamo , Matteo Colangeli , Lamberto Rondoni

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Roy S. Smith , Bassam Bamieh

We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the…

Statistical Mechanics · Physics 2015-06-24 Johannes H. P. Schulz , Eli Barkai

The information shared among observables representing processes of interest is traditionally evaluated in terms of macroscale measures characterizing aggregate properties of the underlying processes and their interactions. Traditional…

Information Theory · Computer Science 2018-01-31 Rui A. P. Perdigão

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We search for steady states in a class of fluctuating and driven physical systems that exhibit sustained currents. We find that the physical concept of a steady state, well known for systems at equilibrium, must be generalised to describe…

Soft Condensed Matter · Physics 2020-04-15 Tanniemola B. Liverpool

We extend the definition of non-adiabatic entropy production given for Markovian systems in [M. Esposito and C. Van den Broeck, Phys. Rev. Lett. 104 090601, (2010)], to arbitrary non-Markov ergodic dynamics. We also introduce a notion of…

Statistical Mechanics · Physics 2012-09-14 Reinaldo García-García

The Swift-Hohenberg fluid convection system with both local and nonlocal nonlinearities under the influence of white noise is studied. The objective is to understand the difference in the dynamical behavior in both local and nonlocal cases.…

Dynamical Systems · Mathematics 2007-05-23 Wei Wang , Jianhua Sun , Jinqiao Duan

Maintained by environmental fluxes, biological systems are thermodynamic processes that operate far from equilibrium without detailed-balance dynamics. Yet, they often exhibit well defined nonequilibrium steady states (NESSs). More…

Statistical Mechanics · Physics 2017-08-02 P. M. Riechers , J. P. Crutchfield

We study conservative particle systems on W^S, where S is countable and W = {0, ..., N} or the natural numbers. The rate of a particle moving from site x to site y is given by p(x,y) b(eta_x, eta_y), where eta_z is the number of particles…

Probability · Mathematics 2013-12-24 Richard Kraaij

We present a new proof of an Ergodic theorem for Wide-Sense Stationary Random Processes added with a new canonical sampling theorem of mine for finite time duration signals in the frequency domain (periodograms) which is free from the…

General Physics · Physics 2012-07-04 Luiz C. L. Botelho