Related papers: Application of the first-passage time method to tr…

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…

In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…

In this work, we investigate the temporal evolution of the degree of a given vertex in a network by mapping the dynamics into a random walk problem in degree space. We analyze when the degree approximates a pre-established value through a…

The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…

A cross-diffusion system modeling the information herding of individuals is analyzed in a bounded domain with no-flux boundary conditions. The variables are the species' density and an influence function which modifies the information state…

We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive…

Virtually all the emergent properties of a complex system are rooted in the non-homogeneous nature of the behaviours of its elements and of the interactions among them. However, the fact that heterogeneity and correlations can appear…

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

The threshold behaviour of the K-Satisfiability problem is studied in the framework of the statistical mechanics of random diluted systems. We find that at the transition the entropy is finite and hence that the transition itself is due to…

The extension of thermodynamic principles to active matter remains a challenge due to the non-equilibrium nature inherent to active systems. In this study, we introduce a framework to assess entropy in our minimal macroscopic experiment…

We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary…

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

In this contribution, the transitivity property of commutative first-order linear time-varying systems is investigated with and without initial conditions. It is proven that transitivity property of first-order systems holds with and…

We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…

The period of a nuclear reactor is usually represented as a deterministic quantity. In this article, the reactor period is described as a random variable. An approach based on the first passage time is used. In this case, the effect of the…

Time lags are ubiquitous in biophysiological processes and more generally in real-world complex networks. It has been recently proposed to use information-theoretic tools such as transfer entropy to detect and estimate a possible delay in…