Related papers: Spatial correlation functions for non-ergodic stoc…
The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…
We address the experimentally observed non-Gaussian fluctuations for the energy injected into a closed turbulent flow at fixed Reynolds number. We propose that the power fluctuations mirror the internal kinetic energy fluctuations. Using a…
Fluctuations of global additive quantities, like total energy or magnetization for instance, can in principle be described by statistics of sums of (possibly correlated) random variables. Yet, it turns out that extreme values (the largest…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
We provide a method for calculating time-averaged stress fluctuations on surfaces in a viscous incompressible fluid at equilibrium. We assume that (i) the time-averaged fluctuating stress is balanced in equilibrium at each position and that…
Multivariate spatial phenomena are ubiquitous, spanning domains such as climate, pandemics, air quality, and social economy. Cross-correlation between different quantities of interest at different locations is asymmetric in general. This…
Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…
Although the paradigm of criticality is centred around spatial correlations and their anomalous scaling, not many studies of Self-Organised Criticality (SOC) focus on spatial correlations. Often, integrated observables, such as avalanche…
We investigate gauge invariance against phase space shifting in nonequilibrium systems, as represented by time-dependent many-body Hamiltonians that drive an initial ensemble out of thermal equilibrium. The theory gives rise to gauge…
We explore in stochastic gravity theory whether non-Gaussian noises from the higher order correlation functions of the stress tensor for quantum matter fields when back-reacting on the spacetime may reveal hints of multi-scale structures.…
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…
We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…
Spatial statistics is concerned with the analysis of data that have spatial locations associated with them, and those locations are used to model statistical dependence between the data. The spatial data are treated as a single realisation…
Motivated by previous work on kinetic energy cascades in the ocean and atmosphere, we develop a spatio-temporal spectral transfer tool that can be used to study scales of variability in generalized dynamical systems. In particular, we use…
The correlation theory of the thermal hydrodynamic fluctuations of liquids with internal spin within a spherical cavity is developed. For the hydrodynamic fields of such a liquid, linearized equations with random thermal sources are used.…
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…
Entanglement fluctuations associated with Schr\"{o}dinger evolution of wavefunctions offer a unique perspective on various fundamental issues ranging from quantum thermalization to state preparation in quantum devices. Very recently, a…
This paper considers the problem of estimating the time auto-correlation function for a quantity that is defined in configuration space, given a knowledge of the mean-square displacement as function of time in configuration space. The…
By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating…
We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control…