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The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent…

Methodology · Statistics 2025-03-18 Changwoo J. Lee , Alessandro Zito , Huiyan Sang , David B. Dunson

In an effort to understand the glass transition, the kinetics of a spin model with frustration but no quenched randomness has been analyzed. The phenomenology of the spin model is remarkably similiar to that of structural glasses. Analysis…

Statistical Mechanics · Physics 2009-10-31 Bulbul Chakraborty , Lei Gu , Hui Yin

The paper is focused on the nonlinear stability analysis of stochastic $\theta$-methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square deviation between two solutions exponentially decays,…

Numerical Analysis · Mathematics 2021-02-24 Raffaele D'Ambrosio , Stefano Di Giovacchino

We discuss the problem of static chaos in spin glasses. In the case of magnetic field perturbations, we propose a scaling theory for the spin-glass phase. Using the mean-field approach we argue that some pure states are suppressed by the…

Condensed Matter · Physics 2009-10-22 Felix Ritort

The exact mean-field theory for the simplest glass-forming system - the dense assembly of hard spheres in the large dimensional limit - predicts the existence of a Gardner phase. This transition is characterized by full replica symmetry…

Disordered Systems and Neural Networks · Physics 2022-06-17 Yuliang Jin , Hajime Yoshino

The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation of its reduced density. The influence of the environment is incorporated through a mean-field which is both stochastic…

Quantum Physics · Physics 2009-11-13 Denis Lacroix

The statistical mechanics of a two-state Ising spin-glass model with finite random connectivity, in which each site is connected to a finite number of other sites, is extended in this work within the replica technique to study the phase…

Statistical Mechanics · Physics 2011-06-20 R. Erichsen , W. K. Theumann

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

Dynamical Systems · Mathematics 2013-06-04 Ting Gao , Jinqiao Duan

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

Critical single-particle fluctuations associated with particle displacements are inherent to simple glass-forming liquids in the limit of large dimensions and leave a pseudo-critical trace across all finite dimensions. This characteristic…

Disordered Systems and Neural Networks · Physics 2024-08-14 Corentin C. L. Laudicina , Patrick Charbonneau , Yi Hu , Liesbeth M. C. Janssen , Peter K. Morse , Ilian Pihlajamaa , Grzegorz Szamel

Use of dedicated computers in spin glass simulations allows one to equilibrate very large samples (of size as large as $L=32$) and to carry out "computer experiments" that can be compared to (and analyzed in combination with) laboratory…

Disordered Systems and Neural Networks · Physics 2022-10-12 V. Martin-Mayor , J. J. Ruiz-Lorenzo , B. Seoane , A. P. Young

Dynamical systems of the gauge glass are investigated by the method of the gauge transformation.Both stochastic and deterministic dynamics are treated. Several exact relations are derived among dynamical quantities such as equilibrium and…

Disordered Systems and Neural Networks · Physics 2009-11-10 Yukiyasu Ozeki

Facilitated or kinetically constrained spin models (KCSM) are a class of interacting particle systems reversible w.r.t. to a simple product measure. Each dynamical variable (spin) is re-sampled from its equilibrium distribution only if the…

Probability · Mathematics 2012-10-04 Nicoletta Cancrini , Fabio Martinelli , Cyril Roberto , Cristina Toninelli

Pinning particles at random in supercooled liquids is a promising route to make substantial progress on the glass transition problem. Here we develop a mean-field theory by studying the equilibrium and non-equilibrium dynamics of the…

Disordered Systems and Neural Networks · Physics 2012-12-18 Chiara Cammarota , Giulio Biroli

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

Statistical Mechanics · Physics 2012-08-02 Robert Biele , Roberto D'Agosta

We examine a biomolecular machine involving a driven, observable process coupled to a hidden process in a kinetically cooperative manner. A stochastic thermodynamics framework is employed to analyze a fluctuation theorem for the…

Statistical Mechanics · Physics 2025-11-14 D. Evan Piephoff , Jianshu Cao

In this paper and in the companion one we address the problem of identifying the effective theory that describes the statistics of the fluctuations of what is thought to be the relevant order parameter for glassy systems---the overlap field…

Statistical Mechanics · Physics 2018-11-21 G. Biroli , C. Cammarota , G. Tarjus , M. Tarzia

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

A mean field spherical model with random couplings between pairs, quartets, and possibly higher multiplets of spins is considered. It has the same critical behavior as the Sherrington-Kirkpatrick model. It thus exhibits replica symmetry…

Condensed Matter · Physics 2009-10-22 Th. M. Nieuwenhuizen

We review recent theoretical progress on glassy dynamics, with special emphasis on the importance and universality of the ``aging regime'', which is relevant to many experimental situations. The three main subjects which we address are: (i)…

Disordered Systems and Neural Networks · Physics 2008-02-03 Jean-Philippe Bouchaud , Leticia F. Cugliandolo , Jorge Kurchan , Marc Mezard