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Related papers: Fluctuation theorems and expected utility hypothes…

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Upon employing a natural time window of fixed length sliding through a time series, an explicit interrelation between the variability $\beta$ of the variance $\kappa_1$($=< \chi^2 > - < \chi >^2$) of natural time $\chi$ and events'…

Statistical Mechanics · Physics 2015-08-06 N. V. Sarlis , P. V. Varotsos , E. S. Skordas

Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…

Artificial Intelligence · Computer Science 2013-03-26 Arthur Ramer

Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…

Statistical Mechanics · Physics 2021-02-12 Christoph Streißnig , Holger Kantz

Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…

Mathematical Physics · Physics 2007-10-03 Kieran Kelly , Przemysław Repetowicz , Seosamh macRéamoinn

We uncover the quantum fluctuation-response inequality, which, in the most general setting, establishes a bound for the mean difference of an observable at two different quantum states, in terms of the quantum relative entropy. When the…

Quantum Physics · Physics 2022-03-22 Yan Wang

We conducted a laboratory experiment involving human subjects to test the theoretical hypothesis that equilibrium selection can be impacted by manipulating the games dynamics process, by using modern control theory. Our findings indicate…

General Economics · Economics 2024-11-12 Wang Zhijian , Shan Lixia , Yao Qinmei , Wang Yijia

General equilibrium equations in economics play the same role with many-body Newtonian equations in physics. Accordingly, each solution of the general equilibrium equations can be regarded as a possible microstate of the economic system.…

General Finance · Quantitative Finance 2015-06-18 Yong Tao

When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data about whether and how to collect further data? Game-theoretic probability's fundamental principle for testing by betting says yes, provided…

Methodology · Statistics 2023-08-30 Glenn Shafer

The invariant response was defined from a formulation of the fluctuation-response theorem in the space of probability distributions. An inequality is here conjectured which sets the mutual information as an upper bound to the invariant…

Biological Physics · Physics 2023-09-21 Andrea Auconi

Possibilistic risk theory starts from the hypothesis that risk is modelled by fuzzy numbers. In particular, in a possibilistic portfolio choice problem, the return of a risky asset will be a fuzzy number. The expected utility operators have…

Portfolio Management · Quantitative Finance 2019-07-01 Irina Georgescu , Louis Aimé Fono

We consider heat fluctuations and fluctuation theorems for systems driven by multiple reservoirs. We establish a fundamental symmetry obeyed by the joint probability distribution for the heat transfers and system coordinates. The symmetry…

Statistical Mechanics · Physics 2014-10-03 Hans C. Fogedby , Alberto Imparato

Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This…

Economics · Quantitative Finance 2016-10-07 Enrico G. De Giorgi , Ola Mahmoud

We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…

Statistical Mechanics · Physics 2007-11-28 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto

The concept of work is basic for statistical thermodynamics. To gain a fuller understanding of work and its (quantum) features, it needs to be represented as an average of a fluctuating quantity. Here I focus on the work done between two…

Statistical Mechanics · Physics 2015-06-19 A. E. Allahverdyan

A colloidal particle immersed in a bath of bacteria is a typical example of a passive particle in an active bath. To model this, we take an overdamped harmonically trapped particle subjected to a thermal and a non-equilibrium noise arising…

Statistical Mechanics · Physics 2018-08-02 Subhasish Chaki , Rajarshi Chakrabarti

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

Several theoretical results concerning event-by-event fluctuations are discussed: (1) a role of the global conservation laws and concept of statistical ensembles; (2) strongly intensive measures are introduced; they give a possibility to…

Nuclear Theory · Physics 2015-05-18 Mark I. Gorenstein

We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…

Mesoscale and Nanoscale Physics · Physics 2019-09-05 Patrick P. Potts , Peter Samuelsson

Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores, etc.). Specifically, given a sample from each of two…

Econometrics · Economics 2024-08-27 David M. Kaplan
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