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We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner

We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the…

General Finance · Quantitative Finance 2012-07-06 Stefano Viaggiu , Andrea Lionetto , Leonardo Bargigli , Michele Longo

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

The statistical mechanics of Gibbs is a juxtaposition of subjective, probabilistic ideas on the one hand and objective, mechanical ideas on the other. In this paper, we follow the path set out by Jaynes, including elements added…

Statistical Mechanics · Physics 2015-11-24 David M. Rogers , Thomas L. Beck , Susan B. Rempe

Many physicists think that the maximum entropy formalism is a straightforward application of Bayesian statistical ideas to statistical mechanics. Some even say that statistical mechanics is just the general Bayesian logic of inductive…

Statistical Mechanics · Physics 2007-05-23 Cosma Rohilla Shalizi

In this paper I propose a new way for counting the microstates of a system out of equilibrium. As, according to quantum mechanics, things happen as if a given particle can be found in more than one state at once, I extend this concept to…

Quantum Physics · Physics 2009-11-13 Norton G. de Almeida

In this document, we aim to gather various results related to a compositional/categorical approach to rigorous Statistical Mechanics. Rigorous Statistical Mechanics is centered on the mathematical study of statistical systems. Central…

Mathematical Physics · Physics 2024-03-26 Grégoire Sergeant-Perthuis

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

We study the statistical mechanics of the self-gravitating gas at thermal equilibrium with two kinds of particles. We start from the partition function in the canonical ensemble which we express as a functional integral over the densities…

Astrophysics · Physics 2009-11-07 H. J. de Vega , J. A. Siebert

We propose a generalisation of Gibbs' statistical mechanics into the domain of non-negligible phase space correlations. Derived are the probability distribution and entropy as a generalised ensemble average, replacing…

Statistical Mechanics · Physics 2014-09-10 R. A. Treumann , W. Baumjohann

Statistical mechanics is generalized on the basis of an additive information theory for incomplete probability distributions. The incomplete normalization $\sum_{i=1}^wp_i^q=1$ is used to obtain generalized entropy $S=-k\sum_{i=1}^wp_i^q\ln…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…

Condensed Matter · Physics 2008-02-03 Josef A. Zuk

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…

Statistical Mechanics · Physics 2015-12-07 B. Buck , A. C. Merchant

This paper aims to justify the use of statistical mechanics tools in situations where the system is out of equilibrium and jammed. Specifically, we derive a Boltzmann equation for a jammed granular system and show that the Boltzmann's…

Soft Condensed Matter · Physics 2007-05-23 Sam. F. Edwards , Jasna Brujic , Hernan A. Makse

A classical (non-quantum-mechanical) relativistic ideal gas in thermodynamic equilibrium in a uniformly accelerated frame of reference is studied using Gibbs's microcanonical and grand canonical formulations of statistical mechanics. Using…

Classical Physics · Physics 2015-05-20 Domingo J. Louis-Martinez

Since its origin in the thermodynamics of the 19th century, the concept of entropy has also permeated other fields of physics and mathematics, such as Classical and Quantum Statistical Mechanics, Information Theory, Probability Theory,…

Machine Learning · Statistics 2025-03-06 Salomé A. Sepúveda Fontaine , José M. Amigó

The self-gravitating systems are formed by particles interacting through gravity. They describe structure formation in the universe. As a consequence of the long range interaction of gravity, they are inhomogeneous even at thermal…

Astrophysics · Physics 2007-05-23 Julien Siebert

The violation of the Pauli principle has been surmised in several models of the Fractional Exclusion Statistics and successfully applied to several quantum systems. In this paper, a classical alternative of the exclusion statistics is…

Statistical Mechanics · Physics 2022-10-17 Projesh Kumar Roy