Related papers: Multi-point distribution for Gaussian non-equilibr…
This paper explores the observability and estimation capability of dynamical systems using predominantly relative measurements of the system's state-space variables, with minimal to no reliance on absolute measurements of these variables.…
Extended nonequilibrium systems can be studied in the framework of field theory or from dynamical systems perspective. Here we report numerical evidence that the sum of a well-defined number of instantaneous Lyapunov exponents for the…
We show that the large deviations of nonequilibrium systems are determined by the fluctuations of associated equilibrium dynamics. In particular, this implies that numerical calculations and experimental measurements of nonequilibrium…
We discuss the relevance of information contained in cross-correlations among different degrees of freedom, which is crucial in non-equilibrium systems. In particular we consider a stochastic system where two degrees of freedom $X_1$ and…
The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or…
A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…
Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…
We develop algorithms for detecting multiple changepoints in functional data when the number of changepoints is unknown (unsupervised case), when it is specified apriori (supervised case), and when certain bounds are available…
We consider multi-time correlators for output signals from linear detectors, continuously measuring several qubit observables at the same time. Using the quantum Bayesian formalism, we show that for unital (symmetric) evolution in the…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…
We provide new characterizations of two-points and some related distributions. We use properties of independence and/or identity of the distributions of suitable linear forms of random variables. Keywords: characterization of a…
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…
In the present study we examine non-Gaussian spreading of solutes subject to advection, dispersion and kinetic sorption (adsorption/desorption). We start considering the behavior of a single particle and apply a random walk to describe…
We investigate consistency relations for non-Gaussianity. We provide a model-independent dynamical proof for the consistency relation of 3-point correlation functions from the Hamiltonian and field redefinition. This relation can be applied…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
Explicit forms of nonequilibrium Gaussian distributions and heat flows are obtained for the Fokker-Planck equation corresponding to the coupled linear Langevin equations of two and three variables.
The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…
The study of chaotic systems, where rare events play a pivotal role, is essential for understanding complex dynamics due to their sensitivity to initial conditions. Recently, tools from large deviation theory, typically applied in the…