Related papers: Work statistics and generalized Loschmidt echo for…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
In this work we study non-Hermitian extensions of the paradigmatic spin-1/2 XY chain in a magnetic field. Using the mapping of the model to free fermion form, we provide analytical insights into the energy spectrum of the non-Hermitian…
We consider a quasi-probability distribution of work for an isolated quantum system coupled to the energy-storage device given by the ideal weight. Specifically, we analyze a trade-off between changes in average energy and changes in…
This paper establishes expectation and variance asymptotics for statistics of the Poisson--Voronoi approximation of general sets, as the underlying intensity of the Poisson point process tends to infinity. Statistics of interest include…
The statistics of work done on a quantum system can be quantified by the two-point measurement scheme. We show how the Shannon entropy of the work distribution admits a general upper bound depending on the initial diagonal entropy, and a…
We re-examine the problem of the "Loschmidt echo", which measures the sensitivity to perturbation of quantum chaotic dynamics. The overlap squared $M(t)$ of two wave packets evolving under slightly different Hamiltonians is shown to have…
Universality is a pillar of modern critical phenomena. The standard scenario is that the two-point correlation algebraically decreases with the distance $r$ as $g(r) \sim r^{2-d-\eta}$, with $d$ the spatial dimension and $\eta$ the…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
Gibbs-Boltzmann entropy leads to systems that have a strong dependence on initial conditions. In reality, most materials behave quite independently of initial conditions. Nonextensive entropy or Tsallis entropy leads to nonextensive…
In high-frequency statistics and econometrics sums of functionals of increments of stochastic processes are commonly used and statistical inference is based on the asymptotic behaviour of these sums as the mesh of the observation times…
Let $L$ be a positive definite self-adjoint operator on the $L^2$-space associated to a $\si$-finite measure space. Let $H$ be the dual space of the domain of $L^{1/2}$ w.r.t. $L^2(\mu)$. By using an It\^o type inequality for the $H$-norm…
Geometric Brownian motion (GBM) is a key model for representing self-reproducing entities. Self-reproduction may be considered the definition of life [5], and the dynamics it induces are of interest to those concerned with living systems…
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the…
In this research monograph, we deal with a very general asymptotic representation for statistics named GRI expressed in the functional empirical process, both one-dimensional and multidimensional, and another call residual empirical…
The paper deals with the fast-slow motions setups in the discrete time $X^\epsilon((n+1)\epsilon)=X^\epsilon(n\epsilon)+\epsilon B(X^\epsilon(n\epsilon),\xi(n))$, $n=0,1,...,[T/\epsilon]$ and the continuous time $\frac…
Various aspects of the statistics of work performed by an external classical force on a quantum mechanical system are elucidated for a driven harmonic oscillator. In this special case two parameters are introduced that are sufficient to…
We present a numerical study of a reaction-diffusion model on a small-world network. We characterize the model's average activity $F_T$ after $T$ time steps and the transition from a collective (global) extinct state to an active state in…
MaxEnt's variational principle, in conjunction with Shannon's logarithmic information measure, yields only exponential functional forms in straightforward fashion. In this communication we show how to overcome this limitation via the…
We consider a number of questions regarding the Luttinger-Ward functional and the many-body perturbation series expansion of the proper self-energy $\Sigma(\mathbf{k};z)$ specific to uniform ground states (ensemble of states) of interacting…
Under the framework of G-expectation and G-Brownian motion, we introduce It\^o's integral for stochastic processes without assuming quasi-continuity. Then we can obtain It\^o's integral on stopping time interval. This new formulation…