Related papers: Relationship between event counting statistics and…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…
Correlation effects in in the fluctuation of the number of particles in the process of energy branching by sequential impact ionizations are studied using an exactly soluble model of random parking on a line. The Fano factor F calculated in…
The purpose of this note is to point out analogies between causal analysis in statistics and the correlation-response theory in statistical physics. It is further shown that for some systems the dynamic cavity offers a way to compute the…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
The interaction between individuals in biological populations, dilute components of chemical systems, or particles transported by turbulent flows depends critically on their contact statistics. This work clarifies those statistics under the…
We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…
I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…
This paper studies the joint moments of a compound discounted renewal process observed at different times with each arrival removed from the system after a random delay. This process can be used to describe the aggregate (discounted)…
An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…
Time evolution in several classes of quantum devices is generated through the application of quantum gates. Resetting is a critical technological feature in these systems allowing for mid-circuit measurement and complete or partial qubit…
The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…
For Markov jump processes on irreducible networks with finite number of sites, we derive a general and explicit expression of the squared coefficient of variation for the net number of transitions from one site to a connected site in a…
We present a unified approach to those observables of stochastic processes under reset that take the form of averages of functionals depending on the most recent renewal period. We derive solutions for the observables, and determine the…
We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…
We study event-by-event dynamical fluctuations of various particle ratios at different energies. We assume that particle production in final state is due to chemical equilibrium processes. We compare results from resonance gas model with…
We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations. In this renewal process the waiting times between events are IID…
We investigate the effect of nonextensive statistics as applied to the chemical fluctuations in high-energy nuclear collisions discussed recently using the event-by-event analysis of data. It turns out that very minuite nonextensitivity…
Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…