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Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…
Financial returns are known to exhibit heavy tails, volatility clustering and abrupt jumps that are poorly captured by classical diffusion models. Advances in machine learning have enabled highly flexible functional forms for conditional…
Generalized linear mixed-effects models (GLMMs) are widely used to analyze grouped and hierarchical data. In a GLMM, each response is assumed to follow an exponential-family distribution where the natural parameter is given by a linear…
We propose a unified framework that extends the inference methods for classical hidden Markov models to continuous settings, where both the hidden states and observations occur in continuous time. Two different settings are analyzed: hidden…
In this paper, we derive a generalized second fluctuation-dissipation theorem (FDT) for stochastic dynamical systems in the steady state. The established theory is built upon the Mori-type generalized Langevin equation for stochastic…
Despite the fact that the theory of mixtures has been part of non-equilibrium thermodynamics and engineering for a long time, it is far from complete. While it is well formulated and tested in the case of mechanical equilibrium (where only…
We consider thermodynamically consistent autonomous Markov jump processes displaying a macroscopic limit in which the logarithm of the probability distribution is proportional to a scale-independent rate function (i.e., a large deviations…
This paper presents a novel Koopman operator formulation for Euler Lagrangian dynamics that employs an implicit generalized momentum-based state space representation, which decouples a known linear actuation channel from state dependent…
This paper introduces a Multi-modal Diffusion model for Motion Prediction (MDMP) that integrates and synchronizes skeletal data and textual descriptions of actions to generate refined long-term motion predictions with quantifiable…
We propose a channel modeling using jump-diffusion processes, and study the differential properties of entropy and mutual information. By utilizing the Kramers-Moyal and Kolmogorov-Feller equations, we express the mutual information between…
The fluctuation-dissipation theorem is a cornerstone result in statistical mechanics that can be used to translate the statistics of the free natural variability of a system into information on its forced response to perturbations. By…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…
Many applications of contemporary science involve multiscale dynamics, which are typically characterized by the time and space scale separation of patterns of motion, with fewer slowly evolving variables and much larger set of faster…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Making sense of complex inhomogeneous systems composed of many interacting species is a grand challenge that pervades basically all natural sciences. Phase separation and pattern formation in reaction-diffusion systems have been largely…
We consider a quantum system driven out of equilibrium via a small Hamiltonian perturbation. Building on the paradigmatic framework of linear response theory (LRT), we derive an expression for the full generating function of the dissipated…
In practically all turbulent flows, turbulent energy decay is present and competes with numerous other phenomena. In Kolmogorov's theory, decay proceeds by transfer from large energy-containing scales towards small viscous scales through…
A one-dimensional Vlasov-Poisson system is considered to elucidate how the information entropies of the probability distribution functions of the electron position and velocity variables evolve in the Landau damping process. Considering the…
In this work, we study the pattern solutions of doubly nonlocal logistic map that include spatial kernels in both growth and competition terms. We show that this map includes as a particular case the nonlocal Fisher-Kolmogorov equation, and…