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When dealing with certain kind of complex phenomena the theoretician may face some difficulties -- typically a failure to have access to information for properly characterize the system -- for applying the full power of the standard…

Statistical Mechanics · Physics 2007-05-23 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…

Statistics Theory · Mathematics 2022-04-01 Fangzheng Xie , Dingbo Wu

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random…

Probability · Mathematics 2012-07-26 Wei Wang , Jian Ren , Jinqiao Duan , Guowei He

Based on the probability distribution observed in complex systems and an assumption that the probability distributions of complex systems satisfy a new generalized multiplication, it is proved that the statistical theory of complex systems…

Statistical Mechanics · Physics 2015-06-25 Jincan Chen , Tie Liu , Zhifu Huang , Guozhen Su

Using the Generalized Maximium Entropy Principle based on the nonextensive q entropy a new family of random matrix ensembles is generated. This family unifies previous extensions of Random Matrix Theory and gives rise to an orthogonal…

Mathematical Physics · Physics 2009-11-10 A. C. Bertuola , O. Bohigas , M. P. Pato

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

We propose a general approach, named by us hyperstatistics, to treat complex systems, in which Boltzmann-Gibbs statistics breaks down in domains of the system. Hyperstatistics preserves the concavity of nonadditive $q$-entropy. We obtain…

Statistical Mechanics · Physics 2026-04-29 Lucas Squillante , Samuel M. Soares , Constantino Tsallis , Mariano de Souza

We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…

Statistical Mechanics · Physics 2020-06-24 Erez Aghion , David A. Kessler , Eli Barkai

The paper is devoted to the construction of the superstatistical description for nonequilibrium Markovian systems. It is based on Kirchhoff's diagram technique and the assumption on the system under consideration to possess a wide variety…

Statistical Mechanics · Physics 2007-06-07 Ihor Lubashevsky , Rudolf Friedrich , Andrey Ushakov , Andreas Heuer

The GENERIC theory provides a framework for the description of non-equilibrium phenomena in isolated systems beyond local thermal equilibrium and beyond linear non-equilibrium (i.e., linear relations between thermodynamic forces and…

Statistical Mechanics · Physics 2012-10-02 Miguel Hoyuelos

We present a comprehensive analytical study of a variation of the eigenvector ensemble initially proposed by Deutsch for the foundations of the Eigenstate Thermalization Hypothesis (ETH). This ensemble, called the $C$-ensemble, incorporates…

Quantum Physics · Physics 2025-06-27 William E. Salazar , Juan Diego Urbina , Javier Madroñero

We develop a systematic method to obtain the solution of the collisionless Boltzmann equation which describes the growth of large-scale structures as a perturbative series over the initial density perturbations. We give an explicit…

Astrophysics · Physics 2009-11-06 P. Valageas

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is inspired by recent developments on Bradley-Terry models in…

Statistics Theory · Mathematics 2018-08-27 Sylvain Le Corff , Matthieu Lerasle , Elodie Vernet

In this paper, an analysis of the undetected error probability of ensembles of binary matrices is presented. The ensemble called the Bernoulli ensemble whose members are considered as matrices generated from i.i.d. Bernoulli source is…

Information Theory · Computer Science 2008-04-08 Tadashi Wadayama

We obtain exact analytic expressions for a class of functions expressed as integrals over the Haar measure of the unitary group in d dimensions. Based on these general mathematical results, we investigate generic dynamical properties of…

Quantum Physics · Physics 2013-04-30 Manuel Gessner , Heinz-Peter Breuer

What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a…

Quantum Physics · Physics 2015-05-30 Miguel Navascues , David Perez-Garcia , Ignacio Villanueva

We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…

Machine Learning · Statistics 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

We study the process of equilibration between two non-extensive subsystems in the framework of a particular non-extensive Boltzmann equation. We have found that even subsystems with different non-extensive properties achieve a common…

Statistical Mechanics · Physics 2007-05-23 T. S. Biro , G. Purcsel
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