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A quantile is defined as a value below which random draws from a given distribution falls with a given probability. In a centralized setting where the cumulative distribution function (CDF) is unknown, the empirical CDF (ECDF) can be used…

Systems and Control · Computer Science 2018-05-02 Jongmin Lee , Cihan Tepedelenlioglu , Andreas Spanias

We study the emergence of dynamical quantum phase transitions (DQPTs) in a half-filled one-dimensional lattice described by the extended Fermi-Hubbard model, based on tensor network simulations. Considering different initial states, namely…

Strongly Correlated Electrons · Physics 2022-04-29 Juan José Mendoza-Arenas

Quantum Phase Estimation (QPE) routines are known to fail probabilistically even with perfect gates and input states. This effect stems from an incompatibility of finite-sized quantum registers to capture a phase within QPE with phase…

Quantum Physics · Physics 2025-08-12 Harriet Apel , Cristian L. Cortes , Jessica Lemieux , Mark Steudtner

In non-interacting isolated quantum systems out of equilibrium, local subsystems typically relax to non-thermal stationary states. In the standard framework, information on the rest of the system is discarded, and such states are described…

Quantum Physics · Physics 2023-03-23 Maxime Lucas , Lorenzo Piroli , Jacopo De Nardis , Andrea De Luca

We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…

Probability · Mathematics 2025-07-08 Ivan Papić

This paper introduces the Non-homogeneous Generalized Skellam process (NGSP) and its fractional version NGFSP by time changing it with an independent inverse stable subordinator. We study distributional properties for NGSP and NGFSP…

Probability · Mathematics 2025-09-23 Kartik Tathe , Sayan Ghosh

The random matrix ensembles (RME), especially Gaussian random matrix ensembles GRME and Ginibre random matrix ensembles, are applied to following quantum systems: nuclear systems, molecular systems, and two-dimensional electron systems…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Ensembles of General Circulation Models (GCMs) are the primary tools for investigating climate sensitivity, projecting future climate states, and quantifying uncertainty. GCM ensembles are subject to substantial uncertainty due to model…

Applications · Statistics 2025-07-29 Trevor Harris , Ryan Sriver

We propose a new way to measure the balance between freedom and coherence in a dynamical system and a new measure of its internal variability. Based on the concept of entropy and ideas from neuroscience and information theory, we define…

Dynamical Systems · Mathematics 2016-11-21 Karl Petersen , Benjamin Wilson

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

Achieving quantum speedups in practical tasks remains challenging for current noisy intermediate-scale quantum (NISQ) devices. These devices always encounter significant obstacles such as inevitable physical errors and the limited…

Quantum Physics · Physics 2024-08-28 Riki Toshio , Yutaro Akahoshi , Jun Fujisaki , Hirotaka Oshima , Shintaro Sato , Keisuke Fujii

Classical First-Passage-Time Distributions (FPTDs) have been extensively studied both theoretically and experimentally. Their quantum counterparts, Quantum First-Passage-Time Distributions (QFPTDs), remain largely unexplored and have deep…

The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of…

Soft Condensed Matter · Physics 2009-10-31 Paolo Allegrini , Jack F. Douglas , Sharon C. Glotzer

In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a non-stationary gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval,…

Statistical Finance · Quantitative Finance 2015-06-12 J. F. Muzy , R. Baile , E. Bacry

A recently explored interesting quantity in AdS/CFT, dubbed 'residual entropy', characterizes the amount of collective ignorance associated with either boundary observers restricted to finite time duration, or bulk observers who lack access…

High Energy Physics - Theory · Physics 2015-06-22 Veronika E. Hubeny

The analogy between an equilibrium partition function and the return probability in many-body unitary dynamics has led to the concept of dynamical quantum phase transition (DQPT). DQPTs are defined by non-analyticities in the return…

Quantum Physics · Physics 2021-02-02 Stefano De Nicola , Alexios A. Michailidis , Maksym Serbyn

A new ensemble forecast algorithm, named as the physics-informed data-driven algorithm with conditional Gaussian statistics (PIDD-CG), is developed to predict the time evolution of the probability density functions (PDFs) of complex…

Fluid Dynamics · Physics 2022-04-20 Nan Chen , Di Qi

Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…

Econometrics · Economics 2020-09-24 Liang Chen , Juan Jose Dolado , Jesus Gonzalo

Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…

Statistical Mechanics · Physics 2019-04-16 Junang Li , Jordan M. Horowitz , Todd R. Gingrich , Nikta Fakhri

The total entropy production generated by the dynamics of an externally driven systems exchanging energy and matter with multiple reservoirs and described by a master equation is expressed as the sum of three contributions, each…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Upendra Harbola , Shaul Mukamel