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Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

A major issue in the clinical management of epilepsy is the unpredictability of seizures. Yet, traditional approaches to seizure forecasting and risk assessment in epilepsy rely heavily on raw seizure frequencies, which are a stochastic…

Applications · Statistics 2024-06-11 Emily T. Wang , Sharon Chiang , Zulfi Haneef , Vikram R. Rao , Robert Moss , Marina Vannucci

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…

In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…

Statistics Theory · Mathematics 2023-08-11 Jamaal Ahmad , Mogens Bladt

We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…

Econometrics · Economics 2018-12-04 Yuan Liao , Xiye Yang

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

We solve a simple model that supports a dynamic phase transition and show conditions for the existence of the transition. Using methods of large deviation theory we analytically compute the probability distribution for activity and entropy…

Statistical Mechanics · Physics 2014-10-17 Todd R. Gingrich , Suriyanarayanan Vaikuntanathan , Phillip L. Geissler

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

Statistics Theory · Mathematics 2018-01-17 Federico Camerlenghi , David B. Dunson , Antonio Lijoi , Igor Prünster , Abel Rodríguez

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

Econometrics · Economics 2021-11-23 Ayden Higgins , Federico Martellosio

The Boltzmann distribution encodes our subjective knowledge of the configuration in a classical lattice model, given only its Hamiltonian. If we acquire further information about the configuration from measurement, our knowledge is updated…

Statistical Mechanics · Physics 2025-04-03 Adam Nahum , Jesper Lykke Jacobsen

Recent work has proposed fading ergodicity as a mechanism for many-body ergodicity breaking. Here, we show that two paradigmatic random matrix ensembles -- the Rosenzweig-Porter model and the ultrametric model -- fall within the same…

Statistical Mechanics · Physics 2026-03-26 Rafał Świętek , Maksymilian Kliczkowski , Miroslav Hopjan , Lev Vidmar

Universal critical properties can manifest themselves not only in spatial but also in temporal directions. It has been found that critical point with emergent symmetry exhibits intriguing spatial critical properties characterized by two…

Statistical Mechanics · Physics 2025-02-10 Yu-Rong Shu , Ting Liao , Shuai Yin

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Time irreversibility (temporal asymmetry) is one of fundamental properties that characterize the nonlinearity of complex dynamical processes, and our brain is a typical complex dynamical system manifested with nonlinearity. Two…

Neurons and Cognition · Quantitative Biology 2020-03-10 Yao Wen-po , Yao wen-li , Dai Jia-fei , Wang Jun

Recently, we introduced [Physical Review E 100, 022303 (2019)] a stochastic social balance model with Glauber dynamics which takes into account the role of randomness in the individual's behavior. One important finding of our study was a…

Physics and Society · Physics 2021-06-16 Pouya Manshour , Afshin Montakhab

A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…

Mathematical Physics · Physics 2025-03-07 Nestor Barraza , Gabriel Pena , Juliana Gambini , Florencia Carusela

Excess hazard modeling is one of the main tools in population-based cancer survival research. Indeed, this setting allows for direct modeling of the survival due to cancer even in the absence of reliable information on the cause of death,…

Methodology · Statistics 2022-04-12 A. Eletti , G. Marra , M. Quaresma , R. Radice , F. J. Rubio

Agents' heterogeneity is recognized as a driver mechanism for the persistence of financial volatility. We focus on the multiplicity of investment strategies' horizons, we embed this concept in a continuous time stochastic volatility…

Statistical Finance · Quantitative Finance 2013-04-04 Danilo Delpini , Giacomo Bormetti