Related papers: Superstatistics: Recent developments and applicati…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
Life is characterized by a myriad of complex dynamic processes allowing organisms to grow, reproduce, and evolve. Physical approaches for describing systems out of thermodynamic equilibrium have been increasingly applied to living systems,…
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…
We consider hydrodynamic limits of interacting particles systems with open boundaries, where the exterior parameters change in a time scale slower than the typical relaxation time scale. The limit deterministic profiles evolve…
In non-equilibrium states, currents are produced by irreversible processes that take a system toward the equilibrium state, where the current vanishes. We demonstrate, in a general setting, that a superstatistics arises when the system…
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…
A new statistical approach is presented to study the thermal instability process of optically thin unmagnetized plasma. In this approach the time evolution of mass distribution function over temperature is calculated. This function…
We present a common framework to study decay and exchanges rates in a wide class of dynamical systems. Several applications, ranging form the metric theory of continuons fractions and the Shannon capacity of contrained systems to the decay…
Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…
The correlated density appears in many physical systems ranging from dense interacting gases up to Fermi liquids which develop a coherent state at low temperatures, the superconductivity. One consequence of the correlated density is the…
The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…
Critical phenomena in non-equilibrium systems have been studied by means of a wide variety of theoretical and experimental approaches. Mode-coupling, renormalization group, complex Lie algebras and diagrammatic techniques are some of the…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
Consistent statistical physical description is given for systems where the elementary excitations are composite objects. Explicit calculational scheme is constructed for the energy density and the total number of thermodynamical degrees of…
Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…
The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…