Related papers: The law of series
We examine the aggregate behavior of one-dimensional random walks in a model known as (one-dimensional) Internal Diffusion Limited Aggregation. In this model, a sequence of $n$ particles perform random walks on the integers, beginning at…
We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…
According to thermodynamics, the inevitable increase of entropy allows the past to be distinguished from the future. From this perspective, any clock must incorporate an irreversible process that allows this flow of entropy to be tracked.…
The 2nd law of thermodynamics yields an irreversible increase in entropy until thermal equilibrium is achieved. This irreversible increase is often assumed to require large and complex systems to emerge from the reversible microscopic laws…
In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…
We formulate quantum mechanics as an effective theory of an underlying structure characterized by microstates $|{\mathcal M}^j(t)\rangle$, each one defined by the quantum state $|\Psi(t)\rangle$ and a complete set of commutative observables…
To address the observation of Max Born (M. Born 1969) that the Newton's second law can emerge from a purely statistical perspective, we derive the evolution equation about the statistical distribution for dilute gas based solely on…
We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…
For a spectrally positive and strictly stable process with index in (1,2), a series representation is obtained for the joint distribution of the "first passage triple" that consists of the time of first passage and the undershoot and the…
We consider random walks in the form of nearest-neighbor hopping on Erdos-Renyi random graphs of finite fixed mean degree c as the number of vertices N tends to infinity. In this regime, using statistical field theory methods, we develop an…
Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
The essence of the second law of classical thermodynamics is the `entropy principle' which asserts the existence of an additive and extensive entropy function, S, that is defined for all equilibrium states of thermodynamic systems and whose…
We study a simple random walk on Z^2 with constraints on the axis. Motivation comes from physics when particles (a gas for example, see [Dal88]) are submitted to a local field. In our case we assume that the particle evolves freely in the…
The theoretical cornerstone of statistical mechanics is the ergodic assumption that all accessible configurations of a physical system are equally likely. Here we show how such property arises when an open quantum system is continuously…
It is well known that ergodic theory can be used to formally prove a weak form of relaxation to equilibrium for finite, mixing, Hamiltonian systems. In this Letter we extend this proof to any dynamics that preserves a mixing equilibrium…
According to statistical mechanics, micro-states of an isolated physical system (say, a gas in a box) at time $t_0$ in a given macro-state of less-than-maximal entropy typically evolve in such a way that the entropy at time $t$ increases…