Related papers: First-Passage Time: A Conception Leading to Supers…
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…
We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…
In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…
At very small scales, thermodynamic energy exchanges like work and heat become comparable to thermal energy of the system, which leads to unusual phenomena like the transient violations of Second Law. We explore the generic characters of…
We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…
The notion of time is derived as a parameter of statistical ensemble representing the underlying system. Varying population numbers of microstates in statistical ensemble result in different expectation values corresponding to different…
We propose a new model for a measurement of a characteristic of a microscopic quantum state by a large system that selects stochastically the different eigenstates with appropriate quantum weights. Unlike previous works which formulate a…
The Hamiltonian Mean Field model describes a system of N fully-coupled particles showing a second-order phase transition as a function of the energy. The dynamics of the model presents interesting features in a small energy region below the…
These notes are based on the lectures that I gave (virtually) at the Bruneck Summer School in 2021 on first-passage processes and some applications of the basic theory. I begin by defining what is a first-passage process and presenting the…
We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter $\beta$ that fluctuates on a large time scale as…
Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…
First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…
Superstatistics is a `statistics of a statistics' relevant for driven nonequilibrium systems with fluctuating intensive parameters. It contains Tsallis statistics as a special case. We show that the probability density functions of velocity…
We study the lifetime of locally stable states in the Thirring model, which describes a system of particles whose interactions are long-range. The model exhibits first-order phase transitions in the canonical ensemble and, therefore, a free…
Non-equilibrium systems in steady states are commonly described by generalized statistical mechanical theories such as non-extensive statistics and superstatistics. Superstatistics assumes that the inverse temperature $\beta = 1/(k_B T)$…
We assume that markovian dynamics on a finite graph enjoys a gauge symmetry under local scalings of the probability density, derive the transformation law for the transition rates and interpret the thermodynamic force as a gauge potential.…
In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…