相关论文: State estimation of long-range correlated non-equi…

We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be…

We calculate the power spectrum of density fluctuations in the statistical non-equilibrium field theory for classical, microscopic degrees of freedom to first order in the interaction potential. We specialise our result to cosmology by…

In this work, we investigate entropy solutions for a class of systems of nonlocal {balance laws in which the convective flux and the source involves terms where the state variable convolved with kernels} in both spatial and temporal…

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Strongly correlated systems far from equilibrium can exhibit scaling solutions with a dynamically generated weak coupling. We show this by investigating isolated systems described by relativistic quantum field theories for initial…

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Non-locality is a fundamental trait of quantum many-body systems, both at the level of pure states, as well as at the level of mixed states. Due to non-locality, mixed states of any two subsystems are correlated in a stronger way than what…

We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…

Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…

Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe…

Previous works have shown numerically that the response of a ``stochastic resonator'' is enhanced as a consequence of spatial coupling. Also, similar results have been obtained in a reaction-diffusion model by studying the phenomenon of…

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

We use simple models (the Ising model in one and two dimensions, and the spherical model in arbitrary dimension) to put to the test some recent ideas on the slow dynamics of nonequilibrium systems. In this review the focus is on the…

The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…

We exactly calculate two-point spatial correlation functions in steady state in a broad class of conserved-mass transport processes, which are governed by chipping, diffusion and coalescence of masses. We find that the spatial correlations…

When analyzing experimental or simulation time-series data, the question arises whether it is possible to tell from a one-dimensional time-dependent trajectory whether the system is in equilibrium or not. We here consider the…

We analyze nonclassical correlations between outcomes of measurements conducted on two spatial radiation modes. These correlations cannot be simulated with statistical mixtures of coherent states or, more generally, with non-negative…

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

We show that intensive thermodynamic parameters associated to additive conserved quantities can be naturally defined from a statistical approach in far-from-equilibrium steady-state systems, under few assumptions, and without any detailed…

State estimation of a dynamical system refers to estimating the state of a system given an imperfect model, noisy measurements and some or no information about the initial state. While Kalman filtering is optimal for estimation of linear…