相关论文: Extracting Event Dynamics from Event-by-Event Anal…

We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution…

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Many stochastic optimization problems include chance constraints that enforce constraint satisfaction with a specific probability; however, solving an optimization problem with chance constraints assumes that the solver has access to the…

The patterns of motion of mobile agents has received recently wide attention in the literature. There is a number of recent studies centered around the motion behavior of many agents ranging from albatrosses to human beings. Special…

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…

In this article, it is described how to use statistical data analysis to obtain models directly from data. The focus is put on finding nonlinearities within a generalized additive model. These models are found by the means of backfitting…

We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…

This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…

We investigate how price variations of a stock are transformed into profits and losses (P&Ls) of a trend following strategy. In the frame of a Gaussian model, we derive the probability distribution of P&Ls and analyze its moments (mean,…

Many physical observables can be represented as a particle spending some random time within a given domain. For a broad class of transport-dominated processes, we detail how it is possible to express the moments of the number of particle…

We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we…

We propose to introduce a new stochastic process in molecular dynamics in order to improve the description of the nucleon emission process from a hot nucleus. We give momentum fluctuations originating from the momentum width of the nucleon…

We develop an innovative and unbiased procedure, based on event mixing, to account for unavoidable contributions from volume (or system size) fluctuations to experimentally measured moments of particle multiplicity distributions produced in…

The Phi-measure of event-by-event fluctuations in high-energy heavy-ion collisions corresponds to the second moment of the fluctuating quantity distribution of interest. It is shown that the measure based on the third moment preserves the…

The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…

Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…

The dynamics of a quantum mechanical particle in a time-independent potential are found to contain many interesting phenomena. These are direct consequences of the (typical) existence of more than one time scale governing the problem. This…