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

Digital monitoring studies collect real-time high frequency data via mobile sensors in the subjects' natural environment. This data can be used to model the impact of changes in physiology on recurrent event outcomes such as smoking, drug…

We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that…

In the domain of time series analysis, particularly in event detection tasks, current methodologies predominantly rely on segmentation-based approaches, which predict the class label for each individual timesteps and use the changepoints of…

Epidemics are often modelled using non-linear dynamical systems observed through partial and noisy data. In this paper, we consider stochastic extensions in order to capture unknown influences (changing behaviors, public interventions,…

Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Extreme events, such as rogue waves, earthquakes and stock market crashes, occur spontaneously in many dynamical systems. Because of their usually adverse consequences, quantification, prediction and mitigation of extreme events are highly…

To understand the origin of bursty dynamics in natural and social processes we provide a general analysis framework, in which the temporal process is decomposed into sub-processes and then the bursts in sub-processes, called contextual…

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…

We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…

Event-by-event analysis of heavy-ion collision events is an important tool for the study of the QCD phase boundary and formation of a quark-gluon plasma. A universal feature of phase boundaries is the appearance of increased fluctuations of…

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

We investigate the dependence of Poincar\'e recurrence-times statistics on the choice of recurrence-set, by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct…

A recently developed non-linear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However the diffusion and the noise terms present in this theory are not derived from…

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…

Process mining is a well-established discipline of data analysis focused on the discovery of process models from information systems' event logs. Recently, an emerging subarea of process mining, known as stochastic process discovery, has…

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…