scholarly journals Ergodicity and large deviations in physical systems with stochastic dynamics

2020 ◽  
Vol 93 (4) ◽  
Author(s):  
Robert L. Jack
2015 ◽  
Vol 52 (04) ◽  
pp. 1097-1114 ◽  
Author(s):  
Amarjit Budhiraja ◽  
Pierre Nyquist

Shot-noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory, and in the engineering sciences. In this paper we prove a large deviation principle for the sample-paths of a general class of multidimensional state-dependent Poisson shot-noise processes. The result covers previously known large deviation results for one-dimensional state-independent shot-noise processes with light tails. We use the weak convergence approach to large deviations, which reduces the proof to establishing the appropriate convergence of certain controlled versions of the original processes together with relevant results on existence and uniqueness.


OALib ◽  
2016 ◽  
Vol 03 (09) ◽  
pp. 1-6
Author(s):  
Malkhaz Mumladze

2015 ◽  
Vol 112 (18) ◽  
pp. E2281-E2289 ◽  
Author(s):  
Sahand Hormoz ◽  
Nicolas Desprat ◽  
Boris I. Shraiman

Populations of isogenic embryonic stem cells or clonal bacteria often exhibit extensive phenotypic heterogeneity that arises from intrinsic stochastic dynamics of cells. The phenotypic state of a cell can be transmitted epigenetically in cell division, leading to correlations in the states of cells related by descent. The extent of these correlations is determined by the rates of transitions between the phenotypic states. Therefore, a snapshot of the phenotypes of a collection of cells with known genealogical structure contains information on phenotypic dynamics. Here, we use a model of phenotypic dynamics on a genealogical tree to define an inference method that allows extraction of an approximate probabilistic description of the dynamics from observed phenotype correlations as a function of the degree of kinship. The approach is tested and validated on the example of Pyoverdine dynamics in Pseudomonas aeruginosa colonies. Interestingly, we find that correlations among pairs and triples of distant relatives have a simple but nontrivial structure indicating that observed phenotypic dynamics on the genealogical tree is approximately conformal—a symmetry characteristic of critical behavior in physical systems. The proposed inference method is sufficiently general to be applied in any system where lineage information is available.


Symmetry ◽  
2019 ◽  
Vol 11 (10) ◽  
pp. 1193
Author(s):  
Michal Hnatič ◽  
Juha Honkonen ◽  
Tomáš Lučivjanský

Symmetries play paramount roles in dynamics of physical systems. All theories of quantum physics and microworld including the fundamental Standard Model are constructed on the basis of symmetry principles. In classical physics, the importance and weight of these principles are the same as in quantum physics: dynamics of complex nonlinear statistical systems is straightforwardly dictated by their symmetry or its breaking, as we demonstrate on the example of developed (magneto)hydrodynamic turbulence and the related theoretical models. To simplify the problem, unbounded models are commonly used. However, turbulence is a mesoscopic phenomenon and the size of the system must be taken into account. It turns out that influence of outer length of turbulence is significant and can lead to intermittency. More precisely, we analyze the connection of phenomena such as behavior of statistical correlations of observable quantities, anomalous scaling, and generation of magnetic field by hydrodynamic fluctuations with symmetries such as Galilean symmetry, isotropy, spatial parity and their violation and finite size of the system.


2015 ◽  
Vol 52 (4) ◽  
pp. 1097-1114 ◽  
Author(s):  
Amarjit Budhiraja ◽  
Pierre Nyquist

Shot-noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory, and in the engineering sciences. In this paper we prove a large deviation principle for the sample-paths of a general class of multidimensional state-dependent Poisson shot-noise processes. The result covers previously known large deviation results for one-dimensional state-independent shot-noise processes with light tails. We use the weak convergence approach to large deviations, which reduces the proof to establishing the appropriate convergence of certain controlled versions of the original processes together with relevant results on existence and uniqueness.


2017 ◽  
Author(s):  
Debasish Roy ◽  
G. Visweswara Rao
Keyword(s):  

Author(s):  
Okolie S.O. ◽  
Kuyoro S.O. ◽  
Ohwo O. B

Cyber-Physical Systems (CPS) will revolutionize how humans relate with the physical world around us. Many grand challenges await the economically vital domains of transportation, health-care, manufacturing, agriculture, energy, defence, aerospace and buildings. Exploration of these potentialities around space and time would create applications which would affect societal and economic benefit. This paper looks into the concept of emerging Cyber-Physical system, applications and security issues in sustaining development in various economic sectors; outlining a set of strategic Research and Development opportunities that should be accosted, so as to allow upgraded CPS to attain their potential and provide a wide range of societal advantages in the future.


Author(s):  
Curtis G. Northcutt

The recent proliferation of embedded cyber components in modern physical systems [1] has generated a variety of new security risks which threaten not only cyberspace, but our physical environment as well. Whereas earlier security threats resided primarily in cyberspace, the increasing marriage of digital technology with mechanical systems in cyber-physical systems (CPS), suggests the need for more advanced generalized CPS security measures. To address this problem, in this paper we consider the first step toward an improved security model: detecting the security attack. Using logical truth tables, we have developed a generalized algorithm for intrusion detection in CPS for systems which can be defined over discrete set of valued states. Additionally, a robustness algorithm is given which determines the level of security of a discrete-valued CPS against varying combinations of multiple signal alterations. These algorithms, when coupled with encryption keys which disallow multiple signal alteration, provide for a generalized security methodology for both cyber-security and cyber-physical systems.


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