English
Related papers

Related papers: On the scaling of probability density functions wi…

200 papers

We study several one dimensional step flow models. Numerical simulations show that the slope of the profile exhibits scaling in all cases. We apply a scaling ansatz to the various step flow models and investigate their long time evolution.…

Materials Science · Physics 2009-10-31 Navot Israeli , Hyeong-Chai Jeong , Daniel Kandel , John D. Weeks

Universality, where microscopic details become irrelevant, takes place in thermodynamic phase transitions. The universality is captured by a singular scaling function of the thermodynamic variables, where the scaling exponents are…

Statistical Mechanics · Physics 2018-11-16 Ohad Shpielberg , Takahiro Nemoto , João Caetano

In this work a symmetry of universal finite-size scaling functions under a certain anisotropic scale transformation is postulated. This transformation connects the properties of a finite two-dimensional system at criticality with…

Statistical Mechanics · Physics 2009-11-07 Alfred Hucht

We investigate the probability distribution of the volatility return intervals $\tau$ for the Chinese stock market. We rescale both the probability distribution $P_{q}(\tau)$ and the volatility return intervals $\tau$ as…

Statistical Finance · Quantitative Finance 2009-11-13 Tian Qiu , Liang Guo , Guang Chen

All previous experiments in open turbulent flows (e.g. downstream of grids, jet and atmospheric boundary layer) have produced quantitatively consistent values for the scaling exponents of velocity structure functions. The only measurement…

Chaotic Dynamics · Physics 2018-02-14 E-W. Saw , P. Debue , D. Kuzzay , F. Daviaud , B. Dubrulle

Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…

Mathematical Physics · Physics 2025-06-23 Carlo De Michele , Samuele De Bartolo

Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…

Classical Analysis and ODEs · Mathematics 2025-07-04 T. M. Dunster

We show a statistical version of Taylor's theorem and apply this result to non-parametric density estimation from truncated samples, which is a classical challenge in Statistics \cite{woodroofe1985estimating, stute1993almost}. The…

Statistics Theory · Mathematics 2021-07-01 Constantinos Daskalakis , Vasilis Kontonis , Christos Tzamos , Manolis Zampetakis

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

Probability · Mathematics 2017-06-19 Grigoris Paouris , Petros Valettas

The universality of small scales, a cornerstone of turbulence, has been nominally confirmed for low-order mean-field statistics, such as the energy spectrum. However, small scales exhibit strong intermittency, exemplified by formation of…

Fluid Dynamics · Physics 2025-04-30 Dhawal Buaria , Alain Pumir

A previous analysis of scaling, bounds, and inequalities for the non-interacting functionals of thermal density functional theory is extended to the full interacting functionals. The results are obtained from analysis of the related…

Statistical Mechanics · Physics 2016-12-14 James W. Dufty , S. B. Trickey

Finite-size scaling (FSS) for a critical phase transition ($t=0$) states that within a window of size $|t|\sim L^{-1/\nu}$, the scaling behavior of any observable $Q$ in a system of linear size $L$ asymptotically follows a scaling form as…

Statistical Mechanics · Physics 2024-12-10 Ming Li , Sheng Fang , Jingfang Fan , Youjin Deng

We report on the exact treatment of a random-matrix representation of bond percolation model on a square lattice in two dimensions with occupation probability $p$. The percolation problem is mapped onto a random complex matrix composed of…

Statistical Mechanics · Physics 2022-02-14 Azadeh Malekan , Sina Saber , Abbas Ali Saberi

The total elastic stiffness of two contacting bodies with a microscopically rough interface has an interfacial contribution K that is entirely attributable to surface roughness. A quantitative understanding of K is important because it can…

Soft Condensed Matter · Physics 2013-07-30 Lars Pastewka , Nikolay Prodanov , Boris Lorenz , Martin H. Müser , Mark O. Robbins , Bo N. J. Persson

The dynamics of particles in turbulence when the particle-size is larger than the dissipative scale of the carrier flow is studied. Recent experiments have highlighted signatures of particles finiteness on their statistical properties,…

We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…

Disordered Systems and Neural Networks · Physics 2010-09-16 Alberto Rosso , Raoul Santachiara , Werner Krauth

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Computational Complexity · Computer Science 2007-05-23 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

We consider vanishing properties of exponential sums of the Liouville function $\lambda$ of the form $$ \lim_{H\to\infty}\limsup_{X\to\infty}\frac{1}{\log X}\sum_{m\leq X}\frac{1}{m}\sup_{\alpha\in C}\bigg|\frac{1}{H}\sum_{h\leq…

Dynamical Systems · Mathematics 2024-08-19 Adam Kanigowski , Mariusz Lemańczyk , Florian Karl Richter , Joni Teräväinen

The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…

Probability · Mathematics 2012-03-13 George Molchan

We address the generic problem of extracting the scaling exponents of a stationary, self-affine process realised by a timeseries of finite length, where information about the process is not known a priori. Estimating the scaling exponents…

Data Analysis, Statistics and Probability · Physics 2012-07-25 K. Kiyani , S. C. Chapman , B. Hnat