Related papers: Fluctuations and Pseudo Long Range Dependence in N…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
Turbulent wall flows offer the most direct means for understanding the effects of boundaries and viscosity on turbulent fluctuations. Available data on mean-square fluctuations in these flows show apparent contradiction with classical…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…
Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…
Steady state plastic flows have been compared to developed turbulence because the two phenomena share the inherent complexity of particle trajectories, the scale free spatial patterns and the power law statistics of fluctuations. The origin…
The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…
The focus of this paper is to quantify measures of aggregate fluctuations for a class of consensus-seeking multiagent networks subject to exogenous noise with alpha-stable distributions. This type of noise is generated by a class of random…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…
The turbulent flow within and above a sparse canopy is investigated using direct numerical simulations. The balance of Reynolds to viscous stresses within the canopy is observed to be similar to that over a smooth wall. From this, a scaling…
Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
The power law $1/f^{\alpha}$ in the power spectrum characterizes the fluctuating observables of many complex natural systems. Considering the energy levels of a quantum system as a discrete time series where the energy plays the role of…
We use scaling results to identify the crossover to mean-field behavior of equilibrium statistical mechanics models on a variant of the small world network. The results are generalizable to a wide-range of equilibrium systems. Anomalous…
We show that a scaling approach successfully characterizes clustering and intermittency in space and time, in systems of noninteracting particles driven by fluctuating surfaces. We study both the steady state and the approach to it, for…
In general, the power-law degree distribution has profound influence on various dynamical processes defined on scale-free networks. In this paper, we will show that power-law degree distribution alone does not suffice to characterize the…
We reveal a nontrivial crossover of subsystem fluctuations of quantum jumps in continuously monitored many-body systems, which have a trivial maximally mixed state as a steady-state density matrix. While the fluctuations exhibit the…