Related papers: Global fluctuations in physical systems: a subtle …
Some aspects of the development of physics and the mathematics set one think about relation between complex numbers and reality around us. If number to spot as the relation of two quantities, from the fact of existence of complex numbers…
We study the distribution and scaling of the extreme height fluctuations for Edwards-Wilkinson-type relaxation on small-world substrates. When random links are added to a one-dimensional lattice, the average size of the fluctuations becomes…
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…
Universal scaling laws of fluctuations (the $\Delta$-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can…
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…
We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…
Waves traveling through random media exhibit random focusing that leads to extremely high wave intensities even in the absence of nonlinearities. Although such extreme events are present in a wide variety of physical systems and the…
We investigate simultaneous effects of finite system size and global charge conservation on thermal fluctuations in the vicinity of a critical point. For that we consider a finite interacting system which exchanges particles with a finite…
The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…
We compare experiments and direct numerical simulations to evaluate the accuracy of the Stokes-drag model, which is used widely in studies of inertial particles in turbulence. We focus on statistics at the dissipation scale and on extreme…
The article attempts to find an algebraic formula describing the correlation coefficients between random variables and the principal components representing them. As a result of the analysis, starting from selected statistics relating to…
We study a one-dimensional chain of harmonically coupled units in an asymmetric anharmonic soft potential. Due to nonlinear localisation of energy, this system exhibits extreme events in the sense that individual elements of the chain show…
Classical sum rules arise in a wide variety of physical contexts. Asymptotic expressions have been derived for many of these sum rules in the limit of long orbital period (or large action). Although sum rule convergence may well be…
Motivated by observations that suggest the presence of extremely massive clusters at uncomfortably high redshifts for the standard cosmological model to explain, we develop a theoretical framework for the study of the most massive haloes,…
We analyze ensemble in which energy (E), temperature (T) and multiplicity (N) can all fluctuate and with the help of nonextensive statistics we propose a relation connecting all fluctuating variables. It generalizes Lindhard's thermodynamic…
In High-Energy Physics experiments it is often necessary to evaluate the global statistical significance of apparent resonances observed in invariant mass spectra. One approach to determining significance is to use simulated events to find…
In the last years there has been a growing interest in the understanding a vast variety of scale invariant and critical phenomena occurring in nature. Experiments and observations indeed suggest that many physical systems develop…
Motivated by examples from extreme value theory we introduce the general notion of a cluster process as a limiting point process of returns of a certain event in a time series. We explore general invariance properties of cluster processes…