Related papers: Extreme value statistics and the Pareto distributi…
Using available data from the New York stock market (NYSM) we test four different bi-parametric models to fit the correspondent volume-price distributions at each $10$-minute lag: the Gamma distribution, the inverse Gamma distribution, the…
We have developed a theory of Raman scattering with single and double spin flips of localized resident electrons and holes as well as nonequilibrium localized excitons in semiconductor perovskite crystals under optical excitation in the…
We examine effects on primordial nucleosynthesis from a truly random spatial distribution in the baryon-to-photon ratio ($\eta$). We generate stochastic fluctuation spectra characterized by different spectral indices and root-mean-square…
A general fundamental relation connecting the correlation of Stokes and anti-Stokes modes to the quantum statistical behavior of vibration and pump modes in Raman-active materials is derived. We show that under certain conditions this…
The ab initio prediction of Raman intensities for bulk solids usually relies on the hypothesis that the frequency of the incident laser light is much smaller than the band gap. However, when the photon frequency is a sizeable fraction of…
A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals…
The dispersion of Lagrangian particle pairs is a fundamental process in turbulence, with implications for mixing, transport, and the statistical properties of particles in geophysical and environmental flows. While classical theories…
In this note, we obtain verifiable sufficient conditions for the extreme value distribution for a certain class of skew product extensions of non-uniformly hyperbolic base maps. We show that these conditions, formulated in terms of the…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
Space weather events can negatively affect satellites, the electricity grid, satellite navigation systems and human health. As a consequence, extreme space weather has been added to the UK and other national risk registers. By their very…
We present new NLO sets of parton distributions in real photons based on a scheme invariant definition of the non-perturbative input. We compare the theoretical predictions with LEP data and a best fit allows us to constrain the parameters…
Observations indicate that the distributions of stock returns in financial markets usually do not conform to normal distributions, but rather exhibit characteristics of high peaks, fat tails and biases. In this work, we assume that the…
This article represents how certain types of blockades in any industrial (heavy industries) production, in particular, industrial strikes can be modeled with the proposed discrete probabilistic distribution as a baseline distribution. We…
We develop a theory of the dynamical response of a minimal model of quantum spin ice (QSI) by means of inelastic light scattering. In particular, we are interested in the Raman response of the fractionalized U(1) spin liquid realized in the…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
A statistical model is used to determine how stochastic fluctuations in the intensities of orthogonal polarization modes contribute to the modulation and depolarization of pulsar radio emission. General expressions for the distributions of…
We compute Raman scattering intensities via the lowest-order coupling to the bosonic propagator associated with orbital nematic fluctuations in a minimal model for iron pnictides. The model consists of two bands on a square lattice…
The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…
Using the idealized integrable Maxwell-Bloch model, we describe random optical-pulse polarization switching along an active optical medium in the Lambda-configuration with disordered occupation numbers of its lower energy sub-level pair.…
Stochastic power fluctuation in a fiber optic system due to the interplay among dispersion, nonlinearity and partial coherence of the source is investigated. An analytical expression for the power fluctuation of a signal pulse due to its…