Related papers: Extreme value statistics and the Pareto distributi…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
A theoretical model of resonant hyper-Raman scattering by an ensemble of spherical semiconductor quantum dots has been developed. The electronic intermediate states are described as Wannier-Mott excitons in the framework of the envelope…
Extreme Scattering Events are radio-wave lensing events caused by AU-sized concentrations of ionised gas. Although they were discovered more than a decade ago we still have no clear picture of the physical nature of the lenses. To…
We studied the statistical properties of a quantum system in the pseudo-integrable regime through the gap ratios between consecutive energy levels of the scattering spectra. A two-dimensional quantum billiard containing a point-like…
The predictability of extreme intensity pulses emitted by an optically injected semiconductor laser is studied numerically, by using a well-known rate equation model. We show that symbolic ordinal time-series analysis allows to identify the…
Regular variation provides a convenient theoretical framework to study large events. In the multivariate setting, the dependence structure of the positive extremes is characterized by a measure - the spectral measure - defined on the…
We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…
A statistical model for the polarization of pulsar radio emission is enhanced to account for the heavy modulation of the emission, the possible covariance of the Stokes parameters, and the observed asymmetries in the distributions of total…
We analyse extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one dimensional periodic potential. Based on more than 500…
We study the probability distribution of the pseudo-critical temperature in a mean-field and in a short-range spin-glass model: the Sherrington-Kirkpatrick (SK) and the Edwards-Anderson (EA) model. In both cases, we put in evidence the…
We report the observations of spontaneous Raman scattering in silicon photonic crystal waveguides. Continuous-wave measurements of Stokes emission for both wavelength and power dependence is reported in single line-defect waveguides in…
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…
We work out a superstatistical description of high-energy scattering processes that takes into account temperature fluctuations in small volume elements. For Gamma-distributed fluctuations of the inverse temperature one effectively obtains…
A consistent semiquantitative theoretical analysis of electronic Raman scattering from many-electron quantum dots under resonance excitation conditions has been performed. The theory is based on random-phase-approximation-like wave…
We study the fluctuation properties of transition intensities applying a recently proposed generalization of the random matrix theory, which is based on Beck and Cohen's superstatistics. We obtain an analytic expression for the distribution…
We find the perhaps surprising inequality that the weighted average of independent and identically distributed Pareto random variables with infinite mean is larger than one such random variable in the sense of first-order stochastic…
The passively Q-switched, self-pulsing all-solid-state laser is a device of widespread use in many applications. Depending on the condition of saturation, which is easy to adjust, different dynamical phenomena are observed: continuous wave…
The behavior of a newly introduced overlap parameter is analyzed, measuring the correlation between intensity fluctuations of waves in random media in different physical regimes, with varying amount of disorder and non-linearity. Its…
Stochasticity effects in the spin (de)polarization of an ultrarelativistic electron beam during photon emissions in a counterpropoagating ultrastrong focused laser pulse in the quantum radiation reaction regime are investigated. We employ a…
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…