Related papers: Extreme value statistics and the Pareto distributi…
This paper investigates large fluctuations of Locational Marginal Prices (LMPs) in wholesale energy markets caused by volatile renewable generation profiles. Specifically, we study events of the form $\mathbb{P} \Big ( \mathbf{LMP} \notin…
Wave scattering in chaotic systems can be characterized by its spectrum of resonances, $z_n=E_n-i\frac{\Gamma_n}{2}$, where $E_n$ is related to the energy and $\Gamma_n$ is the decay rate or width of the resonance. If the corresponding ray…
The statistical state for the empirical Pareto's 80/20 rule has been found to correspond to a normal or Gaussian distribution with a standard deviation that is twice the mean. This finding represents large characteristic variations in our…
We review the theoretical foundations of the quantum statistical approach to parton distributions and we show that by using some recent experimental results from Deep Inelastic Scattering, we are able to improve the description of the data…
The quantum interference between the fine structure states of an atom modifies the shapes of the emergent Stokes profiles in the Second Solar Spectrum. This phenomenon has been studied in great detail both in the presence and absence of…
We explain quantitatively why resonant Raman scattering spectroscopy, an extensively used experimental tool in studying elementary electronic excitations in doped low dimensional semiconductor nanostructures, always produces an observable…
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
We study a continuous time branching process where an individual splits into two daughters with rate b and dies with rate a, starting from a single individual at t=0. We show that the model can be mapped exactly to a random walk problem…
This paper deals with optimally-robust parameter estimation in generalized Pareto distributions (GPDs). These arise naturally in many situations where one is interested in the behavior of extreme events as motivated by the…
Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…
After 100 years of theoretical treatment of speckle patterns from coherent illumination, there remain some open questions about the nature of ultrasound speckle from soft vascularized tissues. A recent hypothesis is that the fractal…
Ratios of central order statistics seem to be very useful for estimating the tail of the distributions and therefore, quantiles outside the range of the data. In 1995 Isabel Fraga Alves investigated the rate of convergence of three…
The effect of the charge fluctuations on the electronic spectrum and the Raman spectrum of high temperature superconductors is examined within the slave boson approach. Instead of using the saddle point approximation for slave bosons, we…
Precise measurements of electron and positron scattering, including parity violation, offer great promise in the search for physics beyond the Standard Model. In this context it is crucial to understand the corrections which might arise…
We demonstrate experimentally how semiconductor lasers subjected to double optical feedback change the statistics of their chaotic spiking dynamics from Gaussian to long-tail Power Law distributions associated to the emergency of bursting.…
Fluctuations of global additive quantities, like total energy or magnetization for instance, can in principle be described by statistics of sums of (possibly correlated) random variables. Yet, it turns out that extreme values (the largest…
Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…
A quantum model of the Raman process with the independent Stokes and anti-Stokes nonlinear interactions is developed to study nonclassical correlations between the photons in the Stokes and anti-Stokes fields. The role of the laser pump…
Supply chain optimization schemes have more often than not underplayed the role of inherent stochastic fluctuations in the associated variables. The present article focuses on the associated reengagement and correlated renormalization of…
The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…