Related papers: Multifractal analysis with the probability density…
We derive, from conformal invariance and quantum gravity, the multifractal spectrum f(alpha,c) of the harmonic measure (or electrostatic potential, or diffusion field) near any conformally invariant fractal in two dimensions, corresponding…
Statistics of the inverse participation ratio (IPR) at the critical point of the localization transition is studied numerically for the power-law random banded matrix model. It is shown that the IPR distribution function is scale-invariant,…
We extends pair distribution function (PDF) analysis into the small-angle scattering (SAS) regime and describe the data collection protocol for optimum data quality. We also present the PDFgetS3 software package that can be readily used to…
In this paper we obtain closed expressions for the probability distribution function, when we consider aggregated risks with multivariate dependent Pareto distributions. We work with the dependent multivariate Pareto type II proposed by…
We consider the multifractal analysis of the pointwise dimension for Gibbs measures on countable Markov shifts. Our paper analyses the set of non-analytic points or phase transitions of the multifractal spectrum. By Sarig's thermodynamic…
Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of absolutely continuous random variables through their own…
Multifractal Detrended Fluctuation Analysis (MFDFA) has emerged as a standard tool for characterizing scale invariance in complex systems, yet its application to discrete spin models is frequently marred by reports of ``spurious…
Parameter estimation in HEP experiments often involves Monte-Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization…
Plasma density fluctuations in the edge plasma of the RFX-mod device are measured through the Gas Puffing Imaging Diagnostics. Statistical features of the signal are quantified in terms of the Probability Distribution Function (PDF), and…
We introduce the Hessian reweighting of parton distribution functions (PDFs). Similarly to the better-known Bayesian methods, its purpose is to address the compatibility of new data and the quantitative modifications they induce within an…
The Anderson transition in three dimensions in a randomly varying magnetic flux is investigated in detail by means of the transfer matrix method with high accuracy. Both, systems with and without an additional random scalar potential are…
We investigate the form of the one-point probability distribution function (pdf) for the density field of the interstellar medium using numerical simulations that successively reduce the number of physical processes included.…
In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…
The aim of the paper is to present numerical results supporting the presence of conformal invariance in three dimensional statistical mechanics models at criticality and to elucidate the geometric aspects of universality. As a case study we…
We show that in weakly confining conservative force fields, a subclass of diffusion-type (Smoluchowski) processes, admits a family of "heavy-tailed" non-Gaussian equilibrium probability density functions (pdfs), with none or a finite number…
We derive the sampling probability density function (pdf) of an ideal localized random electromagnetic field, its amplitude and intensity in an electromagnetic environment that is quasi-statically time-varying statistically homogeneous or…
We study density fluctuations in supersonic turbulence using both theoretical methods and numerical simulations. A theoretical formulation is developed for the probability distribution function (PDF) of the density at steady state,…
One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…
We construct perturbation series for the q-th moment of eigenfunctions of various critical random matrix ensembles in the strong multifractality regime close to localization. Contrary to previous investigations, our results are valid in the…
The probability density functions measured by Lewis and Swinney for turbulent Couette-Taylor flow, observed by Bodenschatz and co-workers in the Lagrangian measurement of particle accelerations and those obtained in the DNS by Gotoh et al.…