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Sub-Gaussian and subexponential distributions are introduced and applied to study the fluctuation-response relation out of equilibrium. A bound on the difference in expected values of an arbitrary sub-Gaussian or subexponential physical…

Statistical Mechanics · Physics 2020-11-04 Yan Wang

We study sample-to-sample fluctuations in a critical two-dimensional Ising model with quenched random ferromagnetic couplings. Using replica calculations in the renormalization group framework we derive explicit expressions for the…

Statistical Mechanics · Physics 2017-03-13 Victor Dotsenko , Yurij Holovatch , Maxym Dudka , Martin Weigel

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli

Self-organizing system is studied whose behavior is governed by field of an order parameter, a fluctuation amplitude of conjugate field and a couple of Grassmannian conjugated fields that define the entropy as a control parameter. Within…

Statistical Mechanics · Physics 2007-05-23 Alexander I. Olemskoi , Alexei V. Khomenko

With the rise of computing and artificial intelligence, advanced modeling and forecasting has been applied to High Frequency markets. A crucial element of solid production modeling though relies on the investigation of data distributions…

Trading and Market Microstructure · Quantitative Finance 2021-10-27 Jeremy D. Turiel , Tomaso Aste

In the context of the search for the QCD critical point using non-Gaussian fluctuations, we obtain the evolution equations for non-Gaussian cumulants to the leading order of the systematic expansion in the magnitude of thermal fluctuations.…

High Energy Physics - Theory · Physics 2021-09-13 Xin An , Gokce Basar , Mikhail Stephanov , Ho-Ung Yee

Out of equilibrium quantum systems, on top of quantum fluctuations, display complex temporal patterns. Such time fluctuations are generically exponentially small in the system volume and can be therefore safely ignored in most of the cases.…

Quantum Physics · Physics 2014-02-12 Lorenzo Campos Venuti , Paolo Zanardi

Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap…

Statistical Mechanics · Physics 2018-04-25 Liang Luo , Ming Yi

Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…

Adaptation and Self-Organizing Systems · Physics 2014-03-05 Dimitrije Markovic , Claudius Gros

The $q$-model, a random walk model rich in behaviour and applications, is investigated. We introduce and motivate the $q$-model via its application proposed by Coppersmith {\em et al.} to the flow of stress through granular matter at rest.…

Disordered Systems and Neural Networks · Physics 2009-10-31 Marta Lewandowska , H. Mathur , Y. -K. Yu

We consider a one-dimensional microscopic reaction-diffusion process obtained as a superposition of a Glauber and a Kawasaki dynamics. The reaction term is tuned so that a dynamical phase transition occurs in the model as a suitable…

Probability · Mathematics 2025-05-27 Benoit Dagallier , Claudio Landim

We present a unified mean-field theory, based on the single site approximation to the master-equation, for stochastic self-organized critical models. In particular, we analyze in detail the properties of sandpile and forest-fire (FF)…

Statistical Mechanics · Physics 2009-10-30 Alessandro Vespignani , Stefano Zapperi

Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

In this paper, we introduce a Markov process whose unique invariant distribution is the Curie-Weiss model of self-organized criticality (SOC) we designed in arXiv:1301.6911. In the Gaussian case, we prove rigorously that it is a dynamical…

Probability · Mathematics 2015-11-17 Matthias Gorny

The stochastic Eigen model proposed by Feng et al. (Journal of theoretical biology, 246 (2007) 28) showed that error threshold is no longer a phase transition point but a crossover region whose width depends on the strength of the random…

Populations and Evolution · Quantitative Biology 2015-06-02 Duo-Fang Li , Tian-Guang Cao , Jin-Peng Geng , Jian-Zhong Gu , Hai-Long An , Yong Zhan

The dynamics of a fibre-bundle type model with equal load sharing rule is numerically studied. The system, formed by N elements, is driven by a slow increase of the load upon it which is removed in a novel way through internal transfers to…

Statistical Mechanics · Physics 2009-10-31 Y. Moreno , J. B. Gomez , A. F. Pacheco

We analyze a random neighbor version of the OFC stick-slip model. We find that the mean avalanche size is finite as soon as dissipation exists in the bulk but that this size grows exponentially fast when dissipation tends to zero.

adap-org · Physics 2009-10-30 M. -L. Chabanol , V. Hakim

We study the dynamics of the fluctuations of the variance $s$ of the order parameter of the Gaussian model, following a temperature quench of the thermal bath. At each time $t$, there is a critical value $s_c(t)$ of $s$ such that…

Statistical Mechanics · Physics 2020-09-11 Federico Corberi , Onofrio Mazzarisi , Andrea Gambassi

Plastic events in sheared glasses are considered an example of so-called avalanches, whose sizes obey a power-law probability distribution with the avalanche critical exponent $\tau$. Although mean-field theory predicts a universal value of…

Soft Condensed Matter · Physics 2021-07-21 Norihiro Oyama , Hideyuki Mizuno , Atsushi Ikeda