English
Related papers

Related papers: Predicting PDF tails in systems with logarithmic n…

200 papers

We investigate the possibility to detect primordial non-Gaussianity by analysing the bulk of the probability distribution function (PDF) of late-time cosmic density fluctuations. For this purpose we devise a new method to predict the impact…

Cosmology and Nongalactic Astrophysics · Physics 2021-08-02 Oliver Friedrich , Cora Uhlemann , Francisco Villaescusa-Navarro , Tobias Baldauf , Marc Manera , Takahiro Nishimichi

Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of…

Statistical Finance · Quantitative Finance 2012-01-13 Wei-Xing Zhou

We derive an analytical theory of the PDF of density fluctuations in supersonic turbulence in the presence of gravity in star-forming clouds. The theory is based on a rigorous derivation of a combination of the Navier-Stokes continuity…

Astrophysics of Galaxies · Physics 2020-11-11 Etienne Jaupart , Gilles Chabrier

The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…

Statistical Mechanics · Physics 2007-05-23 Sandra Chapman , George Rowlands , Nicholas Watkins

Simulations generally show that non-self-gravitating clouds have a lognormal column density ($\Sigma$) probability distribution function (PDF), while self-gravitating clouds with active star formation develop a distinct power-law tail at…

Astrophysics of Galaxies · Physics 2017-12-20 Sayantan Auddy , Shantanu Basu , Takahiro Kudoh

Time series analysis allows for the determination of the Power Spectral Density (PSD) and Probability Density Function (PDF) for astrophysical sources. The former of these illustrates the distribution of power at various timescales,…

High Energy Astrophysical Phenomena · Physics 2019-09-04 Paul J. Morris , Nachiketa Chakraborty , Garret Cotter

Parton distribution function (PDF) at small $x$ in a fast-moving proton is investigated within an upgraded parton model that includes parton splitting with branching cascades and parton fusion. In the region of moderately small $x$, we…

High Energy Physics - Phenomenology · Physics 2026-02-27 M. L. Nekrasov

Perturbation Theory (PT) applied to a cosmological density field with Gaussian initial fluctuations suggests a specific hierarchy for the correlation functions when the variance is small. In particular quantitative predictions have been…

Astrophysics · Physics 2009-10-30 D. Munshi , F. Bernardeau , A. L. Melott , R. Schaeffer

We study the one-point probability distribution functions (PDFs) of the peculiar velocity and the density fluctuation in a cosmological fluid. Within the perturbative approach to the structure formation scenario, the effect of ``pressure''…

Astrophysics · Physics 2009-11-11 Takayuki Tatekawa

In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the…

Mathematical Physics · Physics 2013-01-22 Giulio Cottone , Mario Di Paola

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Data Analysis, Statistics and Probability · Physics 2009-10-31 T. Dudok de Wit , E. Floriani

Probability density functions (pdfs) of $^{13}CO$ emission line centroid (line-of-sight, intensity-weighted average) velocities are presented for several densely sampled molecular clouds as quantitative descriptors of their underlying…

Astrophysics · Physics 2009-10-22 Mark S. Miesch , John M. Scalo

It has been recently shown that molecular clouds do not exhibit a unique shape for the column density probability distribution function (Npdf). Instead, clouds without star formation seem to possess a lognormal distribution, while clouds…

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of decaying exponentials with complex exponents. This…

Probability · Mathematics 2018-02-13 Gregory Beylkin , Lucas Monzon , Ignas Satkauskas

A theoretical formula for the probability density function (PDF) of velocity derivatives in a fully developed turbulent flow is derived with the multifractal aspect based on the generalized measures of entropy, i.e., the extensive Renyi…

Statistical Mechanics · Physics 2009-11-07 N. Arimitsu , T. Arimitsu

We study the probability distribution function (PDF) of the mass density in simulations of supersonic turbulence with properties appropriate for molecular clouds. For this study we use Athena, a new higher-order Godunov code. We find there…

Astrophysics · Physics 2008-09-23 M. Nicole Lemaster , James M. Stone

The probability density function (PDF) of accelerations in turbulence is derived analytically with the help of the multifractal analysis based on generalized entropy, i.e., the Tsallis or the R\'{e}nyi entropy. It is shown that the derived…

Statistical Mechanics · Physics 2007-05-23 T. Arimitsu , N. Arimitsu

Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in their capability to tackle problems with more than a few…

Dynamical Systems · Mathematics 2019-11-22 Tenavi Nakamura-Zimmerer , Daniele Venturi , Qi Gong , Wei Kang

The view that the probability density function (PDF) of a key statistical variable, anomalously scaled by size or time, could furnish a hallmark of universal behavior contrasts with the circumstance that such density sensibly depends on…

Statistical Mechanics · Physics 2025-04-01 Gianluca Teza , Attilio L. Stella