Related papers: Return distributions in dog-flea model revisited
We calculate numerically the sizes S of jumps (avalanches) between successively pinned configurations of an elastic line (d=1) or interface (d=2), pulled by a spring of (small) strength m^2 in a random-field landscape. We obtain strong…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We report the results of a numerical investigation, performed in the frame of dynamical systems' theory, for a realistic model of a ionic crystal for which, due to the presence of long--range Coulomb interactions, the Gibbs distribution is…
We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…
An investigation of the distribution of finite time trajectory divergence is performed on an Atmospheric Global Circulation Model. The distribution of the largest local Lyapunov exponent shows a significant probability for negative values…
We analytically study a one dimensional compaction model in the glassy regime. Both correlation and response functions are calculated exactly in the evolving dense and low tapping strength limit, where the density relaxes in a $1/\ln t$…
We define a transverse correlation length suitable to discuss the finite-size-scaling behavior of an out-of-equilibrium lattice gas, whose correlation functions decay algebraically with the distance. By numerical simulations we verify that…
We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…
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…
A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals…
We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…
The Wright-Fisher (W-F) diffusion model serves as a foundational framework for interpreting population evolution through allele frequency dynamics over time. Despite the known transition probability between consecutive generations, an exact…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We test the applicability of the Gallavotti-Cohen fluctuation formula on a nonequilibrium version of the periodic Ehrenfest wind-tree model. This is a one-particle system whose dynamics is rather complex (e.g. it appears to be diffusive at…
Sample-to-sample free energy fluctuations in spin-glasses display a markedly different behaviour in finite-dimensional and fully-connected models, namely Gaussian vs. non-Gaussian. Spin-glass models defined on various types of random graphs…
We revisit the large-scale Gaussian fluctuations for the stochastic Landau-Lifshitz Navier-Stokes equation (LLNS) at and above criticality, using the method in \cite{CGT24}. With the classical diffusive scaling in $d\geq 3$ and weak…
We consider the following frustrated optimization problem: given a prior probability distribution $q$, find the distribution $p$ minimizing the relative entropy with respect to $q$ such that $\textrm{mean}(p)$ is fixed and large. We show…
The validity of Einstein's fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
A previously established frequency distribution model combining a log-normal distribution with a logarithmic equation describes fluctuations in the email size during send requests. Although the frequency distribution fit was considered…