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Recent progress of a general deterministic approach to the non-Gaussian fluctuation dynamics is reviewed, with an emphasis on the derivation of the fluctuation evolution equations and their phenomenological implication in heavy-ion…
We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…
We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…
A formulation for thermal noise in the stochastic form of the Landau Lifshitz Bloch equation used for modeling the magnetization dynamics at elevated temperatures is presented. The diffusion coefficients for thermal fluctuations are…
Elephant random walk is a kind of one-dimensional discrete-time random walk with infinite memory: For each step, with probability $\alpha$ the walker adopts one of his/her previous steps uniformly chosen at random, and otherwise he/she…
We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…
This paper presents an empirical investigation of the intraday Brazilian stock market price fluctuations, considering q-Gaussian distributions that emerge from a non-extensive statistical mechanics. Our results show that, when returns are…
We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…
We obtain the first rigorous derivation of an incompressible Navier-Stokes-Fourier system with self-consistent and time-dependent forcing terms from the inelastic hard-spheres Boltzmann equation associated to the relevant case of…
We study several probability distributions relevant to the avalanche dynamics of elastic interfaces driven on a random substrate: The distribution of size, duration, lateral extension or area, as well as velocities. Results from the…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
For systems in equilibrium at a temperature $T$, thermal noise and energy damping are related to $T$ through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out of equilibrium steady state: a…
q-Gaussians are probability distributions having their origin in the framework of Tsallis statistics. A continuous real parameter q is characterizing them so that, in the range 1 < q < 3, the q-functions pass from the usual Gaussian form,…
In this paper we analyse Belief Propagation over a Gaussian model in a dynamic environment. Recently, this has been proposed as a method to average local measurement values by a distributed protocol ("Consensus Propagation", Moallemi & Van…
Using supersymmetry techniques analytical expressions for the average of the fidelity amplitude f_epsilon(tau)=< psi(0)| exp(2 pi i H_epsilon tau) exp(-2 pi i H_0 tau)| psi(0) > are obtained, where H_epsilon=H_0+(sqrt{epsilon}/(2 pi) )*V,…
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…
Usually, the transverse momentum distribution is described by a sum of an exponential decay term plus a decreasing power like contribution representing the soft non-perturbative and hard perturbative QCD collisions, respectively. In this…
We study equilibrium fluctuations for a class of totally asymmetric zero-range type interacting particle systems. As a main result, we show that density fluctuation of our process converges to the stationary energy solution of the…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…