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One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…
We study the effect of noisy infection (contact) and recovery rates on the distribution of outbreak sizes in the stochastic SIR model. The rates are modeled as Ornstein-Uhlenbeck processes with finite correlation time and variance, which we…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
In this paper, the Bak--Tang--Wiesenfeld model for various substrate topologies and a variety of neighborhoods is reconsidered. With computer simulation, we study the distribution of avalanche sizes. Using the Z-score we confirm that…
In this letter, we address the relationship between the statistical fluctuations of grain displacements for a full quasistatic plane shear experiment, and the corresponding anomalous diffusion exponent, $\alpha$. We experimentally validate…
The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…
The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near the…
The sample-to-sample fluctuations Delta F_N of the free energy in the Sherrington-Kirkpatrick model are shown rigorously to be related to bond chaos. Via this connection, the fluctuations become analytically accessible by replica methods.…
A procedure for model reduction of stochastic ordinary differential equations with additive noise was recently introduced in [Colangeli-Duong-Muntean, Journal of Physics A: Mathematical and Theoretical, 2022], based on the Invariant…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
We study the probability density function for the fluctuations of the magnetic order parameter in the low temperature phase of the XY model of finite size. In two-dimensions this system is critical over the whole of the low temperature…
Numerical data on the probability distribution of the equilibrium relaxation time of the Sherrington-Kirkpatrick model are obtained by means of dynamical Monte Carlo simulation, for several values of the system size $N$ and temperature $T$.…
A $q$-Gaussian measure is a generalization of a Gaussian measure. This generalization is obtained by replacing the exponential function with the power function of exponent $1/(1-q)$ ($q\neq 1$). The limit case $q=1$ recovers a Gaussian…
In this note, we present a simple derivation, from time-reversal symmetry, of fluctuation relations for steady-state large deviation functions in non-equilibrium quantum systems. We further show that a condition of pure transmission implies…
A recent theorem giving the initial behavior of very short-time fluctuations of particle displacements in classical many-body systems is discussed. It has applications to equilibrium and non-equilibrium systems, one of which is a series…
The q-Gaussians are a class of stable distributions which are present in many scientific fields, and that behave as heavy tailed distributions for an especific range of q values. The identification of these values, which are used in the…
We consider a shear flow of a scale invariant homogeneous Gaussian random velocity field which does not depend on coordinates in the direction of the flow. We investigate a heat advection coming from a Gaussian random homogeneous source. We…
We discuss the energy distribution of free-electron Fermi-gas, a problem with a textbook solution of Gaussian energy fluctuations in the limit of a large system. We find that for a small system, characterized solely by its heat capacity…
The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…
We discuss a one-dimensional model of a fluctuating interface with a dynamic exponent $z=1$. The events that occur are adsorption, which is local, and desorption which is non-local and may take place over regions of the order of the system…