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Related papers: Power-law tails in triple system decay statistics

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We investigate statistics of the decay process in the equal-mass three-body problem with randomized initial conditions. Contrary to earlier expectations of similarity with "radioactive decay", the lifetime distributions obtained in our…

Astrophysics of Galaxies · Physics 2015-05-18 Victor Orlov , Alexey Rubinov , Ivan Shevchenko

Quantal systems are predicted to show a change-over from exponential decay to power law decay at very long times. Although most theoretical studies predict integer power-law exponents, recent measurements by Rothe et al. of decay…

Quantum Physics · Physics 2009-11-13 J. Martorell , J. G. Muga , D. W. L. Sprung

We discuss the nonlinear origin of the power-law tail in the long-time evolution of a spherically symmetric self-gravitating massless scalar field in even-dimensional spacetimes. Using third-order perturbation method, we derive explicit…

General Relativity and Quantum Cosmology · Physics 2010-05-12 Piotr Bizoń , Tadeusz Chmaj , Andrzej Rostworowski

Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…

Quantum Physics · Physics 2026-04-08 Wai-Keong Mok

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials

Probability · Mathematics 2016-08-26 Yuri Kifer , S. R. S. Varadhan

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

In dynamical systems theory, there is a lack of a straightforward rule to distinguish exact center solutions from decaying center-like solutions, as both require the damping force function to be zero [1, 2]. By adopting a multi-scale…

Dynamical Systems · Mathematics 2025-04-08 Sandip Saha

We show that size-rank distributions with power-law decay (often only over a limited extent) observed in a vast number of instances in a widespread family of systems obey Tsallis statistics. The theoretical framework for these distributions…

Statistical Mechanics · Physics 2014-09-29 G. Cigdem Yalcin , Alberto Robledo , Murray Gell-Mann

A family of wave packets with power law tails are employed to analyze the long time dependence of the corresponding probability density. The densities, associated to packets for free particles in the one-dimensional space, with sufficiently…

Statistical Mechanics · Physics 2007-05-23 R. S. Mendes , C. Anteneodo

We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…

Computational Physics · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…

Statistical Mechanics · Physics 2009-11-10 Toshiya Ohtsuki , Akihiro Fujihara , Hiroshi Yamamoto

Consider a spherically symmetric spacetime generated by a self-gravitating massless scalar field $\phi$ and let $\psi$ be a test (nonspherical) massless scalar field propagating on this dynamical background. Gundlach, Price, and Pullin…

General Relativity and Quantum Cosmology · Physics 2010-05-11 Piotr Bizoń , Andrzej Rostworowski

The Born-Markov approximation is widely used to study dynamics of open quantum systems coupled to external baths. Using Keldysh formalism, we show that the dynamics of a system of bosons (fermions) linearly coupled to non-interacting…

Statistical Mechanics · Physics 2019-03-12 Ahana Chakraborty , Rajdeep Sensarma

A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…

Data Analysis, Statistics and Probability · Physics 2009-05-20 Éva Rácz , János Kertész , Zoltán Eisler

Heavy-tailed or power-law distributions are becoming increasingly common in biological literature. A wide range of biological data has been fitted to distributions with heavy tails. Many of these studies use simple fitting methods to find…

Quantitative Methods · Quantitative Biology 2007-12-06 A. James , M. J. Plank

We consider here a recent conjecture stating that correlation functions and tail probabilities of finite time Lyapunov exponents would have the same power law decay in weakly chaotic systems. We demonstrate that this conjecture fails for a…

Statistical Mechanics · Physics 2012-01-12 Carlos J. A. Pires , Alberto Saa , Roberto Venegeroles

In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and…

Numerical Analysis · Mathematics 2025-10-20 Dennis Cheung , Felipe Cucker , Raphael Hauser

The size of large cliff failures may be described in several ways, for instance considering the horizontal eroded area at the cliff top and the maximum local retreat of the coastline. Field studies suggest that, for large failures, the…

Geophysics · Physics 2023-07-19 Andrea Baldassarri , Bernard Sapoval

This paper addresses the statistical properties of time series driven by rational bubbles a la Blanchard and Watson (1982), corresponding to multiplicative maps, whose study has recently be revived recently in physics as a mechanism of…

Statistical Mechanics · Physics 2008-12-02 Thomas Lux , D. Sornette
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