English
Related papers

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

200 papers

In a recent Nature paper, Gabaix et al. \cite{Gabaix03} presented a theory to explain the power law tail of price fluctuations. The main points of their theory are that volume fluctuations, which have a power law tail with exponent roughly…

Statistical Mechanics · Physics 2008-12-02 J. Doyne Farmer , Fabrizio Lillo

It is well-known that the dominant late time behavior of waves propagating on a Schwarzschild spacetime is a power-law tail; tails for other spacetimes have also been studied. This paper presents a systematic treatment of the tail…

General Relativity and Quantum Cosmology · Physics 2009-10-28 E. S. C. Ching , P. T. Leung , W. M. Suen , K. Young

Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…

Statistics Theory · Mathematics 2025-10-13 Pok Him Cheng , Joel E. Cohen , Hok Kan Ling , Sheung Chi Phillip Yam

The quotient of random variables with normal distributions is examined and proven to have have power law decay, with density $f\left( x\right) \simeq f_{0}x^{-2}$, with the coefficient depending on the means and variances of the numerator…

Mathematical Finance · Quantitative Finance 2018-03-06 Carey Caginalp , Gunduz Caginalp

We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation regimes, soft…

Probability · Mathematics 2010-01-20 Arijit Chakrabarty , Gennady Samorodnitsky

Evaluated $2\beta^{-}(2\nu)$ half-lives and their systematics were reexamined in the framework of a phenomenological approach. Decay rate dependence on nuclear deformation, decay energy, shape coexistence, and forbidden transitions was…

Nuclear Theory · Physics 2023-03-22 B. Pritychenko

For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration…

Dynamical Systems · Mathematics 2015-06-03 Jean-René Chazottes , Sebastien Gouezel

Dissipative processes cause collisionless plasmas in many systems to develop nonthermal particle distributions with broad power-law tails. The prevalence of power-law energy distributions in space/astrophysical observations and kinetic…

High Energy Astrophysical Phenomena · Physics 2022-07-06 Vladimir Zhdankin

The ability to accurately predict the evolution of tidally stripped haloes is important for understanding galaxy formation and testing the properties of dark matter. Most studies of substructure evolution make predictions based on empirical…

Astrophysics of Galaxies · Physics 2020-03-24 Nicole E. Drakos , James E. Taylor , Andrew J. Benson

We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…

Statistical Mechanics · Physics 2015-06-22 Christian Van den Broeck , Upendra Harbola , Raul Toral , Katja Lindenberg

In search of many social and economical systems, it is found that node strength distribution as well as degree distribution demonstrate the behavior of power-law with droop-head and heavy-tail. We present a new model for the growth of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Chuan-Ji Fu , Qing Ou , Wen Chen , Bing-Hong Wang , Ying-Di Jin , Yong-Wei Niu , Tao Zhou

We study the intermittent dynamics and the fluctuations of the dynamic correlation function of a simple aging system. Given its size $L$ and its coherence length $\xi$, the system can be divided into $N$ independent subsystems, where…

Disordered Systems and Neural Networks · Physics 2016-08-31 Estelle Pitard

In recent years, the decay eta --> 3 pi has received considerable attention from experimental and theoretical side. It is of particular theoretical interest because it allows for the determination of (m_u - m_d). In addition, for many years…

High Energy Physics - Phenomenology · Physics 2013-08-26 Stefan Lanz

Taylor's power law states that the variance function decays as a power law. It is observed for population densities of species in ecology. For random networks another power law, that is, the power law degree distribution is widely studied.…

Probability · Mathematics 2020-01-10 István Fazekas , Csaba Noszály , Noémi Uzonyi

Stock market indices are one of the most investigated complex systems in econophysics. Here we extend the existing literature on stock markets in connection with nonextensive statistical mechanics. We explore the nonextensivity of price…

Statistical Finance · Quantitative Finance 2019-05-01 Dusan Stosic , Darko Stosic , Tatijana Stosic

Decay law of a complicated unstable state formed in a high energy collision is described by the Fourier transform of the two-point correlation function of the scattering matrix. Although each constituent resonance state decays exponentially…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Valentin V. Sokolov

A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…

Statistical Mechanics · Physics 2018-01-03 Anirban Chakraborti , Marco Patriarca

A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…

Physics and Society · Physics 2008-12-10 Y. Malevergne , V. F. Pisarenko , D. Sornette

Weak measurements offer new insights into the behavior of quantum systems. Combined with post-selection, quantum mechanics predicts a range of new experimentally testable phenomena. In this paper I consider weak measurements performed on…

Quantum Physics · Physics 2009-11-13 P. C. W. Davies

We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on…

Probability · Mathematics 2010-07-30 Predrag R. Jelenkovic , Mariana Olvera-Cravioto
‹ Prev 1 3 4 5 6 7 10 Next ›