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We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
It is shown that the characteristics of the mesoscopic fluctuations in the conventional quantum-diffusion model and the model of the non-coherent (`classical') diffusion in media with long-range correlated disorder are quite similar in the…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
In a system of noisy self-propelled particles with interactions that favor directional alignment, collective motion will appear if the density of particles increases beyond a certain threshold. In this paper, we argue that such a threshold…
The macroscopic properties, the properties of individual components and how those components interact with each other are three important aspects of a composited structure. An understanding of the interplay between them is essential in the…
We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…
We show that the single emitter linewidth underlying a broadened ensemble emission spectrum can be extracted from correlations among the stochastic intensity fluctuations in the ensemble spectrum. Spectral correlations can be observed at…
We study the scaling of fluctuations with the mean of traffic in complex networks using a model where the arrival and departure of "packets" follow exponential distributions, and the processing capability of nodes is either unlimited or…
The linear instability of a beam tensioned by its own weight is considered. It is shown that for long beams, in the sense of an adequate dimensionless parameter, the characteristics of the instability caused by a follower force do not…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
Lorentzian distributions have been largely employed in statistical mechanics to obtain exact results for heterogeneous systems. Analytic continuation of these results is impossible even for slightly deformed Lorentzian distributions, due to…
Waves propagating through a weakly scattering random medium show a pronounced branching of the flow accompanied by the formation of freak waves, i.e., extremely intense waves. Theory predicts that this strong fluctuation regime is…
Starting from the wave equation for a medium with material properties that vary periodically, we study a system of recurrence relations that describe propagation of wave packets that oscillate on the microscale (i.e. on lengths of the order…
Complex networks have certain properties that distinguish them from their respective uniform or regular counterparts. One of these properties is the variation of topological properties along different hierarchical levels. In this work, we…
We demonstrate experimentally the possibility of revealing fluctuations in the eigenfrequency of a resonator when the frequency noise is of the telegraph type. Using a resonantly driven micromechanical resonator, we show that the…
The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to…
This paper concerns the asymptotic behaviour of solutions of a linear convolution Volterra summation equation with an unbounded forcing term. In particular, we suppose the kernel is summable and ascribe growth bounds to the exogenous…
We study the fluctuation properties and return-time statistics on inhomogeneous scale-free networks using packets moving with two different dynamical rules; random diffusion and locally navigated diffusive motion with preferred edges.…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…