Related papers: Fluctuation universality for a class of directed s…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
Atmospheric flows exhibit scale-free fractal fluctuations. A general systems theory based on classical statistical physical concepts visualizes the fractal fluctuations to result from the coexistence of eddy fluctuations in an eddy…
There has been an increasing interest in the quantification of nearly deterministic work extraction from a finite number of copies of microscopic particles in finite time. This paradigm, so called single-shot epsilon-deterministic work…
We have studied the percolation behaviour of deposits for different (2+1)-dimensional models of surface layer formation. The mixed model of deposition was used, where particles were deposited selectively according to the random (RD) and…
We characterize universal features of the sample-to-sample fluctuations of global geometrical observables, such as the area, width, length, and center-of-mass position, in random growing planar clusters. Our examples are taken from…
The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
Hyperuniform particle arrangements are characterized by a local number variance that grows more slowly than the volume of the observation window. We generalize this concept to describe particle systems in which particles carry weights:…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The spatial logistic model is a system of point entities (particles) in $\mathbb{R}^d$ which reproduce themselves at distant points (dispersal) and die, also due to competition. The states of such systems are probability measures on the…
We report on experimentally observed shear stress fluctuations in both granular solid and fluid states, showing that they are non-Gaussian at low shear rates, reflecting the predominance of correlated structures (force chains) in the…
We report a theoretical investigation on conductance fluctuation of mesoscopic systems. Extensive numerical simulations on quasi-one dimensional, two dimensional, and quantum dot systems with different symmetries (COE, CUE, and CSE)…
We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity…
We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
Bursty transport phenomena associated with convective motion present universal statistical characteristics among different physical systems. In this letter, a stochastic univariate model and the associated probability distribution function…