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Related papers: On-off intermittency over an extended range of con…

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We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

Inter-event times of various human behavior are apparently non-Poissonian and obey long-tailed distributions as opposed to exponential distributions, which correspond to Poisson processes. It has been suggested that human individuals may…

Physics and Society · Physics 2020-02-27 Makoto Okada , Kenji Yamanishi , Naoki Masuda

We consider the nonlinear Duffing oscillator in presence of fractional damping which is characteristic in different physical situations. The system is studied with a smaller and larger damping parameter value, that we call the underdamped…

Chaotic Dynamics · Physics 2024-03-18 Mattia Coccolo , Jesús M. Seoane , Stefano Lenci , Miguel A. F. Sanjuán

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

It is reported that the characteristic relations of type-II and type-III intermittencies, with respective local Poincar$\acute{e}$ maps of $x_{n+1}= (1+\epsilon)x_n + a x^3_n$ and $x_{n+1}= - (1+\epsilon)x_n - a x^3_n$, are both $- ln…

chao-dyn · Physics 2009-10-31 Chil-Min Kim , Geo-Su Yim , Jung-Wan Ryu , Young-Jai Park

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of…

Artificial Intelligence · Computer Science 2016-08-12 Anna Harutyunyan , Marc G. Bellemare , Tom Stepleton , Remi Munos

The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…

Probability · Mathematics 2010-08-17 Clément Dombry , Ingemar Kaj

Dynamic behavior of a weightless rod with a point mass sliding along the rod axis according to periodic law is studied. This is the pendulum with periodically varying length which is also treated as a simple model of child's swing.…

Mathematical Physics · Physics 2015-05-14 Anton O. Belyakov , Alexander P. Seyranian

We study systems with periodically oscillating parameters that can give way to complex periodic or non periodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal…

Chaotic Dynamics · Physics 2013-05-29 L. Hector Juarez , Holger Kantz , Oscar Martinez , Eduardo Ramos , Raul Rechtman

We consider tracking control of linear minimum phase systems with known arbitrary relative degree which are subject to possible output measurement losses. We provide a control law which guarantees the evolution of the tracking error within…

Optimization and Control · Mathematics 2023-09-28 Thomas Berger , Lukas Lanza

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

We consider disordered pinning models, when the return time distribution of the underlying renewal process has a polynomial tail with exponent $\alpha \in (1/2,1)$. This corresponds to a regime where disorder is known to be relevant, i.e.…

Probability · Mathematics 2017-09-01 Francesco Caravenna , Fabio Lucio Toninelli , Niccolo Torri

Noise driven electroconvection in sandwich cells of nematic liquid crystals exhibits on-off intermittent behaviour at the onset of the instability. We study laser scattering of convection rolls to characterize the wavelengths and the…

Statistical Mechanics · Physics 2009-11-07 Th. John , U. Behn , R. Stannarius

In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…

We have studied the diffusion of a single particle on a one-dimensional lattice. It is shown that, for a self-similar distribution of hopping rates, the time dependence of the mean-square displacement follows an anomalous power law…

Statistical Mechanics · Physics 2009-11-13 L. Padilla , H. O. Mártin , J. L. Iguain

Cross-correlations are usually considered to emerge through interaction between particles. Here we present a mechanism capable to generate power-law cross-correlations between non-interacting particles exposed to an external potential. This…

Chaotic Dynamics · Physics 2013-03-18 Fotis K. Diakonos , Alexandros K. Karlis , Peter Schmelcher

Universal intermittent dynamics in a random catalytic reaction network, induced by smallness in the molecule number is reported. Stochastic simulations for a random catalytic reaction network subject to a flow of chemicals show that the…

Statistical Mechanics · Physics 2009-02-20 Akinori Awazu , Kunihiko Kaneko

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…

Probability · Mathematics 2020-03-27 Natan T'Joens , Jasper De Bock

In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic L\'evy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise…

Probability · Mathematics 2017-08-30 Panki Kim , Ante Mimica

Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…

Statistical Finance · Quantitative Finance 2019-02-26 Chiara Lattanzi , Manuele Leonelli