Related papers: On-off intermittency over an extended range of con…
We study random spatial permutations on Z^3 where each jump x -> \pi(x) is penalized by a factor exp(-T ||x-\pi(x)||^2). The system is known to exhibit a phase transition for low enough T where macroscopic cycles appear. We observe that the…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
The parallel fading channel, which consists of finite number of subchannels, is very important, because it can be used to formulate many practical communication systems. The outage probability, on the other hand, is widely used to analyze…
We consider a Markov chain on $R^+$ with asymptotically zero drift and finite second moments of jumps which is positive recurrent. A power-like asymptotic behaviour of the invariant tail distribution is proven; such a heavy-tailed invariant…
Renewal processes generated by a power-law distribution of intervals with tail index less than unity are genuinely non-stationary. This issue is illustrated by a critical review of the recent paper by Barma, Majumdar and Mukamel 2019…
The scaling of the time delay near a "bottleneck" of a generic saddle-node bifurcation is well-known to be given by an inverse square-root law. We extend the analysis to several non-generic cases for smooth vector fields. We proceed to…
Intermittent large amplitude events are seen in the temporal evolution of a state variable of many dynamical systems. Such intermittent large events suddenly start appearing in dynamical systems at a critical value of a system parameter and…
A notion of tail dependence based on operator regular variation is introduced for copulas, and the standard tail dependence used in the copula literature is included as a special case. The non-standard tail dependence with marginal power…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…
We investigate the probability distribution of order imbalance calculated from the order flow data of 43 Chinese stocks traded on the Shenzhen Stock Exchange. Two definitions of order imbalance are considered based on the order number and…
The scaling behavior of the maximal Lyapunov exponent in chaotic systems with time-delayed feedback is investigated. For large delay times it has been shown that the delay-dependence of the exponent allows a distinction between strong and…
Controlling and understanding phenomena in coupled systems remains a significant challenge across diverse fields. This study investigates a simple globally coupled chemical system that exhibits a range of rich collective dynamics, from…
An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this…
Response latency -- the time taken to initiate or complete an action or task -- is one of the principal measures used to investigate the mechanisms subserving human and animal cognitive processes. The right tails of response latency…
Considering an example of the long-range Kitaev model, we are looking for a correlation length in a model with long range interactions whose correlation functions away from a critical point have power-law tails instead of the usual…
We consider the long-standing problem of Rayleigh-Taylor instability with variable acceleration, and focus on the early-time dynamics of an interface separating incompressible ideal fluids of different densities subject to an acceleration…
To describe the small-scale intermittency of turbulence, a self-similarity is assumed for the probability density function of a logarithm of the rate of energy dissipation smoothed over a length scale among those in the inertial range. The…
We prove two lower bounds for stopping times of sequential tests between general composite nulls and alternatives. The first lower bound is for the setting where the type-1 error level $\alpha$ approaches zero, and equals $\log(1/\alpha)$…
We introduce a model of self-repelling random walks where the short-range interaction between two elements of the chain decreases as a power of the difference in proper time. Analytic results on the exponent $\nu$ are obtained. They are in…
The Zipf power law and its connection with the inhomogeneity of the system is investigated. We describe the statistical distributions of the domain masses in the Potts model near the temperature-induced phase transition. We found that the…