Related papers: Recognition of stable distribution with Levy index…
The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets indexes data and it has the form $Pr(X>x) ~ x**(-alpha) for…
This paper focuses on a stochastic system identification problem: given time series observations of a stochastic differential equation (SDE) driven by L\'{e}vy $\alpha$-stable noise, estimate the SDE's drift field. For $\alpha$ in the…
Spatial intermittency in decaying kinetic Alfven wave turbulence is investigated to determine if it produces non Gaussian density fluctuations in the interstellar medium. Non Gaussian density fluctuations have been inferred from pulsar…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We report on a recently developed laser-probing diagnostic which allows direct measurements of ray-deflection angles in one axis, whilst retaining imaging capabilities in the other axis. This allows us to measure the spectrum of angular…
The factorial moments (FM) of multiplicity distributions in one- and two-dimensions are studied for Pb+Pb collisions at 158 AGeV/c. The results are compared with FRITIOF, RQMD and VENUS predictions. In the relation between FM and the number…
A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
Experimental measurements of properties of the large-scale circulation (LSC) in turbulent convection of a fluid heated from below in a cylindrical container of aspect ratio one are presented and used to test a model of diffusion in a…
In the Heliosphere, power-law particle distributions are observed e.g. upstream of interplanetary shocks, which can result from superdiffusive transport. This non-Gaussian transport regime may result from intermittent magnetic field…
The adiabatic index of a relativistic star (modeled by a perfect fluid) is shown to act as a dissipation constant due to considerations of mesoscopic scale stochastic effects. This dissipative effect arises without taking heat flux in the…
We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The problem of a particle diffusion in a fluctuating scalar field is studied. In contrast to most studies of advection diffusion in random fields we analyze the case where the particle position is also coupled to the dynamics of the field.…
We investigate the propagation of waves in one-dimensional systems with L\'evy-type disorder. We perform a complete analysis of non-relativistic and relativistic wave transmission submitted to potential barriers whose width, separation or…
$\alpha$-stable distributions are utilised as models for heavy-tailed noise in many areas of statistics, finance and signal processing engineering. However, in general, neither univariate nor multivariate $\alpha$-stable models admit closed…
We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…
In this review we discuss the progress of the past decade in testing for a possible temporal variation of the fine structure constant $\alpha$. Advances in atomic sample preparation, laser spectroscopy and optical frequency measurements led…
We report experimental results on the acceleration component probability distribution function at $R_\lambda = 690$ to probabilities of less than $10^{-7}$. This is an improvement of more than an order of magnitude over past measurements…