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The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…

Mathematical Physics · Physics 2018-10-17 E. Bogomolny , M. Sieber

We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…

Statistical Mechanics · Physics 2010-07-08 S. I. Denisov , E. S. Denisova , H. Kantz

In this note, convergence of random variables will be revisited. We will give the answers to 5 questions among the 6 open questions introduced in (Convergence rates in the law of large numbers and new kinds of convergence of random…

Probability · Mathematics 2020-04-07 Ze-Chun Hu , Ting Ma , Xiu-Ju Zhu

Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

More than one billion data sampled with different frequencies from several financial instruments were investigated with the aim of testing whether they involve power law. As a result, a known power law with the power exponent around -4 was…

Statistical Finance · Quantitative Finance 2020-10-06 Caglar Tuncay

The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…

Probability · Mathematics 2019-01-28 Michaela Koscova , Radoslav Harman , Jan Macutek

In this paper we introduce a new probability distribution on (0,1), associated with the I-function, namely, the I-function distribution. This distribution generalizes several known distributions with positive support. It is also shown that…

Probability · Mathematics 2015-03-09 P. Vellaisamy , K. K. Kataria

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

In this paper, we propose a new distribution with unitary support which can be characterized as a ratio of the type $W=X_1/(X_1+X_2)$, where $(X_1, X_2)^\top$ follows a bivariate extreme distribution with Fr\'echet margins, that is, $X_1$…

Methodology · Statistics 2025-01-03 Roberto Vila , Felipe Quintino

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine

We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…

Analysis of PDEs · Mathematics 2021-01-19 Heinrich Freistühler , Jan Fuhrmann

This two-part paper details a theory of solvability for the power flow equations in lossless power networks. In Part I, we derive a new formulation of the lossless power flow equations, which we term the fixed-point power flow. The model is…

Optimization and Control · Mathematics 2017-09-21 John W. Simpson-Porco

We investigate the physical mechanism behind the counterintuitive phenomenon, the distribution of continuous-variable entanglement between two distant modes by sending a third separable auxiliary mode between them. For this purpose, we…

Quantum Physics · Physics 2015-06-15 Ladislav Mišta, , Natalia Korolkova

It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a…

Astrophysics · Physics 2007-05-23 P. A. Sturrock , M. S. Wheatland

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

Optimization and Control · Mathematics 2022-07-19 Harto Saarinen

The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…

Statistical Mechanics · Physics 2015-05-13 S. Eule , R. Friedrich

Oscillations in a power system can be categorized into free oscillations and forced oscillations. Many algorithms have been developed to estimate the modes of free oscillations in a power system. Recently, forced oscillations caught many…

Systems and Control · Computer Science 2017-01-31 Mohammadreza Ghorbaniparvar

We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the…

Probability · Mathematics 2016-07-19 Dmitry Beliaev , Igor Wigman

Robust simulation is essential for reliable operation and planning of transmission and distribution power grids. At present, disparate methods exist for steady-state analysis of the transmission (power flow) and distribution power grid…

Signal Processing · Electrical Eng. & Systems 2018-08-10 Amritanshu Pandey , Marko Jereminov , Martin R. Wagner , David M. Bromberg , Gabriela Hug , Larry Pileggi

In this article, we examine two double-phase variable exponent problems, each formulated within a distinct framework. The first problem is non-variational, as the nonlinear term may depend on the gradient of the solution. The first main…

Analysis of PDEs · Mathematics 2026-04-06 Mustafa Avci