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We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…

Data Analysis, Statistics and Probability · Physics 2026-04-01 Edgardo Brigatti

We construct an autoregressive model with random coefficients that has a stationary distribution after proper normalization. This limit distribution is found to be stable.

Probability · Mathematics 2015-05-29 Lev B. Klebanov , Gregory Temnov , Ashot Kakosyan

Irreversible aggregation is revisited in view of recent work on renormalization of complex networks. Its scaling laws and phase transitions are related to percolation transitions seen in the latter. We illustrate our points by giving the…

Data Analysis, Statistics and Probability · Physics 2011-08-26 Seung-Woo Son , Golnoosh Bizhani , Claire Christensen , Peter Grassberger , Maya Paczuski

Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…

Methodology · Statistics 2025-11-14 Muyang Shi , Likun Zhang , Mark D. Risser , Benjamin A. Shaby

The margins within the geographic range of species are often specific in terms of ecological and evolutionary processes, and can strongly influence the species' reaction to climate change. One of the frequently observed features at range…

Populations and Evolution · Quantitative Biology 2020-02-28 R. Juhász , B. Oborny

Solid inflation is an effective field theory of inflation in which isotropy and homogeneity are accomplished via a specific combination of anisotropic sources (three scalar fields that individually break isotropy). This results in specific…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-11 Nicola Bartolo , Marco Peloso , Angelo Ricciardone , Caner Unal

Recently, fractional derivatives have been employed to analyze various systems in engineering, physics, finance and hidrology. For instance, they have been used to investigate anomalous diffusion processes which are present in different…

Soft Condensed Matter · Physics 2023-11-28 Kwok Sau Fa , E. K. Lenzi

We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network…

Statistics Theory · Mathematics 2026-03-25 Jinyuan Chang , Qin Fang , Eric D. Kolaczyk , Peter W. MacDonald , Qiwei Yao

The scaling theory of Anderson localization is based on a global conductance $g_L$ that remains a random variable of order O(1) at criticality. One realization of such a conductance is the Landauer transmission for many transverse channels.…

Disordered Systems and Neural Networks · Physics 2009-07-21 Cecile Monthus , Thomas Garel

This paper describes the effects of a complex scalar scaling field on quantum mechanics. The field origin is an extension of the gauge freedom for basis choice in gauge theories to the underlying scalar field. The extension is based on the…

Quantum Physics · Physics 2016-06-27 Paul Benioff

We reanalyze transfer matrix and Monte Carlo results for the critical Binder cumulant U* of an anisotropic two-dimensional Ising model on a square lattice in a square geometry with periodic boundary conditions. Spins are coupled between…

Statistical Mechanics · Physics 2013-04-25 Boris Kastening

We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…

Probability · Mathematics 2021-08-02 Guillaume Conchon--Kerjan , Christina Goldschmidt

We introduce a correlated static model and investigate a percolation transition. The model is a modification of the static model and is characterized by assortative degree-degree correlation. As one varies the edge density, the network…

Statistical Mechanics · Physics 2015-05-13 Sang-Woo Kim , Jae Dong Noh

We obtain central limit theorems for stationary random fields employing a novel measure of dependence called $\theta$-lex weak dependence. We show that this dependence notion is more general than strong mixing, i.e., it applies to a broader…

Statistics Theory · Mathematics 2021-04-07 Imma Valentina Curato , Robert Stelzer , Bennet Ströh

We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually…

Probability · Mathematics 2018-03-29 Volker Betz , Lorenzo Taggi

Strong anomalous diffusion is characterized by asymptotic power-law growth of the moments of displacement, with exponents that do not depend linearly on the order of the moment. The exponents concerning small-order moments are dominated by…

Statistical Mechanics · Physics 2021-01-27 Jürgen Vollmer , Lamberto Rondoni , Muhammad Tayyab , Claudio Giberti , Carlos Mejía-Monasterio

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

We show that the critical scaling behavior of random-field systems with short-range interactions and disorder correlations cannot be described in general by only two independent exponents, contrary to previous claims. This conclusion is…

Disordered Systems and Neural Networks · Physics 2015-06-15 Gilles Tarjus , Ivan Balog , Matthieu Tissier

The study of societies of adaptive agents seeking minority status is an active area of research. Recently, it has been demonstrated that such systems display an intriguing phase-transition: agents tend to {\it self-segregate} or to {\it…

Condensed Matter · Physics 2009-11-07 Ehud Nakar , Shahar Hod

We introduce a one-parametric family of tree growth models, in which branching probabilities decrease with branch age $\tau$ as $\tau^{-\alpha}$. Depending on the exponent $\alpha$, the scaling of tree depth with tree size $n$ displays a…

Populations and Evolution · Quantitative Biology 2015-02-04 Stephanie Keller-Schmidt , Murat Tugrul , Victor M. Eguiluz , Emilio Hernandez-Garcia , Konstantin Klemm