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In this paper we consider the behavior of Kalman Filter state estimates in the case of distribution with heavy tails .The simulated linear state space models with Gaussian measurement noises were used. Gaussian noises in state equation are…

Statistics Theory · Mathematics 2015-12-08 Valentin Konakov , Pavel Mozgunov

Validity of fluid models breaks down for non-thermal or weakly collisional plasmas which often occur e.g. in the solar wind. In these regimes one has to resort to modelling through the first-principle Vlasov-Maxwell system, but its…

Plasma Physics · Physics 2025-12-01 Rostislav-Paul Wilhelm , Fabio Bacchini

Heavy-tailed distributions have been studied in statistics, random matrix theory, physics, and econometrics as models of correlated systems, among other domains. Further, heavy-tail distributed eigenvalues of the covariance matrix of the…

Machine Learning · Computer Science 2021-05-25 John Y. Shin

Calculations of the ground state of inhomogeneous many-electron systems involve a solving of the Poisson equation for Coulomb potential and the Schroedinger equation for single-particle orbitals. Due to nonlinearity and complexity this set…

Materials Science · Physics 2009-11-11 A. Ya. Shul'man

In this paper, one of the major shortcomings of the conventional numerical approaches is alleviated by introducing the probabilistic nature of molecular transitions into the framework of classical computational electrodynamics. The main aim…

Classical Physics · Physics 2020-01-24 Ali Reza Hashemi , Mahmood Hosseini-Farzad

Projected momentum distributions of electrons, i.e. Compton profiles above the topmost atomic layer have recently become experimentally accessible by kinetic electron emission in grazing-incidence scattering of atoms at atomically flat…

Other Condensed Matter · Physics 2009-11-11 Christoph Lemell , Andres Arnau , Joachim Burgdörfer

Synchrotron emission from runaway electrons may be used to diagnose plasma conditions during a tokamak disruption, but solving this inverse problem requires rapid simulation of the electron distribution function and associated synchrotron…

Plasma Physics · Physics 2014-03-31 Matt Landreman , Adam Stahl , Tünde Fülöp

In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…

Numerical Analysis · Mathematics 2021-09-28 Antti Autio , Antti Hannukainen

In this paper, electromagnetic emissions produced by a beam-plasma system are investigated using particle-in-cell simulations for the particular case when the typical transverse size of both 100 keV electron beam and produced plasma channel…

Plasma Physics · Physics 2019-07-24 V. V. Annenkov , I. V. Timofeev , E. P. Volchok

The emission from a radiating source embedded in a photonic lattice is calculated. The analysis considers the photonic lattice and free space as a combined system. Furthermore, the radiating source and electromagnetic field are quantized.…

Optics · Physics 2009-11-11 Weng W. Chow

Statistical plasma theory far from thermal equilibrium is subject to Liouville's equation which is at the base of the BBGKY hierarchical approach to plasma kinetic theory from which in the absence of collisions Vlasov's equation follows. It…

Space Physics · Physics 2017-05-25 R. A. Treumann , W. Baumjohann

This paper investigates the spectral properties of spatial-sign covariance matrices, a self-normalized version of sample covariance matrices, for data from $\alpha$-regularly varying populations with general covariance structures. By…

Statistics Theory · Mathematics 2025-02-18 Hantao Chen , Cheng Wang

We investigate the spectral distribution of large sample covariance matrices with independent columns and entries in the columns that stem from Markov chains. We characterize the limiting spectral densities by their moments.…

Probability · Mathematics 2012-03-19 Olga Friesen , Matthias Löwe

Transport of cold atoms in shallow optical lattices is characterized by slow, nonstationary momentum relaxation. We here develop a projector operator method able to derive in this case a generalized Smoluchowski equation for the position…

Statistical Mechanics · Physics 2015-06-17 A. Dechant , E. Lutz

We present an estimator of the covariance matrix $\Sigma$ of random $d$-dimensional vector from an i.i.d. sample of size $n$. Our sole assumption is that this vector satisfies a bounded $L^p-L^2$ moment assumption over its one-dimensional…

Statistics Theory · Mathematics 2024-03-27 Roberto I. Oliveira , Zoraida F. Rico

We derive a steady-state, electromagnetic solution for collisional plasma and apply it to computing the total conductance for a vertically stratified ionosphere interrogated by a 3D signal with finite transverse wavelength, which we compare…

Plasma Physics · Physics 2022-11-22 Russell B. Cosgrove

Synchrotron radiation losses are a significant cause of concern for high-temperature aneutronic fusion reactions such as proton-Boron 11. The fact that radiation losses occur primarily in the high-energy tail, where the radiation itself has…

Plasma Physics · Physics 2024-07-16 Ian E. Ochs , Mikhail E. Mlodik , Nathaniel J. Fisch

We present a unified theoretical framework linking second and fourth order statistical correlations of stochastic electromagnetic beams to the scintillation index observed after propagation through Kolmogorov atmospheric turbulence. We…

Optics · Physics 2026-03-10 Shouvik Sadhukhan , C. S. Narayanamurthy

Collective Thomson scattering (CTS) in a beam-plasma system is reproduced by using 2D PIC simulations and the characteristics of the scattered wave spectrum are examined. By formulating the geometric shape of the scattered wave spectrum in…

Plasma Physics · Physics 2025-12-12 Yuma Sato , Shuichi Matsukiyo

Using the phase-space formulation of quantum mechanics, we derive a four-component Wigner equation for a system composed of spin-1/2 fermions (typically, electrons) including the Zeeman effect and the spin-orbit coupling. This Wigner…

Mesoscale and Nanoscale Physics · Physics 2017-04-12 Jerome Hurst , Paul-Antoine Hervieux , Giovanni Manfredi