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Nonlinear dissipative systems in the state of self-organized criticality release energy sporadically in avalanches of all sizes, such as in earthquakes, auroral substorms, solar and stellar flares, soft gamma-ray repeaters, and pulsar…

Solar and Stellar Astrophysics · Physics 2010-08-06 Markus J. Aschwanden

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

Statistical Mechanics · Physics 2026-03-10 M. Süzen

In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…

Statistical Mechanics · Physics 2009-11-07 Markus Kollmann

Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…

Statistical Mechanics · Physics 2026-03-18 Dan Shafir , Stanislav Burov

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

Statistical Mechanics · Physics 2020-08-26 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Statistical Mechanics · Physics 2022-12-07 Massimiliano Giona , Andrea Cairoli , Rainer Klages

This paper presents an analysis of the distribution of the time $\tau$ between two consecutive events in a stationary point process. The study is motivated by the discovery of a unified scaling law for $\tau$ for the case of seismic events.…

Geophysics · Physics 2009-11-10 G. Molchan

Disordered systems are characterized by the existence of many sample- dependent local energy minima, that cause a stepwise response when the system is perturbed. In this article we use an approach based on elementary probabilistic methods…

Disordered Systems and Neural Networks · Physics 2017-03-08 Silvio Franz , Stefano Spigler

We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…

Probability · Mathematics 2010-04-27 Rudolf Gorenflo

In the renewal processes, if the waiting time probability density function is a tempered power-law distribution, then the process displays a transition dynamics; and the transition time depends on the parameter $\lambda$ of the exponential…

Statistics Theory · Mathematics 2016-06-21 Weihua Deng , Wanli Wang , Xinchun Tian , Yujiang Wu

An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…

Contrary to common belief, as the time since the last earthquake in a certain region increases, the risk of occurrence of another earthquake diminishes. As a consequence, the expected waiting time to the next event increases with the…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

Understanding the statistical laws governing citation dynamics remains a fundamental challenge in network theory and the science of science. Citation networks typically exhibit in-degree distributions well approximated by log-normal…

Physics and Society · Physics 2025-10-14 Keisuke Okamura

Heterogeneous diffusion with spatially changing diffusion coefficient arises in many experimental systems like protein dynamics in the cell cytoplasm, mobility of cajal bodies and confined hard-sphere fluids. Here, we showcase a simple…

Statistical Mechanics · Physics 2022-02-14 Prashant Singh

Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We study the quantum dynamics of a peculiar driven system, a Bose gas subjected to periodically kicked interactions. In the limit of infinitely short kicks, this system was recently shown to exhibit a fast exponential spreading of the wave…

Quantum Physics · Physics 2022-03-16 Clément Duval , Dominique Delande , Nicolas Cherroret

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

Statistical Mechanics · Physics 2015-06-19 Hiroshi Miki
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