Related papers: Hammersley's harness process: invariant distributi…
This work presents a hierarchical model for solute transport in bounded layered porous media with random permeability. The model generalizes the Taylor-Aris dispersion theory to stochastic transport in random layered porous media with a…
Recently, a theoretical framework known as {\it ballistic macroscopic fluctuation theory} has been developed to study large-scale fluctuations and correlations in many-body systems exhibiting ballistic transport. In this paper, we review…
A hierarchical approach to the construction of compound distributions for process-induced faults in IC manufacture is proposed. Within this framework, the negative binomial distribution and the compound binomial distribution are treated as…
In this paper we consider the Higher Spin Six Vertex Model on the lattice $\mathbb{Z}_{\geq 2} \times \mathbb{Z}_{\geq 1}$. We first identify a family of translation invariant measures and subsequently we study the one point distribution of…
Turbulence is a challenging feature common to a wide range of complex phenomena. Random fibre lasers are a special class of lasers in which the feedback arises from multiple scattering in a one-dimensional disordered cavity-less medium.…
Several physical models have recently been proposed to obtain unidirectional motion of an overdamped Brownian particle in a periodic potential system. The asymmetric ratchetlike form of the periodic potential and the presence of correlated…
Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…
The longest increasing subsequence problem for permutations has been studied extensively in the last fifty years. The interpretation of the longest increasing subsequence as the longest 21-avoiding subsequence in the context of permutation…
We simulate Barkhausen avalanches on fractal clusters in a two-dimensional diluted Ising ferromagnet with an effective Gaussian random field. We vary the concentration of defect sites $c$ and find a scaling region for moderate disorder,…
We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution on a space of trees is said to be self-similar if it is invariant with respect to the operation of pruning, which cuts…
Transfer-matrix methods are used to study the probability distributions of spin-spin correlation functions $G$ in the two-dimensional random-field Ising model, on long strips of width $L = 3 - 15$ sites, for binary field distributions at…
While originally discovered in the context of the Gaussian Unitary Ensemble, the Tracy-Widom distribution also rules the height fluctuations of growth processes. This suggests that there might be other nonequilibrium processes in which the…
We explain Barkhausen noise in magnetic systems in terms of avalanches near a plain old critical point in the hysteretic zero-temperature random-field Ising model. The avalanche size distribution has a universal scaling function, making…
We consider the Hammersley interacting particle system starting from a shock initial profile with densities $\lambda,\rho\in\mathbb{R}$ ($\lambda > \rho$). The microscopic shock is taken as the position of a second-class particle initially…
This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…
The Kelvin-Helmholtz (KH) instability occurring in a single shear flow configuration that is embedded in a uniform flow-aligned magnetic field, is revisited by means of high resolution two-dimensional (2D) magnetohydrodynamic (MHD)…
The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…
We present a concise derivation of the Boltzmann form for single-particle energy distributions in classical many-body Hamiltonian systems. The derivation relies on two physical facts: coarse-graining-scale invariance of the empirical…
Suppose that two large, multi-dimensional data sets are each noisy measurements of the same underlying random process, and principle components analysis is performed separately on the data sets to reduce their dimensionality. In some…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…