Related papers: Non-Universality of Nodal Length Distribution for …
We consider the defocusing nonlinear wave equations (NLW) on the two-dimensional torus. In particular, we construct invariant Gibbs measures for the renormalized so-called Wick ordered NLW. We then prove weak universality of the Wick…
This article presents results on the concentration properties of the smoothing and filtering distributions of some partially observed chaotic dynamical systems. We show that, rather surprisingly, for the geometric model of the Lorenz…
We study the eigenstates of quantum systems with large Hilbert spaces, via their distribution of wavefunction amplitudes in a real-space basis. For single-particle 'quantum billiards', these real-space amplitudes are known to have Gaussian…
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…
We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…
We study on dynamics of high-order rogue wave in two-component coupled nonlinear Schr\"{o}dinger equations. We find four fundamental rogue waves can emerge for second-order vector RW in the coupled system, in contrast to the high-order ones…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
For a given wave function one can define a quantity $\mu_E$ having a meaning of its inverse spatial size. The Laplace transform of the distribution function $P(\mu_E)$ is calculated analytically for a 1D disordered sample with a finite…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
The probability distribution functions of the circulation of velocity in three-dimensional decaying isotropic turbulence are examined by the database of the numerical simulation based on the pseudospectral method. It is shown that the…
We study the nonlinear wave equation (NLW) on the two-dimensional torus $\mathbb T^2$ with Gaussian random initial data on $H^s(\mathbb T^2) \times H^{s-1}(\mathbb T^2)$, $s < 0$, distributed according to the base Gaussian free field $\mu$…
This paper presents a novel approach for propagating uncertainties in dynamical systems building on high-order Taylor expansions of the flow and moment-generating functions (MGFs). Unlike prior methods that focus on Gaussian distributions,…
We analyze from the viewpoint of an abstract Markov operator recent results by Nualart and Peccati, and Nourdin and Peccati, on the fourth moment as a condition on a Wiener chaos to have a distribution close to Gaussian. In particular, we…
In this paper we discuss some aspects of the theory of wave packets. We consider a popular non-covariant Gaussian model used in various applications and show that it predicts too slow a longitudinal dispersion rate for relativistic…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…
We consider the four-dimensional nonholonomic distribution defined by the 4-potential of the electromagnetic field on the manifold. This distribution has a metric tensor with the Lorentzian signature $(+,-,-,-)$, therefore, the causal…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…