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A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

Chaotic Dynamics · Physics 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint distribution of the multiple variables (the measured signal)…

Statistical Finance · Quantitative Finance 2025-03-13 Luan M. T. de Moraes , Antônio M. S. Macedo , Raydonal Ospina , Giovani L. Vasconcelos

The global energy fluctuations of a low density gas granular gas in the homogeneous cooling state near its clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown…

Statistical Mechanics · Physics 2009-11-10 J. Javier Brey , M. I. Garcia de Soria , P. Maynar , M. J. Ruiz-Montero

For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…

Statistical Mechanics · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz , Soon-Hyung Yook , Albert-Laszlo Barabasi

.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…

Statistical Mechanics · Physics 2020-08-26 V. Sposini , D. S. Grebenkov , R. Metzler , G. Oshanin , F. Seno

We uncover an emergent universality in the large-scale, long-time statistics of a one-dimensional hard-rod gas evolving under two fundamentally different classes of microscopic dynamics: stochastic (diffusive) and unitary (ballistic).…

Statistical Mechanics · Physics 2026-04-28 Soumyabrata Saha , Jitendra Kethepalli , Benjamin Guiselin , Jacopo De Nardis , Tridib Sadhu

A most debated topic of the last years is whether simple statistical physics models can explain collective features of social dynamics. A necessary step in this line of endeavour is to find regularities in data referring to large scale…

Physics and Society · Physics 2009-11-13 Santo Fortunato , Claudio Castellano

A general organizing principle is proposed that can be used to derive the equations of motion describing the near-equilibrium dynamics of causal and thermodynamically stable relativistic systems. The latter are found to display some new…

Nuclear Theory · Physics 2024-06-04 Lorenzo Gavassino , Marcelo M. Disconzi , Jorge Noronha

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…

Physics and Society · Physics 2008-04-24 Zoltan Eisler , Imre Bartos , Janos Kertesz

We introduce a density tensor hierarchy for open system dynamics, that recovers information about fluctuations lost in passing to the reduced density matrix. For the case of fluctuations arising from a classical probability distribution,…

Quantum Physics · Physics 2008-11-26 Stephen L. Adler

A variety of physical, social and biological systems generate complex fluctuations with correlations across multiple time scales. In physiologic systems, these long-range correlations are altered with disease and aging. Such correlated…

Other Quantitative Biology · Quantitative Biology 2009-11-10 Luis A. N. Amaral , Albert Diaz-Guilera , Andre A. Moreira , Ary L. Goldberger , Lewis A. Lipsitz

This pedagogical review addresses several issues related to statistical description of gravitating systems in both static and expanding backgrounds, focusing on the latter. After briefly reviewing the results for the static background, I…

Astrophysics · Physics 2007-05-23 T. Padmanabhan

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…

Statistical Mechanics · Physics 2015-05-18 Sumiyoshi Abe

We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…

Statistical Mechanics · Physics 2009-11-07 C. Beck , E. G. D. Cohen

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam

A recently proposed unified scaling law for interoccurrence times of earthquakes [P. Bak et al., Phys. Rev. Lett. {\bf 88}, 178501 (2002)] is analyzed, both theoretically and with data from Southern California. We decompose the…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

We study time-dependent density fluctuations in the stationary state of driven diffusive systems with two conserved densities $\rho_\lambda$. Using Monte-Carlo simulations of two coupled single-lane asymmetric simple exclusion processes we…

Statistical Mechanics · Physics 2016-08-08 V. Popkov , J. Schmidt , G. M. Schütz

In various situations where wave transport is preeminent, like in wireless communication, a strong established transmission is present in a complex scattering environment. We develop a novel approach to describe emerging fluctuations, which…

Mesoscale and Nanoscale Physics · Physics 2020-10-08 Dmitry V. Savin , Martin Richter , Ulrich Kuhl , Olivier Legrand , Fabrice Mortessagne

Atmospheric flows exhibit fluctuations of all scales (space -time) ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years). The apparently random fluctuations however exhibit long-range spatio-temporal…

chao-dyn · Physics 2009-09-25 Suvarna Fadnavis , A. M. Selvam

We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…

Nuclear Theory · Physics 2008-11-26 M. I. Gorenstein , M. Hauer
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