Related papers: Universality Classes of Fluctuation Dynamics in Hi…

We numerically analyse quantum survival probability fluctuations in an open, classically chaotic system. In a quasi-classical regime, and in the presence of classical mixed phase space, such fluctuations are believed to exhibit a fractal…

The dynamics of non-equilibrium spatially extended systems are often dominated by fluctuations, due to e.g.\ deterministic chaos or to intrinsic stochasticity. This reflects into generic scale invariant or kinetic roughening behavior that…

Based on the tick-by-tick stock prices from the German and American stock markets, we study the statistical properties of the distribution of the individual stocks and the index returns in highly collective and noisy intervals of trading,…

Background properties in experimental particle physics are typically estimated using control samples corresponding to large numbers of events. This can provide precise knowledge of average background distributions, but typically does not…

Selection, the tendency of some traits to become more frequent than others in a population under the influence of some (natural or artificial) agency, is a key component of Darwinian evolution and countless other natural and social…

The growth of the average kinetic energy of classical particles is studied for potentials that are random both in space and time. Such potentials are relevant for recent experiments in optics and in atom optics. It is found that for small…

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

The theory of mesoscopic fluctuations is applied to inhomogeneous solids consisting of chaotically distributed regions with different crystalline structure. This approach makes it possible to describe statistical properties of such mixture…

We consider a model in which a collective state couples to a large number of background states. The background states can be chosen to have properties which are classically characterized as regular or chaotic. We found that the dynamical…

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

We investigate the non-equilibrium dynamics of a class of isolated one-dimensional systems possessing two degenerate ground states, initialized in a low-energy symmetric phase. We report the emergence of a time-scale separation between fast…

We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the…

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Critical states are sometimes identified experimentally through power-law statistics or universal scaling functions. We show here that such features naturally emerge from networks in self-sustained irregular regimes away from criticality.…

The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian…

Turbulence is a complex spatial and temporal structure created by the strong non-linear dynamics of fluid flows at high Reynolds numbers. Despite being an ubiquitous phenomenon that has been studied for centuries, a full understanding of…

We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…

Scale invariance and the resulting power law behaviours are seen in diverse systems. In this work we consider translation, rotational and scale invariant systems defined on a lattice, such that the variables defining the state at every…

Dissipative phase transitions are strongly shaped by the symmetries of the Liouvillian, yet the quantitative impact of weak and strong symmetries on critical behavior has remained unclear. We study a squeezed-photon model with single- and…

Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…