Related papers: Evidence for criticality in financial data
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
Supplement 1 to GUM (GUM-S1) recommends the use of maximum entropy principle (MaxEnt) in determining the probability distribution of a quantity having specified properties, e.g., specified central moments. When we only know the mean value…
We introduce a framework to study the random entire function $\zeta_\beta$ whose zeros are given by the Sine$_\beta$ process, the bulk limit of beta ensembles. We present several equivalent characterizations, including an explicit power…
Quantum non-Gaussianity is a key resource for quantum advantage in continuous-variable systems. We introduce a general framework to quantify non-Gaussianity based on correlation generation: two copies of a state become correlated at a…
Boltzmann-Gibbs distribution arises as the statistical equilibrium probability distribution of money among the agents of a closed economic system where random and undirected exchanges are allowed. When considering a model with uniform…
We consider the conditional galaxy density around each galaxy, and study its fluctuations in the newest samples of the Sloan Digital Sky Survey Data Release 7. Over a large range of scales, both the average conditional density and its…
The probability Psuccess(alpha, N) that stochastic greedy algorithms successfully solve the random SATisfiability problem is studied as a function of the ratio alpha of constraints per variable and the number N of variables. These…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
We study the critical behavior of the q-state Potts model with random ferromagnetic couplings. Working with the cluster representation the partition sum of the model in the large-q limit is dominated by a single graph, the fractal…
We have studied the conductance distribution function of two-dimensional disordered noninteracting systems in the crossover regime between the diffusive and the localized phases. The distribution is entirely determined by the mean…
We study the complexity of Non-Gaussian Component Analysis (NGCA) in the Statistical Query (SQ) model. Prior work developed a general methodology to prove SQ lower bounds for this task that have been applicable to a wide range of contexts.…
The spacing intervals of adjacent Riemann zeta zeros(non-trivial) exhibit fractal(irregular) fluctuations generic to dynamical systems in nature such as fluid flows, heart beat patterns, stock market price index, etc., and are associated…
We give a new proof of the theorems on the maximum entropy principle in Tsallis statistics. That is, we show that the $q$-canonical distribution attains the maximum value of the Tsallis entropy, subject to the constraint on the…
The presence of non linear instruments is responsible for the emergence of non Gaussian features in the price changes distribution of realistic portfolios, even for Normally distributed risk factors. This is especially true for the…
It was recently noticed that high-energy scattering processes in QCD have a stochastic nature. An event-by-event scattering amplitude is characterised by a saturation scale which is a random variable. The statistical ensemble of saturation…
A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…
In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…
Critical behavior in short-time dynamics is investigated by a Monte Carlo study for the random-bond Potts ferromagnet with a trinary distribution of quenched disorders on two-dimensional triangular lattices. The dynamic scaling is verified…
Asymptotically entropy of chaotic systems increases linearly and the sensitivity to initial conditions is exponential with time: these two behaviors are related. Such relationship is the analogous of and under specific conditions has been…
Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…