Related papers: Statistical moments in superposition models and st…
We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…
We present large scale simulations of a stochastic sandpile model in two dimensions. We use moments analysis to evaluate critical exponents and finite size scaling method to consistently test the obtained results. The general picture…
For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…
A model of quantum measurement, illustrated using the spin--boson model, is formulated in terms of a cascading pair of quantum phase transitions. The first produces the desired superposition of macroscopic responses to the microscopic state…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We study positive random variables whose moments can be expressed by products and quotients of Gamma functions; this includes many standard distributions. General results are given on existence, series expansion and asymptotics of density…
We generalize and extend the recently proposed method to account for contributions of system size (or volume/participant) fluctuations to the experimentally measured moments of particle multiplicity distributions. We find that in the…
In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…
Turbulent dynamical systems are characterized by nonlinear interactions and stochastic effects that generate coupled statistical quantities, such as non-zero higher-order moments, which are difficult to capture from data with accuracy. We…
The sequence of so-called signature moments describes the laws of many stochastic processes in analogy with how the sequence of moments describes the laws of vector-valued random variables. However, even for vector-valued random variables,…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
The effects of finite particle number sampling on the net baryon number cumulants, extracted from fluid dynamical simulations, are studied. The commonly used finite particle number sampling procedure introduces an additional Poissonian (or…
Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…
Factorial moments are convenient tools in particle physics to characterize the multiplicity distributions when phase-space resolution ($\Delta$) becomes small. They include all correlations within the system of particles and represent…
We calculate the time evolution of fluctuations for rare particles such as e.g. kaons in 1 AGeV or charmonium in 200 AGeV heavy ion collisions. We find that these fluctuations are a very sensitive probe of the degree of chemical…
Using a functional integral formulation, we analyze the collective modes in the $d$-density wave state. Since only discrete symmetries are broken, no massless phase mode is present. The only relevant fluctuation is the amplitude fluctuation…
Higher cumulants of conserved charges are sensitive observables of quantum chromodynamics phase transitions. The sample of mixed events provides a background to estimate non-critical effects of cumulants. Four possible methods for…
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…
Measurements of multiplicity fluctuations of identified hadrons produced in inelastic p+p interactions at 31, 40, 80, and 158~\GeVc beam momentum are presented. Three different measures of multiplicity fluctuations are used: the scaled…
The compound models of clutter statistics are found suitable to describe the nonstationary nature of radar backscattering from high-resolution observations. In this letter, we show that the properties of Mellin transform can be utilized to…