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We study the full-counting statistics of charges transmitted through a single-level quantum dot weakly coupled to a local Einstein phonon which causes fluctuations in the dot energy. An analytic expression for the cumulant generating…
We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at $s_{1\times}\sim12$ and $s_{2\times}\sim130$…
We propose an effective field theory describing the time dependent fluctuations of electrons in conducting systems, generalizing the well known kinetic theory of fluctuations. On several examples, we show its equivalence, (when quantum…
Multiplicity fluctuations are studied both globaly (in terms of high-order moments) and locally (in terms of small phase-space intervals). The ratio of cumulant factorial to factorial moments of the charged-particle multiplicity…
Detrended fluctuation analysis is used to investigate correlations between the monthly average of the maximum daily temperatures for different locations in the continental US and the different climates these locations have. When we plot the…
Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…
Different routing strategies may result in different behaviors of traffic on internet. We analyze the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of…
We study the multifractal nature of the Central England Temperature (CET) anomaly, a time series that spans more than 200 years. The series is analyzed as a complete data set and considering a sliding window of 11 years. In both cases, we…
A fractal is in essence a hierarchy with cascade structure, which can be described with a set of exponential functions. From these exponential functions, a set of power laws indicative of scaling can be derived. Hierarchy structure and…
This paper introduces a novel Bayesian reverse unrestricted mixed-frequency model applied to a panel of nine European electricity markets. Our model analyzes the impact of daily fossil fuel prices and hourly renewable energy generation on…
The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…
Much of the analysis of economic growth has focused on the study of aggregate output. Here, we deviate from this tradition and look instead at the structure of output embodied in the network connecting countries to the products that they…
Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…
The dynamics of power consumption constitutes an essential building block for planning and operating energy systems based on renewable energy supply. Whereas variations in the dynamics of renewable energy generation are reasonably well…
Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…
We develop a novel biased Monte-Carlo simulation technique to measure the force-extension curves and the distribution function of the extension of fluctuating filaments stretched by external force. The method is applicable for arbitrary…
The European Power Exchange has introduced day-ahead auctions and continuous trading spot markets to facilitate the insertion of renewable electricity. These markets are designed to balance excess or lack of power in short time periods,…
This paper studies the impacts of stochastic load fluctuations, namely the fluctuation intensity and the load power variation speed, on power system dynamic voltage stability. Additionally, the trade-off relationship between the two…
Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the…