Related papers: Time-dependent probability density functions and i…
Time series of observables measured from complex systems do often exhibit non-normal statistics, their statistical distributions (PDF's) are not gaussian and often skewed, with roughly exponential tails. Departure from gaussianity is…
We study the one-point probability distribution functions (PDFs) of the peculiar velocity and the density fluctuation in a cosmological fluid. Within the perturbative approach to the structure formation scenario, the effect of ``pressure''…
We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of decaying exponentials with complex exponents. This…
The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a…
We discuss a model of a system of interacting populations for the case when: (i) the growth rates and the coefficients of interaction among the populations depend on the populations densities: and (ii) the environment influences the growth…
We investigate the dynamics of two interacting diffusing particles in an infinite effectively one dimensional system; the particles interact through a step-like potential of width b and height phi_0 and are allowed to pass one another. By…
Based on the canonical correlation analysis we derive series representations of the probability density function (PDF) and the cumulative distribution function (CDF) of the information density of arbitrary Gaussian random vectors as well as…
In probability density function (PDF) methods a transport equation is solved numerically to compute the time and space dependent probability distribution of several flow variables in a turbulent flow. The joint PDF of the velocity…
A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare,…
Perturbation Theory (PT) applied to a cosmological density field with Gaussian initial fluctuations suggests a specific hierarchy for the correlation functions when the variance is small. In particular quantitative predictions have been…
An analytical derivation of the probability density function (PDF) tail describing the strongly correlated interface growth governed by the nonlinear Kardar-Parisi-Zhang equation is provided. The PDF tail exactly coincides with a…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
We study a generalised model of population growth in which the state variable is population growth rate instead of population size. Stochastic parametric perturbations, modelling phenotypic variability, lead to a Langevin system with two…
This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…
This letter provides the first prediction of the probability density function (PDF) of flux $R$ in plasma sheath sheath region in magnetic fusion devices which is characterized by dynamical equations with exponential non-linearities. By…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
Density dependence is important in the ecology and evolution of microbial and cancer cells. Typically, we can only measure net growth rates, but the underlying density-dependent mechanisms that give rise to the observed dynamics can…
Different classes of phenomenological universalities of environment dependent growths have been proposed. The logistic as well as environment dependent West-type allometry based biological growth can be explained in this proposed framework…
We discuss the physical nature of quasi-PDFs, especially the reasons for the strong nonperturbative evolution pattern which they reveal in actual lattice gauge calculations. We argue that quasi-PDFs may be treated as hybrids of PDFs and the…
Random walks with stochastic resetting provides a treatable framework to study interesting features about central-place motion. In this work, we introduce non-instantaneous resetting as a two-state model being a combination of an exploring…