Related papers: Probability distribution functions for intermitten…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
In a toroidal plasma confined by a purely toroidal magnetic field the plasma transport is governed by electrostatic turbulence driven by the flute interchange instability on the low-field side of the torus cross section. In this paper we…
Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…
Using the idealized integrable Maxwell-Bloch model, we describe random optical-pulse polarization switching along an active optical medium in the Lambda-configuration with disordered occupation numbers of its lower energy sub-level pair.…
The density fluctuations of nuclear matter are studied within a mean-field model in wich fluctuations are generated by an external stochastic field. The constraints imposed on the random force by the fluctuation-dissipation theorem are…
We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…
Strongly intermittent turbulence is observed in the shadow of a limiter in the Large Plasma Device (LAPD) at UCLA [W. Gekelman, H. Pfister, Z. Lucky, J. Bamber, D. Leneman, and J. Maggs, Rev. Sci. Inst. {\bfseries 62}, 2875 (1991)]. The…
A statistical model is used to determine how stochastic fluctuations in the intensities of orthogonal polarization modes contribute to the modulation and depolarization of pulsar radio emission. General expressions for the distributions of…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
We present parton distribution functions which include a quantitative estimate of its uncertainties. The parton distribution functions are optimized with respect to deep inelastic proton data, expressing the uncertainties as a density…
Based on the Magnetospheric Multiscale (MMS) mission we look at magnetic field fluctuations in the Earth's magnetosheath. We apply the statistical analysis using a Fokker-Planck equation to investigate processes responsible for stochastic…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…
We present a general procedure for obtaining the present density fluctuation probability distribution given the statistics of the initial conditions. The main difficulties faced with regard to this problem are those related to the…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…
Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…
Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a smooth random function, and measurement error. Supposing…