Related papers: Probability distribution functions for intermitten…
This paper proposes a new estimation procedure for the ambiguity function of a non-stationary time series. The stochastic properties of the empirical ambiguity function calculated from a single sample in time are derived. Different…
Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be represented as the product of the marginal density functions and…
The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…
The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…
The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situations. The basic idea of fPp, motivated by experimental data…
We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…
The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…
We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
Resistive switching is one of the foremost candidates for building novel types of non-volatile random access memories. Any practical implementation of such a memory cell calls for a strong miniaturization, at which point fluctuations start…
This work explores the potential of an information-theoretical causality detection method for unraveling the relation between fluctuating variables in complex nonlinear systems. The method is tested on some simple though nonlinear models,…
Using in situ data, accumulated in the turbulent magnetosheath by the Magnetospheric Multiscale (MMS) Mission, we report a statistical study of magnetic field curvature and discuss its role in the turbulent space plasmas. Consistent with…
The paper assesses stationary probability distributions in out of equilibrium systems. In the phenomenology proposed, no free energy can be well defined. Fluctuations of Landau free energy couplings arise when the intrinsic chemical…
Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…
Intermittency in MHD turbulence has been analyzed using high resolution 2D numerical simulations. We show that the Probability Distribution Functions (PDFs) of the fluctuations of the Elsasser fields, magnetic field and velocity field…
Voltage fluctuations are common disturbances in power grids. Initially, it is necessary to selectively identify individual sources of voltage fluctuations to take actions to minimize the effects of voltage fluctuations. Selective…
In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…
The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…