Related papers: Probability distribution functions for intermitten…
We show that the hypothesis of regularity of the conditional distribution of the empiric average of a finite sample of IID random variables, given all the sample "fluctuations", which appeared in our earlier manuscript |1] in the context of…
We study the effect of parameter fluctuations on synchronization of a coupled chaotic system. The fluctuations to the parameter can be random or it can be a periodic modulation. For random fluctuations we introduce a new quantity, the…
Using a set of 28 high resolution, high signal to noise ratio (S/N) QSO Ly-alpha absorption spectra, we investigate the non-Gaussian features of the transmitted flux fluctuations, and their effect upon the power spectrum of this field. We…
Several analysis methods for nonstationary fluctuations are described and applied to the edge localized mode (ELM) instabilities of limiter H-mode plasmas. The microwave scattering diagnostic observes poloidal $k_{\theta}$ values of 3.3…
We present a general framework to study the distribution of the flux through the origin up to time $t$, in a non-interacting one-dimensional system of particles with a step initial condition with a fixed density $\rho$ of particles to the…
Plasma turbulence simulations are often computationally expensive with delicate numerical stability. Yet, long simulations are needed to generate uncorrelated turbulence data for studies such as microwave scattering through density…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
Level and wavefunction statistics have been studied for two dimensional clusters of the square lattice in the presence of random magnetic fluxes. Fluxes traversing lattice plaquettes are distributed uniformly between - (1/2) Phi_0 and (1/2)…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
The statistics of the output activity of a neuron during its stimulation by the stream of input impulses that forms the stochastic Poisson process is studied. The leaky integrate-and-fire neuron is considered as a neuron model. A new…
We have set ourselves the task of obtaining the probability distribution function of the mass density of a self-gravitating isothermal compressible turbulent fluid from its physics. We have done this in the context of a new notion: the…
Refractive scintillation effects are powerful techniques for discriminating between different models proposed for the electron density fluctuation spectrum in the ISM. Data from our long-term scintillation study of 18 pulsars in the DM…
We investigate propagation of few-photon pulses in waveguides coupled to a two-level system by means of the method of distribution functions in coordinate-momentum space that provides a detailed description of photon systems. We find that…