Related papers: Event by event fluctuations of the source shape: i…
The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…
Event-by-event fluctuations in the initial density distributions of the fireballs created in relativistic heavy-ion collisions lead to event-by-event fluctuations of the final anisotropic flow angles, and density inhomogeneities in the…
We study the effects of thermal fluctuations on elastic rings. Analytical expressions are derived for correlation functions of Euler angles, mean square distance between points on the ring contour, radius of gyration, and probability…
Proportional rate models are among the most popular methods for analyzing the rate function of counting processes. Although providing a straightforward rate-ratio interpretation of covariate effects, the proportional rate assumption implies…
Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of…
A measurement of event shape variables is presented for large momentum transfer proton-proton collisions using the ATLAS detector at the Large Hadron Collider. Six event shape variables calculated using hadronic jets are studied in…
In this paper we consider two processes driven by diffusions and jumps. The jump components are Levy processes and they can both have finite activity and infinite activity. Given discrete observations we estimate the covariation between the…
The possibility to study intermittency in a single event of high multiplicity is investigated in the framework of the $\alpha-$model. It is found that, for cascade long enough, the dispersion of intermittency exponents obtained from…
We prove a strong form of the invariance under re-rooting of the distribution of the continuous random trees called Levy trees. This extends previous results due to several authors.
Foams are ideal model systems to study stress-driven dynamics, as stress-imbalances within the system are continuously generated by the coarsening process, which unlike thermal fluctuations, can be conveniently quantified by optical means.…
Relationship between a surface pattern and vertical convections is studied in a condition of Rayleigh-Taylor instability. The vertical convections change with the case configuration and the aspect ratio r / h of the case, where r and h show…
Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…
The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…
Shapley value has recently become a popular way to explain the predictions of complex and simple machine learning models. This paper is discusses the factors that influence Shapley value. In particular, we explore the relationship between…
We study different models of radiating slowly rotating bodies up to the first order in the angular velocity. It is shown that up to this order the evolution of the eccentricity is highly model-dependent even for very compact objects.
Although a system is described by a well-known set of equations leading to a deterministic behavior, in the real world the value of a measurand obtained by an experiment will mostly scatter. Accordingly, an uncertainty is associated with…
We completely describe the size and large intersection properties of the Holder singularity sets of Levy processes. We also study the set of times at which a given function cannot be a modulus of continuity of a Levy process. The Holder…
We present a number of independent flow observables that can be measured using multiparticle azimuthal correlations in heavy-ion collisions. Some of these observables are already well known, such as v2{2} and v2{4}, but most are new--in…
We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the…
The recent emergence of cryptocurrencies such as Bitcoin and Ethereum has posed possible alternatives to global payments as well as financial assets around the globe, making investors and financial regulators aware of the importance of…