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We study the statistics of single particle Lagrangian velocity in a shell model of turbulence. We show that the small scale velocity fluctuations are intermittent, with scaling exponents connected to the Eulerian structure function scaling…

Chaotic Dynamics · Physics 2009-11-07 G. Boffetta , F. De Lillo , S. Musacchio

We examine the peculiar velocity distribution function of galaxies in cosmological many-body gravitational clustering. Our statistical mechanical approach derives a previous basic assumption and generalizes earlier results to galaxies with…

Astrophysics · Physics 2009-11-10 Bernard Leong , William Saslaw

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Probability · Mathematics 2012-03-27 Charles Bordenave , Pietro Caputo , Djalil Chafai

Given a class $\mathcal G$ of graphs, let ${\mathcal G}_n$ denote the set of graphs in $\mathcal G$ on vertex set $[n]$. For certain classes $\mathcal G$, we are interested in the asymptotic behaviour of a random graph $R_n$ sampled…

Combinatorics · Mathematics 2022-09-22 Colin McDiarmid

We present new explicit upper bounds for the smoothness of the distribution of the random diagonal sum $S_n=\sum_{j=1}^nX_{j,\pi(j)}$ of a random $n\times n$ matrix $X=(X_{j,r})$, where the $X_{j,r}$ are independent integer valued random…

Probability · Mathematics 2023-07-03 Bero Roos

For a given normalized Gaussian symmetric matrix-valued process $Y^{(n)}$, we consider the process of its eigenvalues $\{(\lambda_{1}^{(n)}(t),\dots, \lambda_{n}^{(n)}(t)); t\ge 0\}$ as well as its corresponding process of empirical…

Probability · Mathematics 2018-01-09 Arturo Jaramillo , Juan Carlos Pardo , José Luis Pérez

The number of comparisons X_n used by Quicksort to sort an array of n distinct numbers has mean mu_n of order n log n and standard deviation of order n. Using different methods, Regnier and Roesler each showed that the normalized variate…

Probability · Mathematics 2007-05-23 James Allen Fill , Svante Janson

We study the fluctuations of smooth linear statistics of Laplace eigenvalues of compact hyperbolic surfaces lying in short energy windows, when averaged over the moduli space of surfaces of a given genus. The average is taken with respect…

Spectral Theory · Mathematics 2023-01-03 Zeév Rudnick , Igor Wigman

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

I propose a modification of the spherical infall model for the evolution of density fluctuations with initially Gaussian probability distribution and scale-free power spectra. I introduce a generalized form of the initial density…

Astrophysics · Physics 2007-05-23 Ewa L. Lokas

We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…

Probability · Mathematics 2009-03-02 Sourav Chatterjee , Soumik Pal

We consider general infinite-dimensional dynamical systems with the Galilean and spatiotemporal scaling symmetry groups. Introducing the equivalence relation with respect to temporal scalings and Galilean transformations, we define a…

Mathematical Physics · Physics 2022-06-29 Alexei A. Mailybaev

We study the large-width asymptotics of random fully connected neural networks with weights drawn from $\alpha$-stable distributions, a family of heavy-tailed distributions arising as the limiting distributions in the Gnedenko-Kolmogorov…

Statistics Theory · Mathematics 2025-03-12 Tomás Soto

In this paper, we consider a strongly-repelling model of $n$ ordered particles $\{e^{i \theta_j}\}_{j=0}^{n-1}$ with the density $p({\theta_0},\cdots, \theta_{n-1})=\frac{1}{Z_n} \exp \left\{-\frac{\beta}{2}\sum_{j \neq k} \sin^{-2} \left(…

Probability · Mathematics 2018-05-30 Alexander Soshnikov , Yuanyuan Xu

In the first part of the paper, we study the inversion statistic of random permutations under the family $(\mathbb{P}_\theta^{(n)})_{\theta \ge 0}$ of Ewens sampling distributions on $S_n$. We obtain a rather simple exact formula for the…

Probability · Mathematics 2025-11-18 Ross G. Pinsky , Dominic T. Schickentanz

We analyze the behavior of an ensemble of inertial particles in a one-dimensional smooth Gaussian velocity field, in the limit of large inertia, but considering a finite correlation time for the random field. We derive in this limit a…

Statistical Mechanics · Physics 2009-11-13 Piero Olla , Raffaella Vuolo

This paper derives the exact cumulative density function of the distance between a randomly located node and any arbitrary reference point inside a regular $\el$-sided polygon. Using this result, we obtain the closed-form probability…

Information Theory · Computer Science 2013-06-27 Zubair Khalid , Salman Durrani

We consider equilibrium statistics for high Reynolds number isotropic turbulence in an incompressible flow driven by steady forcing at the largest scale. Motivated by shell model observations, we develop a similarity theory for the inertial…

Fluid Dynamics · Physics 2007-05-23 Mogens V. Melander , Bruce R. Fabijonas

We consider $n^2\times n^2$ real symmetric and hermitian matrices $M_n$, which are equal to sum of $m_n$ tensor products of vectors $X^\mu=B(Y^\mu\otimes Y^\mu)$, $\mu=1,\dots,m_n$, where $Y^\mu$ are i.i.d. random vectors from $\mathbb R^n…

Mathematical Physics · Physics 2020-03-11 Daria Tieplova

We examine the steady state of turbulent flows in thin layers using direct numerical simulations. It is shown that when the layer thickness is smaller than a critical height, an inverse cascade arises which leads to the formation of a…

Fluid Dynamics · Physics 2019-03-14 Adrian van Kan , Alexandros Alexakis