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A linear bubble model of grain growth is introduced to study the conditions under which an isolated grain can grow to a size much larger than the surrounding matrix average (abnormal growth). We first consider the case of bubbles of two…

Materials Science · Physics 2007-05-23 W. W. Mullins , Jorge Vinals

The intermittent burst dynamics during the slow drainage of a porous medium is studied experimentally. We have shown that this system satisfies a set of conditions known to be true for critical systems, such as intermittent activity with…

Fluid Dynamics · Physics 2017-06-14 Marcel Moura , Knut Jørgen Måløy , Renaud Toussaint

Recent results suggest that highly active, chaotic, non-equilibrium states of living fluids might share much in common with high Reynolds number, inertial turbulence. We now show, by using a hydrodynamical model, the onset of intermittency…

Soft Condensed Matter · Physics 2025-03-26 Kolluru Venkata Kiran , Kunal Kumar , Anupam Gupta , Rahul Pandit , Samriddhi Sankar Ray

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz

The analogy between the intermittency and scaling in statistical physics is extended to the case of more variables. It is shown that the inclusive densities predicted by the perturbative QCD obey generalized homogeneity principle which…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. Wosiek

We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

We consider transition to strong turbulence in an infinite fluid stirred by a gaussian random force. The transition is {\bf defined} as a first appearance of anomalous scaling of normalized moments of velocity derivatives (dissipation…

Fluid Dynamics · Physics 2017-08-02 Victor Yakhot , Diego Donzis

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…

Probability · Mathematics 2026-05-18 Pietro Maria Sparago

In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…

Probability · Mathematics 2016-11-14 Vadim Shcherbakov , Anatoly Yambartsev

We investigate the behavior of the dichotomy spectrum of nonautonomous linear systems under general growth rates. By introducing comparison criteria we clarify how $\mu$-dichotomy and $\mu$-bounded growth interact. We also study the…

Dynamical Systems · Mathematics 2025-07-30 Néstor Jara , Claudio A. Gallegos

The so-called chaotic states that emerge on the model of $XY$ interacting on regular critical range networks are analyzed. Typical time scales are extracted from the time series analysis of the global magnetization. The large spectrum…

Statistical Mechanics · Physics 2017-02-10 Martin Belger , Sarah De Nigris , Xavier Leoncini

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste

Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…

Probability · Mathematics 2021-05-05 Martin Möhle , Benedict Vetter

We study the finite-size scaling behaviour at the critical point, resulting from the addition of a homogeneous size-dependent perturbation, decaying as an inverse power of the system size. The scaling theory is first formulated in a general…

Statistical Mechanics · Physics 2023-03-06 L. Turban

In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…

Probability · Mathematics 2015-02-20 Sergio A. Almada Monter , Konatantinos Spiliopoulos

Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…

Probability · Mathematics 2020-09-09 Cécile Mailler , Peter Mörters , Anna Senkevich

Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

Probability · Mathematics 2021-11-02 Jean Bertoin , Hairuo Yang

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

Statistics Theory · Mathematics 2007-06-13 Keiji Nagai , Cun-Hui Zhang
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