Related papers: Alternative Formulations for the Fluctuating Two-R…
Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…
We present new numerical schemes to integrate stochastic partial differential equations which describe the spatio-temporal dynamics of reaction-diffusion (RD) problems under the effect of internal fluctuations. The schemes conserve the…
Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…
Second order statistics provides a dynamic representation of a fading channel and plays an important role in the evaluation and design of the wireless communication systems. In this paper, we present a novel analytical framework for the…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
The free-energy distribution function of an elastic string in a quenched random potential, P(F), is investigated with the help of the optimal-fluctuation approach. The form of the far-right tail of P(F) is found by constructing the exact…
By means of the multifractal analysis (MFA), the expressions of the probability density functions (PDFs) are unified in a compact analytical formula which is valid for various quantities in turbulence. It is shown that the formula can…
In this work, the product of two independent and non-identically distributed (i.n.i.d) $\kappa - \mu $ shadowed random variables is studied. We derive the series expression for the probability density function (PDF), cumulative distribution…
In this paper, we analyze the performance of cognitive radio (CR) systems over different composite generalized multipath /shadowed fading scenarios. The \k{appa}-{\mu} shadowed and Fisher-Snedecor F fading channels which are proposed as a…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
In this work we present a theoretical study on the propagation of light in heterogeneous systems with fluctuating optical properties. To understand the consequences of the fluctuations we perform numerical calculations with uniform and non…
We present a new method, based on Gaussian process regression, for reconstructing the continuous $x$-dependence of parton distribution functions (PDFs) from quasi-PDFs computed using lattice QCD. We examine the origin of the unphysical…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
The distribution functions of field fluctuations of the turbulent mixing layer produced by a Rayleigh-Taylor instability (RTI) have long been hypothesized to involve bimodal effects. The present work reviews existing quantitative and…
This letter provides closed-form expressions for the outage probability, the average level crossing rate (LCR) and the average fade duration (AFD) of a dual diversity selection combining (SC) system exposed to the combined influence of the…
For soft matter systems strongly driven by stationary flow, we discuss an extended fluctuation-dissipation theorem (FDT). Beyond the linear response regime, the FDT for the stress acquires an additional contribution involving the observable…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
A possible way to extract information about the reversible dissociation of a molecular adhesion bond from force fluctuations observed in force ramp experiments is discussed. For small loading rates the system undergoes a limited number of…
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…
False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…