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A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

The statistical equilibrium properties of the linear sigma model are studied, with a view towards characterizing the field configurations employed as initial conditions for numerical simulations of the formation of disoriented chiral…

High Energy Physics - Phenomenology · Physics 2009-10-28 Jorgen Randrup

We calculate high-temperature graph expansions for the Ising spin glass model with 4 symmetric random distribution functions for its nearest neighbor interaction constants J_{ij}. Series for the Edwards-Anderson susceptibility \chi_EA are…

Disordered Systems and Neural Networks · Physics 2009-11-10 Daniel Daboul , Iksoo Chang , Amnon Aharony

We numerically study the distribution function of the conductance (transmission) in the one-dimensional tight-binding Anderson and periodic-on-average superlattice models in the region of fluctuation states where single parameter scaling is…

Disordered Systems and Neural Networks · Physics 2009-11-10 L. I. Deych , M. V. Erementchouk , A. A. Lisyansky , Alexey Yamilov , Hui Cao

We show that hyperscaling and finite-size scaling imply that the probability distribution of the order parameter in finite size critical systems exhibit data collapse. We consider the examples of equilibrium critical systems, and a…

Statistical Mechanics · Physics 2009-10-31 Vivek Aji , Nigel Goldenfeld

We calculate the probability density function for the order parameter fluctuations in the low temperature phase of the 2D-XY model of magnetism near the line of critical points. A finite correlation length, \xi, is introduced with a small…

Statistical Mechanics · Physics 2009-11-07 B. Portelli , P. C. W. Holdsworth , M. Sellitto , S. T. Bramwell

We prove that the Fourier transform of the properly-scaled normalized two-point function for sufficiently spread-out long-range oriented percolation with index \alpha>0 converges to e^{-C|k|^{\alpha\wedge2}} for some C\in(0,\infty) above…

Probability · Mathematics 2008-08-11 Lung-Chi Chen , Akira Sakai

Application of the exact statistical inference frequently leads to a non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by…

Computation · Statistics 2018-01-09 Viktor Witkovský

We study the statistical distribution of the closest encounter between observations computed along different trajectories of a mixing dynamical system. At the limit of large trajectories, the distribution is of Gumbel type and depends on…

Dynamical Systems · Mathematics 2021-04-29 Théophile Caby

We consider a two-dimensional (2D) generalization of the standard kicked-rotor (KR) and show that it is an excellent model for the study of 2D quantum systems with underlying diffusive classical dynamics. First we analyze the distribution…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Tsampikos Kottos , Alexander Ossipov , Theo Geisel

We investigated numerically the distribution of participation numbers in the 3d Anderson tight-binding model at the localization-delocalization threshold. These numbers in {\em one} disordered system experience strong level-to-level…

Disordered Systems and Neural Networks · Physics 2009-10-31 D. A. Parshin , H. R. Schober

We numerically study the distribution function of the conductivity (transmission) in the one-dimensional tight-binding Anderson model in the region of fluctuation states. We show that while single parameter scaling in this region is not…

Disordered Systems and Neural Networks · Physics 2009-11-07 L. I. Deych , M. V. Erementchouk , A. A. Lisyansky

We propose an interpretation of previous experimental and numerical experiments, showing that for a large class of systems, distributions of global quantities are similar to a distribution originally obtained for the magnetization in the…

Statistical Mechanics · Physics 2007-05-23 Maxime Clusel , Jean-Yves Fortin , Peter C. W. Holdsworth

The distribution function of transmitted charge through a double-barrier junction is studied at zero temperature and at small applied voltage. Both a semiclassical model, in which the transport is described by jump rates, and a quantum…

Condensed Matter · Physics 2009-10-28 M. J. M. de Jong

This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This new method enhances the flexibility and adaptability of…

Statistics Theory · Mathematics 2024-02-28 Xinyu Chen , Yuanqi Xie , Achraf Cohen , Shusen Pu

Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time. Theory of exchangeable distributions on set partitions,…

Mathematical Finance · Quantitative Finance 2015-07-09 Sergey Sosnovskiy

Critical finite-size scaling functions for the order parameter distribution of the two and three dimensional Ising model are investigated. Within a recently introduced classification theory of phase transitions, the universal part of the…

Condensed Matter · Physics 2009-10-28 R. Hilfer , N. B. Wilding

We consider oriented percolation on Z^d times Z_+ whose bond-occupation probability is pD(...), where p is the percolation parameter and D is a probability distribution on Z^d. Suppose that D(x) decays as |x|^{-d-\alpha} for some \alpha>0.…

Probability · Mathematics 2007-08-21 Lung-Chi Chen , Akira Sakai

The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…

Statistics Theory · Mathematics 2026-02-03 Sattwik Ghosal , Ranjan Maitra

Two-frequency Wigner distribution is introduced to capture the asymptotic behavior of the space-frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like…

Optics · Physics 2015-06-26 Albert C. Fannjiang