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Lattice growth models where uncorrelated random deposition competes with some aggregation dynamics that generates correlations are studied with rates of the correlated component decreasing as a power law. These models have anomalous…

Statistical Mechanics · Physics 2013-02-05 Fabio D. A. Aarao Reis

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…

Statistical Mechanics · Physics 2025-12-01 Alexander Valov , Baruch Meerson

The state of a stochastic process evolving over a time $t$ is typically assumed to lie on a normal distribution whose width scales like $t^{1/2}$. However, processes where the probability distribution is not normal and the scaling exponent…

Statistical Finance · Quantitative Finance 2017-05-24 Lijian Chen , Kevin E. Bassler , Joseph L. McCauley , Gemunu H. Gunaratne

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…

Statistical Mechanics · Physics 2024-08-05 Naftali R. Smith

The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…

Statistical Mechanics · Physics 2009-11-07 Subhadip Raychaudhuri , Yonathan Shapir

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium…

Statistical Mechanics · Physics 2020-08-04 Daniel Nickelsen , Hugo Touchette

Anomalous scaling in the statistics of an active scalar in homogeneous turbulent convection is studied using a dynamical shell model. We extend refined similarity ideas for homogeneous and isotropic turbulence to homogeneous turbulent…

Chaotic Dynamics · Physics 2009-11-13 Emily S. C. Ching , W. C. Cheng

The problem of the interplay between normal and anomalous scaling in turbulent systems stirred by a random forcing with a power law spectrum is addressed. We consider both linear and nonlinear systems. As for the linear case, we study…

Chaotic Dynamics · Physics 2009-11-10 L. Biferale , M. Cencini , A. S. Lanotte , M. Sbragaglia , F. Toschi

To characterize fluctuations in a turbulent flow, one usually studies different moments of velocity increments and dissipation rate, $\overline{(v(x+r)-v(x))^{n}}\propto r^{\zeta_{n}}$ and $\overline{{\cal E}^{n}}\propto Re^{d_{n}}$,…

Fluid Dynamics · Physics 2019-05-29 Victor Yakhot , Diego A. Donzis

It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…

Statistical Mechanics · Physics 2009-11-13 Alvaro Corral

We study the dynamic scaling hypothesis in invariant surface growth. We show that the existence of power-law scaling of the correlation functions (scale invariance) does not determine a unique dynamic scaling form of the correlation…

Statistical Mechanics · Physics 2009-10-31 JJ Ramasco , JM Lopez , MA Rodriguez

We study the full distribution of $A=\int_{0}^{T}x^{n}\left(t\right)dt$, $n=1,2,\dots$, where $x\left(t\right)$ is an Ornstein-Uhlenbeck process. We find that for $n>2$ the long-time ($T \to \infty$) scaling form of the distribution is of…

Statistical Mechanics · Physics 2022-01-21 Naftali R. Smith

We investigate non-equilibrium dynamical scaling in adiabatic quench processes across quantum multicritical points. Our analysis shows that the resulting power-law scaling depends sensitively on the control path, and that anomalous critical…

Statistical Mechanics · Physics 2015-05-14 Shusa Deng , Gerardo Ortiz , Lorenza Viola

The renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by the Gaussian self-similar velocity field with finite, and not small, correlation time. The inertial-range energy…

Chaotic Dynamics · Physics 2009-11-07 L. Ts. Adzhemyan , N. V. Antonov , J. Honkonen

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Statistical Mechanics · Physics 2011-06-21 Tomasz Srokowski

Shell model turbulence is a simplified mathematical framework that captures essential features of incompressible fluid turbulence such as the energy cascade, intermittency and anomalous scaling of the fluid observables. We perform a…

Fluid Dynamics · Physics 2024-09-09 James Creswell , Viatcheslav Mukhanov , Yaron Oz

We investigate the equilibrium and off-equilibrium behaviors of systems at thermal first-order transitions (FOTs) when the boundary conditions favor one of the two phases. As a theoretical laboratory we consider the two-dimensional Potts…

High Energy Physics - Lattice · Physics 2018-10-24 Haralambos Panagopoulos , Andrea Pelissetto , Ettore Vicari
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