Related papers: Anomalous fluctuations of renewal-reward processes…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
We establish anomalous inertial range scaling of structure functions for a model of advection of a passive scalar by a random velocity field. The velocity statistics is taken gaussian with decorrelation in time and velocity differences…
The problem of the effects of compressibility and large-scale anisotropy on anomalous scaling behavior is considered for two models describing passive advection of scalar density and tracer fields. The advecting velocity field is Gaussian,…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…
We present a numerical study of anisotropic statistical fluctuations in homogeneous turbulent flows. We give an argument to predict the dimensional scaling exponents, (p+j)/3, for the projections of p-th order structure function in the j-th…
The field theoretic renormalization group and operator product expansion are applied to the problem of a passive scalar advected by the Gaussian nonsolenoidal velocity field with finite correlation time, in the presence of large-scale…
Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…
In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…
The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…
The main point of this communication is that there is a small non-negligible amount of eddies-outliers/very strong events (comprising a significant subset of the tails of the PDF of velocity increments in the nominally-defined inertial…
We study the anomalous dynamical scaling of equilibrium correlations in one dimensional systems. Two different models are compared: the Fermi-Pasta-Ulam chain with cubic and quartic nonlinearity and a gas of point particles interacting…
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…
We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…
Much of the qualitative nature of physical systems can be predicted from the way it scales with system size. Contrary to the continuum expectation, we observe a profound deviation from logarithmic scaling in the impedance of a…
We show that the Kolmogorov-1941 picture of fully developed hydrodynamic turbulence (with the scaling of the structure functions $S_n(R) \propto R^{n/3}$) necessarily leads to an anomalous scaling for correlation functions which include the…
We show by extensive simulations that the whole supercritical phase of the three-dimensional uniform forest model simultaneously exhibits an infinite tree and a rich variety of critical phenomena. Besides typical scalings like algebraically…