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This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…

Optimization and Control · Mathematics 2026-05-25 Raneem Madani , Abdel Lisser , Zeno Toffano

We develop a framework to compute the redshift space power spectrum (PS), with kernels beyond Einstein-de Sitter (EdS), that can be applied to a wide variety of generalized cosmologies. We build upon a formalism that was recently employed…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-16 Alejandro Aviles , Georgios Valogiannis , Mario A. Rodriguez-Meza , Jorge L. Cervantes-Cota , Baojiu Li , Rachel Bean

We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…

Statistical Mechanics · Physics 2018-03-14 Michael Wilkinson , John Grant

We solve an inverse problem for fluid particle pair-statistics: we show that a time sequence of probability density functions (PDF's) of separations can be exactly reproduced by solving the diffusion equation with a suitable time-dependent…

Fluid Dynamics · Physics 2015-06-16 Gregory L. Eyink , Damien Benveniste

Generalized universality, as recently proposed, postulates a universal non-Gaussian form of the probability density function (PDF) of certain global observables for a wide class of highly correlated systems of finite volume N. Studying the…

Statistical Mechanics · Physics 2009-11-11 G. Mack , G. Palma , L. Vergara

While spherical data arises in many contexts, including in directional statistics, the current tools for density estimation and population comparison on spheres are quite limited. Popular approaches for comparing populations (on Euclidean…

Methodology · Statistics 2018-05-15 Zhengwu Zhang , Eric Klassen , Anuj Srivastava

The usual renormalization procedure for the variational approximation with a trial Gaussian ansatz for the $\lap$ model in 3+1 dimensions is re-analysed as a departing framework for the investigation of the parameters of the model. The…

High Energy Physics - Phenomenology · Physics 2015-07-03 Fabio L. Braghin

We study a system of semilinear hyperbolic equations passively advected by smooth white noise in time random velocity fields. Such a system arises in modeling non-premixed isothermal turbulent flames under single-step kinetics of fuel and…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Gregory Eyink , Jack Xin

The statistical property of the weak lensing fields is studied quantitatively using the ray-tracing simulations. Motivated by the empirical lognormal model that characterizes the probability distribution function(PDF) of the…

Astrophysics · Physics 2009-11-07 A. Taruya , M. Takada , T. Hamana , I. Kayo , T. Futamase

We present a new Bayesian method for reconstructing the parent distributions of X-ray spectral parameters of active galactic nuclei (AGN) in large surveys. The method uses the probability distribution function (PDF) of posteriors obtained…

High Energy Astrophysical Phenomena · Physics 2022-11-23 Lingsong Ge , Stéphane Paltani , Dominique Eckert , Mara Salvato

A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…

General Finance · Quantitative Finance 2015-05-20 Xavier Calbet , Jose-Luis Lopez , Ricardo Lopez-Ruiz

We develop a non-perturbative method to derive the probability distribution $P(\delta_R)$ of the density contrast within spherical cells in the quasi-linear regime. Indeed, since this corresponds to a rare-event limit a steepest-descent…

Astrophysics · Physics 2009-11-06 P. Valageas

We use the ellipsoidal collapse approximation to investigate the nonlinear redshift space evolution of the density field with primordial non-Gaussianity of the local f_{nl}-type. We utilize the joint distribution of eigenvalues of the…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-13 Tsz Yan Lam , Vincent Desjacques , Ravi K. Sheth

We use the probability distribution function (PDF) of the lya forest flux at z=2-3, measured from high-resolution UVES/VLT data, and hydrodynamical simulations to obtain constraints on cosmological parameters and the thermal state of the…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-13 M. Viel , J. S. Bolton , M. G. Haehnelt

There exists an entire family of universal PDFs of the magnetization mode of the three dimensional Ising model parameterized by $\zeta = \lim_{L,\xi_{\infty}}L/\xi_{\infty}$ which is the ratio of the system size $L$ to the bulk correlation…

Statistical Mechanics · Physics 2025-12-15 Sankarshan Sahu

This paper covers the material of our two talks. We describe a series of projects based upon perturbative expansions to follow the gravitational evolution of the one point probability distribution functions (PDFs) for the density contrast…

Astrophysics · Physics 2007-05-23 F. R. Bouchet , R. Juszkiewicz

The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…

Statistical Mechanics · Physics 2024-12-06 Koushik Goswami , K. L. Sebastian

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

Machine Learning · Statistics 2018-06-19 Marco Lorenzi , Maurizio Filippone

We present a numerical approach for estimating the probability density function (PDF) of quantities of interest (QoIs) of power grid systems subject to uncertain power generation and load fluctuations. In our approach, generation and load…

The streaming model describes the mapping between real and redshift space for 2-point clustering statistics. Its key element is the probability density function (PDF) of line-of-sight pairwise peculiar velocities. Following a kinetic-theory…

Cosmology and Nongalactic Astrophysics · Physics 2018-07-24 Joseph Kuruvilla , Cristiano Porciani
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