Related papers: Transportation-cost inequalities for non-linear Ga…
We propose a unified framework to study the turbulent transport problem from the perspective of nonequilibrium statistical mechanics. By combining Krarichnan's turbulence thermalization assumption and Ruelle's recent work on nonequilibrium…
Turbulent flows are notoriously difficult to describe and understand based on first principles. One reason is that turbulence contains highly intermittent bursts of vorticity and strain-rate with highly non-Gaussian statistics.…
This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…
We test the Transient Time Correlation Function (TTCF) method to compute nonequilibrium transport coefficients, highlighting its conceptual and practical difference from the standard time-average approach. While time averages extract…
The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…
Gibbs-Boltzmann entropy leads to systems that have a strong dependence on initial conditions. In reality, most materials behave quite independently of initial conditions. Nonextensive entropy or Tsallis entropy leads to nonextensive…
On the basis of a dilatation invariant Lagrangian, governed equations are determined for probability density and gauge potential of the non-stationary self-similar stochastic system. It is shown that an automodel regime is observed at small…
Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…
The isotropic rigid and non-rigid rotators in the framework of Tsallis statistics are studied in the high and low temperature limits. The generalized partition functions, internal energies and heat capacities are calculated. It has been…
A class of functional differential equations are investigated. Using the Girsanov-transformation argument we establish the quadratic transportation cost inequalities for a class of finite-dimensional neutral functional stochastic…
We consider the problem of probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities.…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
We point out a connection between anomalous quantum transport in an optical lattice and Tsallis' generalized thermostatistics. Specifically, we show that the momentum equation for the semiclassical Wigner function that describes atomic…
The normal inverse Gaussian (NIG) and generalized asymmetric Laplace (GAL) distributions can be seen as skewed and semi-heavy-tailed extensions of the Gaussian distribution. Models driven by these more flexible noise distributions are then…
We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…
Most, if not all, scalar-tensor theories are equivalent to General Relativity with a disformally coupled matter sector. In extra-dimensional theories such a coupling can be understood as a result of induction of the metric on a brane that…
The purpose of this note is to show how simple Optimal Transport arguments, on the real line, can be used in Superconcentration theory. This methodology is efficient to produce sharp non-asymptotic variance bounds for various functionals…