Related papers: Deciphering Non-Gaussianity of Diffusion Based on …
In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
We unify two approaches that have been taken to explain the non-Gaussian probability distribution functions (PDFs) obtained in measurements of longitudinal velocity differences in turbulence, and we apply our approach to Couette-Taylor…
Shape-dependent thermodynamics and non-local hydrodynamics are argued to occur in dissipative steady states of driven diffusive systems. These predictions are confirmed by numerical simulations. Unlike power-law correlations, these…
We provide theoretical and empirical evidence for a type of asymmetry between causes and effects that is present when these are related via linear models contaminated with additive non-Gaussian noise. Assuming that the causes and the…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
We report a technique to calculate the impact of distinct physical processes inducing non-Gaussianity on the cosmological density field. A natural decomposition of the cosmic genus statistic into an orthogonal polynomial sequence allows…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
We study velocity statistics of electrostatically driven granular gases. For two different experiments: (i) non-magnetic particles in a viscous fluid and (ii) magnetic particles in air, the velocity distribution is non-Maxwellian, and its…
The microscopic dynamics and aging of a soft thermosensitive suspension was investigated by looking at the thermal fluctuations of tracers in the suspension. Below and above the glass transition, the dense microgel particles suspension was…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…
We present molecular dynamics simulations of the motion of a single rod in a two-dimensional random static array of disks. For long rods the mean-squared displacement of the center-of-mass shows a cage effect similar to that observed in…
We generalize the non-Gaussian parameter, which is utilized to characterize the distinction of dynamics between realistic and Gaussian Brownian diffusions, in k-dimensional Euclidean space.
In the context of the search for the QCD critical point using non-Gaussian fluctuations, we obtain the evolution equations for non-Gaussian cumulants to the leading order of the systematic expansion in the magnitude of thermal fluctuations.…
Using a discrete wavelet based space-scale decomposition (SSD), the spectrum of the skewness and kurtosis is developed to describe the non-Gaussian signatures in cosmologically interesting samples. Because the basis of the discrete wavelet…
It has long been known how to analytically relate the clustering properties of the collapsed structures (halos) to those of the underlying dark matter distribution for Gaussian initial conditions. Here we apply the same approach to…
We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
We discuss the requirements of good statistics for quantifying non-Gaussianity in the Cosmic Microwave Background. The importance of rotational invariance and statistical independence is stressed, but we show that these are sometimes…