Related papers: Deciphering Non-Gaussianity of Diffusion Based on …
In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…
The evolution with time of the abundance of galaxy clusters is very sensitive to the statistical properties of the primordial density perturbations. It can thus be used to probe small deviations from Gaussianity in the initial conditions.…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…
We study a two state ``jumping diffusivity'' model for a Brownian process alternating between two different diffusion constants, $D_{+}>D_{-}$, with random waiting times in both states whose distribution is rather general. In the limit of…
The theory and methodology is developed to compute the bispectrum in warm inflation, leading to results for the non-linearity parameter and the shape of the bispectrum. Particular attention is paid to the study of the bispectrum in the…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
We study the long-range effective drift and diffusivity of a particle in a random medium moving subject to a given molecular diffusivity and a local drift. The local drift models the effect of a random electrostatic field on a neutral but…
The determination of a steeply falling energy spectrum from rare events with non-gaussian measurement errors is a delicate matter. The final shape of the spectrum may be severely distorted as a consequence of non-gaussian tails in the…
The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…
The observable outputs of many complex dynamical systems consist in time series exhibiting autocorrelation functions of great diversity of behaviors, including long-range power-law autocorrelation functions, as a signature of interactions…
The presence of non-Gaussian tails is a prevalent characteristic in many financial modeling scenarios, necessitating the use of complex non-Gaussian distributions such as the generalized beta of the second kind (GB2) and the skewed…
In the standard picture of structure formation, initially random-phase fluctuations are amplified by non-linear gravitational instability to produce a final distribution of mass which is highly non-Gaussian and has highly coupled Fourier…
In this article, we propose a generalized model for nonequilibrium vibrational energy distribution functions. The model can be used, in place of equilibrium (Boltzmann) distribution functions, when deriving reaction rate constants for…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
Recent results of N-body simulations have shown that current theoretical models are not able to correctly predict the amplitude of the scale-dependent halo bias induced by primordial non-Gaussianity, for models going beyond the simplest,…
Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These processes are often characterized by time-varying dynamics,…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…
We study the dynamics of micron-sized particles on a layer of motile cells. This cell carpet acts as an active bath that propels passive tracer particles via direct mechanical contact. The resulting nonequilibrium transport shows a…
Normal diffusion in corrugated potentials with spatially uncorrelated Gaussian energy disorder famously explains the origin of non-Arrhenius $\exp[-\sigma^2/(k_BT^2)]$ temperature-dependence in disordered systems. Here we show that unbiased…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…