Related papers: Deciphering Non-Gaussianity of Diffusion Based on …
In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported normal diffusion with a Laplacian probability distribution in the particles displacements (i.e., Brownian yet…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…
Primordial non-Gaussianity introduces a scale-dependent variation in the clustering of density peaks corresponding to rare objects. This variation, parametrized by the bias, is investigated on scales where a linear perturbation theory is…
Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
Recent progress of a general deterministic approach to the non-Gaussian fluctuation dynamics is reviewed, with an emphasis on the derivation of the fluctuation evolution equations and their phenomenological implication in heavy-ion…
Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…
In recent years, several experiments highlighted a new type of diffusion anomaly, which was called Brownian yet non-Gaussian diffusion. In systems displaying this behavior, the mean squared displacement of the diffusing particles grows…
Recently it has been shown that the thermal holographic fluctuations can give rise to an almost scale invariant spectrum of metric perturbations since in this scenario the energy is proportional to the area of the boundary rather than the…
We consider the description of the clustering of halos for physically-motivated types of non-Gaussian initial conditions. In particular we include non-Gaussianity of the type arising from single field slow-roll, multi fields, curvaton…
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…
We study the dependence on configuration in momentum space of the primordial 3-point function of density perturbations in several different scenarios: standard slow-roll inflation, curvaton and variable decay models, ghost inflation, models…
Diffusing diffusivity models, polymers in the grand canonical ensemble and polydisperse, and continuous-time random walks all exhibit stages of non-Gaussian diffusion. Is non-Gaussian targeting more efficient than Gaussian? We address this…
The observed log-normal flux distributions in the high energy emission from blazars have been interpreted as being due to variability stemming from non-linear multiplicative processes generated dynamically from the accretion disc. On the…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
The thermal non-Gaussianity in Near-Milne universe is investigated in this letter. Through classifying thermal fluctuations into two types, one characterized by a phase transition and the other without phase transition, we show that for…
Random models of evolution are instrumental in extracting rates of microscopic evolutionary mechanisms from empirical observations on genetic variation in genome sequences. In this context it is necessary to know the statistical properties…
The velocity distributions of stellar tracers in general exhibit weak non-Gaussianity encoding information on the orbital composition of a galaxy and the underlying potential. The standard solution for measuring non-Gaussianity involves…