Related papers: Non Gaussian statistics in static and dynamic Galt…
We address truncated states of continuous variable systems and analyze their statistical properties numerically by generating random states in finite-dimensional Hilbert spaces. In particular, we focus to the distribution of purity and…
We show that the three-point skewness of concentration fluctuations is non-vanishing in free liquid diffusion, even in the limit of vanishingly small mean concentration gradients. We exploit a high-Schmidt reduction of nonlinear…
We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…
Time series of observables measured from complex systems do often exhibit non-normal statistics, their statistical distributions (PDF's) are not gaussian and often skewed, with roughly exponential tails. Departure from gaussianity is…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
In this paper, we examine the long-run distribution of stochastic gradient descent (SGD) in general, non-convex problems. Specifically, we seek to understand which regions of the problem's state space are more likely to be visited by SGD,…
We consider a non-homogeneous partially hinged rectangular plate having structural engineering applications. In order to study possible remedies for torsional instability phenomena we consider the gap function as a measure of the torsional…
In this communication, the derivation of the Boltzmann-Gibbs and the Maxwellian distributions is presented from a geometrical point of view under the hypothesis of equiprobability. It is shown that both distributions can be obtained by…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
We study the work distribution of a single particle moving in a harmonic oscillator with time-dependent strength. This simple system has a non-Gaussian work distribution with exponential tails. The time evolution of the corresponding moment…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
We consider a one-dimensional gas of $N$ charged particles confined by an external harmonic potential and interacting via the one-dimensional Coulomb potential. For this system we show that in equilibrium the charges settle, on an average,…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
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…
We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…
A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare,…
Non-Gaussianity in the cosmic microwave background and the large-scale structure of galaxies provides an increasingly powerful probe of the universe. I implement an algorithm to generate realisations of fields that possess an arbitrary…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…