Related papers: Universal and non-universal large deviations in cr…
Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…
Recent numerical explorations of extremely intense circulation fluctuations at high Reynolds number flows have brought to light novel aspects of turbulent intermittency. Vortex gas modeling ideas, introduced alongside such developments,…
In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…
Dynamical universality plays a fundamental role in understanding the scaling properties of critical dynamics, including absorbing phase transitions and physical aging. Although individual universality classes have been extensively studied,…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
An overview of rare events algorithms based on large deviation theory (LDT) is presented. It covers a range of numerical schemes to compute the large deviation minimizer in various setups, and discusses best practices, common pitfalls, and…
In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and…
We show that, in a broad class of continuous time random walks (CTRW), a small external field can turn diffusion from standard into anomalous. We illustrate our findings in a CTRW with trapping, a prototype of subdiffusion in disordered and…
We compute probability distributions of trajectory observables for reversible and irreversible growth processes. These results reveal a correspondence between reversible and irreversible processes, at particular points in parameter space,…
Random graphs have played an instrumental role in modelling real-world networks arising from the internet topology, social networks, or even protein-interaction networks within cells. Percolation, on the other hand, has been the fundamental…
We perform a new analysis on the dissipative Olami-Feder-Christensen model on a small world topology considering avalanche size differences. We show that when criticality appears the Probability Density Functions (PDFs) for the avalanche…
Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
We investigate the statistics of selected rare events in a (1+1)-dimensional (classical) stochastic growth model which describes the evolution of (quantum) random unitary circuits. In such classical formulation, particles are created and/or…
In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a…
In optical non-linear processes rogue waves can be observed, which can be mathematically described by heavy-tailed distributions. These distributions are special due to the fact that the probability of registering extremely high intensities…
In this paper we consider the extreme behavior of the extremal eigenvalues of white Wishart matrices, which plays an important role in multivariate analysis. In particular, we focus on the case when the dimension of the feature p is much…
Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…
We present a random-matrix realization of a two-dimensional percolation model with the occupation probability $p$. We find that the behavior of the model is governed by the two first extreme eigenvalues. While the second extreme eigenvalue…
.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…