Related papers: Universal and non-universal large deviations in cr…
Out-of-equilibrium systems, inherently complex and challenging to understand, are prevalent across various disciplines, including physics where they arise in contexts such as fluid dynamics. In particular, critical out-of-equilibrium…
Rare event statistics for random walks on complex networks are investigated using the large deviations formalism. Within this formalism, rare events are realized as typical events in a suitably deformed path-ensemble, and their statistics…
We consider the biased random walk on a critical Galton-Watson tree conditioned to survive, and confirm that this model with trapping belongs to the same universality class as certain one-dimensional trapping models with slowly-varying…
We show that the critical scaling behavior of random-field systems with short-range interactions and disorder correlations cannot be described in general by only two independent exponents, contrary to previous claims. This conclusion is…
One of the key clues to consider rainfall as a self-organized critical phenomenon is the existence of power-law distributions for rain-event sizes. We have studied the problem of universality in the exponents of these distributions by means…
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…
Science in the 21st century seems to be governed by novel approaches involving interdisciplinary work, systemic perspectives and complexity theory concepts. These new paradigms force us to leave aside our elder mechanistic approaches and…
Inspired by the recent viral epidemic outbreak and its consequent worldwide pandemic, we devise a model to capture the dynamics and the universality of the spread of such infectious diseases. The transition from a pre-critical to the…
The size distribution of planned and forced outages and following restoration times in power systems have been studied for almost two decades and has drawn great interest as they display heavy tails. Understanding of this phenomenon has…
We present an investigation of the theoretical uncertainties in parton distribution functions (PDFs) due to missing higher-order corrections in the perturbative predictions used in the fit, and their relationship to the uncertainties in…
Ex ante forecast outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. Reapplying measurements of uncertainty about the estimation errors of the estimation errors of an…
For statistics of rare events in systems obeying a large-deviation principle, the rate function is a key quantity. When numerically estimating the rate function one is always restricted to finite system sizes. Thus, if the interest is in…
The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed…
We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…
The aim of the paper is to show that the presence of one possible type of outliers is not connected to that of heavy tails of the distribution. In contrary, typical situation for outliers appearance is the case of compact supported…
Nonlinear ordinary differential equations (ODEs) are powerful tools for modeling real-world dynamical systems. However, propagating initial state uncertainty through nonlinear dynamics, especially when the ODE is unknown and learned from…
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…
Real-world complex systems often comprise many distinct types of elements as well as many more types of networked interactions between elements. When the relative abundances of types can be measured well, we often observe heavy-tailed…
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical…
Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a finite fraction of the whole sample deviation is concentrated…