Related papers: Memory time fluctuations and instabilities in rand…
It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
While the warming trends of the Earth's mean temperature are evident at climatological scales, the local temperature at shorter timescales are highly fluctuating. In this letter we show that the probabilities of such fluctuations are…
We present a simple game model where agents with different memory lengths compete for finite resources. We show by simulation and analytically that an instability exists at a critical memory length, and as a result, different memory lengths…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…
We consider the classical fluctuations of the gravitational constant generated by bubbles in the inflationary universe. For extended inflation, we demonstrate numerically how and how large fluctuations are produced during bubble expansion.…
Flutter instability in an infinite medium is a form of material instability corresponding to the occurrence of complex conjugate squares of the acceleration wave velocities. Although its occurrence is known to be possible in elastoplastic…
In the interstellar medium, as well as in the Universe, large density fluctuations are observed, that obey power-law density distributions and correlation functions. These structures are hierarchical, chaotic, turbulent, but are also…
Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a…
Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…
We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…
We investigate the question, "how does time flow?" and show that time may change by inversions as well. We discuss its implications to a simple class of linear systems. Instead of introducing any unphysical behaviour, inversions can lead to…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
Quantum vacuum fluctuations tend to be strongly anti-correlated, which reduces their observable effects. However, time dependence can upset the cancellation of these anti-correlated fluctuations and greatly enhance their effects. This form…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
This paper is devoted to the statistics of the quantum eigenfunctions in an ensemble of finite disordered systems (metallic grains). We focus on moments of inverse participation ratio. In the universal random matrix limit that corresponds…
We give a vacuum description with zero-point density for virtual fluctuations. One of the goals is to explain the origin of the vacuum permittivity and permeability and to calculate their values. In particular, we improve on existing…
The theory of mesoscopic fluctuations is applied to inhomogeneous solids consisting of chaotically distributed regions with different crystalline structure. This approach makes it possible to describe statistical properties of such mixture…
It is argued that the newly introduced moments of rapidity gaps for the event-by-event fluctuations depends on the number of events and multiplicity. The interesting ones of them are unstable under ISR energies of h-h collisions. The…