Related papers: Fluctuations in email size modeled using a gamma-l…
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…
Sagawa and Ueda established a fluctuation theorem of information exchange by revealing the role of correlations in stochastic thermodynamics and unified the non-equilibrium thermodynamics of measurement and feedback control [T. Sagawa and…
Parameters of a special kind of \alpha-effect known in dynamo theory as the Babcock-Leighton mechanism are estimated using the data of sunspot catalogs. The estimates evidence the presence of the Babcock-Leighton \alpha-effect on the Sun.…
Email graphs have been used to illustrate general properties of social networks of communication and collaboration. However, increasingly, the majority of email traffic reflects opportunistic, rather than symbiotic social relations. Here we…
We study a stochastic model proposed recently in the genetic literature to explain the heterogeneity of cell populations or of gene products. Cells are located in two colonies, whose sizes fluctuate as birth and migration processes in…
In this work we present a theoretical study on the propagation of light in heterogeneous systems with fluctuating optical properties. To understand the consequences of the fluctuations we perform numerical calculations with uniform and non…
We study the stochastic homogenization and obtain a random fluctuation theory for semilinear elliptic equations with a rapidly varying random potential. To first order, the effective potential is the average potential and the nonlinearity…
The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
In this perspective we consider how modern statistical mechanics and response theory can be applied to understand the response of polar molecules to an applied electric field and the fluctuations in these systems. Results that are…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
In this paper we combine statistical analysis of large text databases and simple stochastic models to explain the appearance of scaling laws in the statistics of word frequencies. Besides the sublinear scaling of the vocabulary size with…
Using analytical calculations and computer simulations we consider both the lateral diffusion of a membrane protein and the fluctuation spectrum of the membrane in which the protein is embedded. The membrane protein interacts with the…
Sub-Gaussian and subexponential distributions are introduced and applied to study the fluctuation-response relation out of equilibrium. A bound on the difference in expected values of an arbitrary sub-Gaussian or subexponential physical…
In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we…
A stochastic model for the evolution of a growing population is proposed, in order to explain empirical power-law distributions in the frequency of family names as a function of the family size. Preliminary results show that the predicted…
We report the similarity between the Nakagami-m fading distribution and the three Gaussian ensembles of random matrix theory. We provide a brief review of random matrix theory and wireless fading. We show that the Nakagami-m distribution…
A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…
Across a large range of scales, accreting sources show remarkably similar patterns of variability, most notably the log-normality of the luminosity distribution and the linear root-mean square (rms)-flux relationship. These results are…