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Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

Non-Hermitean operators may appear during the calculation of a partition function in various models of statistical mechanics. The tail eigen-states, having anomalously small real part of energy $Re(\eps)$, became naturally important in this…

Statistical Mechanics · Physics 2007-05-23 P. G. Silvestrov

Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…

Materials Science · Physics 2025-07-08 Oğuz Umut Salman , Alphonse Finel , Lev Truskinovsky

We bring together three key amplification mechanisms in linear dynamical systems: spectral criticality, resonance, and non-normality. We present a unified linear framework that both distinguishes and quantitatively links these effects…

Chaotic Dynamics · Physics 2025-08-18 Virgile Troude , Didier Sornette

Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…

Statistical Finance · Quantitative Finance 2025-12-02 Efstratios Manolakis , Anton J. Heckens , Benjamin Köhler , Thomas Guhr

We present the first comprehensive investigation of the non-linear evolution of the Aretakis instability in extremal black $p$-branes. Building on recent insights into the linear behavior of perturbations in near-horizon AdS$_{p+2} \times…

High Energy Physics - Theory · Physics 2025-07-23 Behnam Pourhassan

Our attention focuses on the stochastic dynamo equation with non-normal operator that give an insight into the role of stochastics and non-normality in the galactic magnetic field generation. The main point of this Letter is a discussion of…

Astrophysics · Physics 2009-11-07 Sergei Fedotov

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

Statistics Theory · Mathematics 2023-01-27 Ioannis Papastathopoulos , Adrian Casey , Jonathan A. Tawn

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

The criticality hypothesis posits that biological neural networks operate near a phase transition, yet within standard Gaussian mean-field theories this regime appears fragile and requires fine tuning. Here we show that heavy-tailed…

Biological Physics · Physics 2026-03-20 Ryota Kojima

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Statistical Mechanics · Physics 2011-06-21 Tomasz Srokowski

Intrinsic stochasticity can induce highly non-trivial effects on dynamical systems, including stochastic and coherence resonance, noise induced bistability, noise-induced oscillations, to name but a few. In this paper we revisit a mechanism…

Disordered Systems and Neural Networks · Physics 2018-07-17 Serena di Santo , Pablo Villegas , Raffaella Burioni , Miguel A. Muñoz

Transient amplification has been proposed as an important mechanism not only in neuroscience but in many areas modeled by dynamical systems. Despite that, there is no clear biologically plausible mechanism which fine-tunes the coupling…

Disordered Systems and Neural Networks · Physics 2020-11-18 Wojciech Tarnowski

We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…

Statistical Finance · Quantitative Finance 2017-04-06 Nassim Nicholas Taleb

Networked systems operating under intermittent adverse conditions and long memory can remain stable on average while exhibiting rare but extreme trajectory-level excursions. We study linear regime-switching network dynamics with…

Other Statistics · Statistics 2026-05-04 Mauricio Herrera-Marín

Non-reciprocal interactions are a defining feature of many complex systems, biological, ecological, and technological, often pushing them far from equilibrium and enabling rich dynamical responses. These asymmetries can arise at multiple…

Biological Physics · Physics 2026-02-17 Anna Poggialini , Serena Di Santo , Pablo Villegas , Andrea Gabrielli , Miguel A. Muñoz

We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we…

Probability · Mathematics 2017-06-22 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

Nonreciprocal interactions, in which action-reaction symmetry is broken, provide a powerful route to collective dynamics that cannot be captured by equilibrium free-energy minimisation. Here, we introduce and analyse a two-species…

Statistical Mechanics · Physics 2026-05-11 Arjun R , Pratyush Prakash Patra , A. V. Anil Kumar