Related papers: Non-Normal Eigenvector Amplification in Multi-Dime…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We identify universal signatures in the bispectrum arising from a transient tachyonic instability of entropic fluctuations during inflation, a phenomenon that naturally arises in hyperbolic field-space geometries. We perform exact numerical…
We derive universal entanglement entropy and Schmidt eigenvalue behaviors for the eigenstates of two quantum chaotic systems coupled with a weak interaction. The progression from a lack of entanglement in the noninteracting limit to the…
In this paper we explain the wild fluctuations of financial prices from the intrinsic amplifying feedback of speculative supply and demand. Formally, we show that an asset return follows a multiplicative random growth with exogenous input,…
We reveal that non-Hermitian Hamiltonians with nonreciprocal coupling can achieve amplification of initial states without external gain due to a kind of inherent source. We discuss the source and its effect on time evolution in terms of…
Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…
We analyze the propagation of excitons in a $d$-dimensional lattice with power-law hopping $\propto 1/r^\alpha$ in the presence of dephasing, described by a generalized Haken-Strobl-Reineker model. We show that in the strong dephasing…
Non-equilibrium random fluctuations of non-thermal nature are a salient feature of active matter. In this work, we consider the collective excitations of active systems at high density, focusing on a one-dimensional chain of elastically…
To recover the topology of a manifold in the presence of heavy tailed or exponentially decaying noise, one must understand the behavior of geometric complexes whose points lie in the tail of these noise distributions. This study advances…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
We consider the properties of the diffusion controlled reaction A+B->0 in the steady state, where fixed currents of A and B particles are maintained at opposite edges of the system. Using renormalisation group methods, we explicitly…
The origin(s) of the ubiquity of probability distribution functions (PDF) with power law tails is still a matter of fascination and investigation in many scientific fields from linguistic, social, economic, computer sciences to essentially…
The precise characterization of dynamics in open quantum systems often presents significant challenges, leading to the introduction of various approximations to simplify a model. One commonly used strategy involves Markovian approximations,…
We address the equilibrium and out-of-equilibrium behavior of the particle density in many-body systems undergoing quantum transitions driven by the chemical potential $\mu$. They originate from a nontrivial interplay between noncritical…
Let $X_{1,n}\le\cdots\le X_{n,n}$ be the order statistics of $n$ independent random variables with a common distribution function $F$ having right heavy tail with tail index $\gamma$. Given known constants $d_{i,n}$, $1\le i\le n$, consider…
Catastrophic events in Nature can be often triggered by small perturbations, with "remote triggering" of earthquakes being an important example. Here we present a mechanism for the giant amplification of small perturbations that is expected…
A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance analysis, fluctuation analysis and their generalizations to…
\textit{Non-statistical dynamics} are those for which a set of points with positive measure (w.r.t. a reference probability measure which is in most examples the Lebesgue on a manifold) do not have a convergent sequence of empirical…
The dynamics of complex systems in nature often occurs in terms of punctuations, or avalanches, rather than following a smooth, gradual path. A comprehensive theory of avalanche dynamics in models of growth, interface depinning, and…
Analytic solutions $F(v,t)$ of the nonlinear Boltzmann equation in $d$-dimensions are studied for a new class of dissipative models, called inelastic repulsive scatterers, interacting through pseudo-power law repulsions, characterized by a…