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Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…

Statistical Mechanics · Physics 2025-10-15 Virgile Troude , Didier Sornette

We identify a new universality class of phase transitions that emerges in non-normal systems, extending the classical framework beyond eigenvalue instabilities. Unlike traditional critical phenomena, where transitions occur when eigenvalues…

Statistical Mechanics · Physics 2025-09-15 Virgile Troude , Didier Sornette

Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…

Quantum Physics · Physics 2026-04-08 Wai-Keong Mok

We identify a new universality class of phase transitions that arises in non-normal systems, challenging the classical view that transitions require eigenvalue instabilities. In traditional bifurcation theory, critical phenomena emerge when…

Statistical Mechanics · Physics 2025-10-10 Virgile Troude , Didier Sornette

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

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…

Deterministic chaos is commonly associated with spectral criticality: exponential sensitivity is expected when Jacobian eigenvalues exceed unity in parts of the attractor, producing the local expansion that offsets contraction elsewhere. We…

Chaotic Dynamics · Physics 2026-03-10 D. Sornette , V. R. Saiprasad , V. Troude

[Takayasu et al., Phys. Rev.Lett. 79, 966 (1997)] revisited the question of stochastic processes with multiplicative noise, which have been studied in several different contexts over the past decades. We focus on the regime, found for a…

Statistical Mechanics · Physics 2009-10-30 D. Sornette

The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…

Statistical Mechanics · Physics 2021-08-03 Tristan Gautié , Jean-Philippe Bouchaud , Pierre Le Doussal

We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…

Mathematical Physics · Physics 2009-11-08 Z. Burda , J. Jurkiewicz

A discrete stochastic process involving random amplification with additive noise is studied analytically. If the non-negative random amplification factor $b$ is such that $<b^{\beta}>=1$ where $\beta$ is any positive non-integer, then the…

chao-dyn · Physics 2009-10-31 Nobuko Fuchikami

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

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

Statistical Mechanics · Physics 2026-05-11 Alberto Bassanoni , Omer Hamdi

We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…

adap-org · Physics 2009-10-28 S. Solomon , M. Levy

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

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

Probability · Mathematics 2026-01-16 Bishakh Bhattacharya , Arijit Chakrabarty , Rajat Subhra Hazra

In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…

Statistics Theory · Mathematics 2024-05-15 Zhangni Pu , Xiaozhuo Zhang , Jiang Hu , Zhidong Bai

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

Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…

Adaptation and Self-Organizing Systems · Physics 2014-03-05 Dimitrije Markovic , Claudius Gros

Over the last two decades, it has been argued that the Lorentz transformation mechanism, which imposes the generalization of Newton's classical mechanics into Einstein's special relativity, implies a generalization, or deformation, of the…

Statistics Theory · Mathematics 2022-03-04 G. Kaniadakis
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