Related papers: Diffusing diffusivity selects Pareto tail exponent…
We investigate deterministic diffusion in periodic billiard models, in terms of the convergence of rescaled distributions to the limiting normal distribution required by the central limit theorem; this is stronger than the usual requirement…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
The Lagrangian velocity statistics of dissipative drift-wave turbulence are investigated. For large values of the adiabaticity (or small collisionality), the probability density function of the Lagrangian acceleration shows exponential…
In population biology, the Allee dynamics refer to negative growth rates below a critical population density. In this Letter, we study a reaction-diffusion (RD) model of population growth and dispersion in one dimension, which incorporates…
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 consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…
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…
This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…
There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here, a novel method to elucidate the fluctuating diffusivity from trajectory data is developed. The time-averaged…
We investigate the problem of wealth distribution from the viewpoint of asset exchange. Robust nature of Pareto's law across economies, ideologies and nations suggests that this could be an outcome of trading strategies. However, the simple…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…
We study the diffusion of particles confined close to a single wall and in double-wall planar channel geometries where the local diffusivities depend on the distance to the boundaries. Displacement parallel to the walls is Brownian as…
The problem of the steady-state velocity distribution in a driven inelastic Maxwell model of shaken granular material is revisited. Numerical solution of the master equation and analytical arguments show that the model has bilateral…
We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…
Exponential, and not Gaussian, decay of probability density functions was studied by Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive motion of single particles in disordered media were recently…
A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…