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We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Statistical Mechanics · Physics 2009-11-13 David S. Dean , Satya N. Majumdar

Scalar-tensor gravity theories with a nonminimal Gauss-Bonnet coupling typically lead to an anomalous propagation speed for gravitational waves, and have therefore been tightly constrained by multimessenger observations such as…

General Relativity and Quantum Cosmology · Physics 2019-12-18 José Barrientos , Fabrizio Cordonier-Tello , Cristóbal Corral , Fernando Izaurieta , Perla Medina , Eduardo Rodríguez , Omar Valdivia

Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed…

Probability · Mathematics 2014-01-23 Ewa Damek , Thomas Mikosch , Jan Rosinski , Gennady Samorodnitsky

The relativistic equilibrium velocity distribution coincides with the Maxwellian distribution for small velocities and vanishes at c, the velocity of light. Based on the decay pattern of high-energy tail in the relativistic equilibrium…

Statistical Mechanics · Physics 2007-05-23 Jian-Miin Liu

The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…

Probability · Mathematics 2015-08-11 Benjamin Thirey , Randal Hickman

We propose a random walk model of asset returns where the parameters depend on market stress. Stress is measured by, e.g., the value of an implied volatility index. We show that model parameters including standard deviations and…

General Finance · Quantitative Finance 2016-05-11 Martin Gremm

We analyse the sample of pulsar proper motions, taking detailed account of the selection effects of the original surveys. We treat censored data using survival statistics. From a comparison of our results with Monte Carlo simulations, we…

Astrophysics · Physics 2015-06-24 Brad M. S. Hansen , E. Sterl Phinney

We propose a new model for regression and dependence analysis when addressing spatial data with possibly heavy tails and an asymmetric marginal distribution. We first propose a stationary process with $t$ marginals obtained through scale…

Statistics Theory · Mathematics 2019-12-20 M. Bevilacqua , C. Caamaño , R. B. Arellano Valle , V. Morales-Onñate

There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that…

Statistical Finance · Quantitative Finance 2015-03-13 Guo-Hua Mu , Wei-Xing Zhou

Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…

Mathematical Physics · Physics 2025-06-23 Carlo De Michele , Samuele De Bartolo

Gravitational waves are being shown to derive directly from Newtonian dynamics for a continuous mass distribution, e g compressible fluids or equivalent. It is shown that the equations governing a continuous mass distribution, i e the…

General Physics · Physics 2024-05-20 Peter Vadasz

We study scale-invariant systems in the presence of Gaussian quenched electric disorder, focusing on the tails of the energy spectra induced by disorder. For relevant disorder we derive asymptotic expressions for the densities of…

Disordered Systems and Neural Networks · Physics 2012-07-17 Sho Yaida

We show that some statistical properties of forced two-dimensional turbulence have an important sensitivity to the form of large-scale dissipation which is required to damp the inverse cascade. We consider three models of large-scale…

Fluid Dynamics · Physics 2017-03-23 Yue-Kin Tsang

We consider the accelerated propagation of solutions to equations with a nonlocal linear dispersion on the real line and monostable nonlinearities (both local or nonlocal, however, not degenerated at $0$), in the case when either of the…

Analysis of PDEs · Mathematics 2018-04-30 Dmitri Finkelshtein , Pasha Tkachov

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

Probability · Mathematics 2017-01-05 Santanu Chakraborty , George P. Yanev

Laboratory experiments reveal that variations in bottom topography can qualitatively alter the distribution of randomized surface waves. A normally-distributed, unidirectional wave field becomes highly skewed and non-Gaussian upon…

Fluid Dynamics · Physics 2019-01-30 C. Tyler Bolles , Kevin Speer , M. N. J. Moore

Non-Gaussian velocity distribution in star forming region is reproduced by inelastic clump collision model. We numerically calculated the evolution of inelastic hard spheres in sheared flow, which corresponds to cloud clumps in differential…

Astrophysics · Physics 2008-02-03 Shigeru Ida , Y-h. Taguchi

In this paper we show in a covariant and gauge invariant way that in general relativity, tidal forces are actually a hidden form of gravitational waves. This must be so because gravitational effects cannot occur faster than the speed of…

General Relativity and Quantum Cosmology · Physics 2020-09-15 Rituparno Goswami , George F. R. Ellis

The gravitational evolution of the cosmic one-point Probability Distribution Function (PDF) can be estimated using an analytic approximation that combines gravitational Perturbation Theory (PT) with the Edgeworth expansion around a Gaussian…

Astrophysics · Physics 2007-05-23 P. Fosalba , E. Gaztanaga , E. Elizalde

Axisymmetric disks of eccentric Kepler orbits are vulnerable to an instability which causes orbits to exponentially grow in inclination, decrease in eccentricity, and cluster in their angle of pericenter. Geometrically, the disk expands to…

Earth and Planetary Astrophysics · Physics 2018-09-19 Ann-Marie Madigan , Alexander Zderic , Michael McCourt , Jacob Fleisig