Related papers: Probability distributions for one component equati…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…
The different between the inverse power function and the negative exponential function is significant. The former suggests a complex distribution, while the latter indicates a simple distribution. However, the association of the power-law…
Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…
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…
Systems driven by $\alpha$-stable noises could be very different from their Gaussian counterparts. Stationary states in single-well potentials can be multimodal. Moreover, a potential well needs to be steep enough in order to produce…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…
Recent experiments have shown that stochastic effects exerted at the level of translation contribute a substantial portion of the variation in abundance of proteins expressed at moderate to high levels. This study analyzes translational…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…
We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
The analysis of Tables of particle properties shows that the probability distribution of the results of physical measurements is far from the conventional Gaussian $\rho(\xi)=exp(-\xi^2/2) $, but is more likely to follow the simple…
We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…
We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…
A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
There are several mathematical models yielding 1/f noise. For example, 1/f spectrum can be obtained from stochastic sequence of pulses having power-law distribution of pulse durations or from nonlinear stochastic differential equations. We…
We investigate the distribution of relative velocities between small heavy particles of different sizes in turbulence by analysing a statistical model for bidisperse turbulent suspensions, containing particles with two different Stokes…
It has been reported that traveling waves propagate periodically and stably in sub-excitable systems driven by noise [Phys. Rev. Lett. \textbf{88}, 138301 (2002)]. As a further investigation, here we observe different types of traveling…
We consider the steady states of a driven inelastic Maxwell gas consisting of two types of particles with scalar velocities. Motivated by experiments on bilayers where only one layer is driven, we focus on the case when only one of the two…