Related papers: Probability distributions for one component equati…
The notions of noise sensitivity and stability were recently extended for the voter model. In this model, the vertices of a graph have opinions that are updated by uniformly selecting edges. We further extend stability results to different…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
State-space models are pivotal for dynamic system analysis but often struggle with outlier data that deviates from Gaussian distributions, frequently exhibiting skewness and heavy tails. This paper introduces a robust extension utilizing…
The density profiles and other quantities of physical interest for spherically symmetric systems are computed by assuming that a collisionless stellar gas may relax to the non-Gaussian power law distribution suggested by the nonextensive…
Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…
We present mathematical proofs on the existence and uniqueness of weak solutions for a special class of non linear parabolic and hyperbolic equations of mathematical physics subject to colored noise (structured turbulence) as random-…
Many physical processes result in very uneven, apparently random, distributions of matter, characterized by fluctuations of the local density over orders of magnitude. The density of matter in the sparsest regions can have a power-law…
We study the relaxation dynamics of a run and tumble particle in a one-dimensional piecewise linear potential $U(x)=b|x|$, from delta-function initial conditions at $x=0$ to steady state. In addition to experiencing active telegraphic…
Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…
We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
Power-law distributions are common, particularly in social physics. Here, we explore whether power-laws might arise as a consequence of a general variational principle for stochastic processes. We describe communities of 'social particles',…
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…
We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…
Probability distributions having power-law tails are observed in a broad range of social, economic, and biological systems. We describe here a potentially useful common framework. We derive distribution functions $\{p_k\}$ for situations in…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…