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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.…

Statistical Mechanics · Physics 2009-11-10 Toshiya Ohtsuki , Akihiro Fujihara , Hiroshi Yamamoto

We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…

Statistical Mechanics · Physics 2015-06-11 Moshe Gitterman , David A. Kessler

The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…

Dynamical Systems · Mathematics 2025-03-11 Oskar A. Sultanov

Protein concentration in a living cell fluctuates over time due to noise in growth and division processes. From extensive single-cell experiments by using E. coli strains with different promoter strength (over two orders of magnitude) and…

Biological Physics · Physics 2021-04-19 Alberto Stefano Sassi , Mayra Garcia-Alcala , Philippe Cluzel , Yuhai Tu

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…

Probability · Mathematics 2015-01-12 Pablo Groisman , Santiago Saglietti

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

Mathematical Physics · Physics 2011-05-09 Ph. Blanchard , T. Krueger , D. Volchenkov

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

We show that an equilibriumlike additivity property can remarkably lead to power-law distributions observed frequently in a wide class of out-of-equilibrium systems. The additivity property can determine the full scaling form of the…

Statistical Mechanics · Physics 2015-12-17 Arghya Das , Sayani Chatterjee , Punyabrata Pradhan , P. K. Mohanty

Multiplicative random processes in (not necessaryly equilibrium or steady state) stochastic systems with many degrees of freedom lead to Boltzmann distributions when the dynamics is expressed in terms of the logarithm of the normalized…

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

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

Probability · Mathematics 2016-06-21 Michael Rockner , Ionut Munteanu

Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…

Statistical Mechanics · Physics 2010-08-31 Yoshihiko Hasegawa , Masanori Arita

In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…

Statistical Mechanics · Physics 2009-03-21 Silvio M. Duarte Queiros

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

By using a generalization of the multiple scales technique we develop a method to derive amplitude equations for zero--dimensional forced systems. The method allows to consider either additive or multiplicative forcing terms and can be…

Condensed Matter · Physics 2007-05-23 R. Toral , C. Mayol , C. Mirasso

A model is proposed that describes the evolution of a mixed state of a quantum system for which gain and loss of energy or amplitude are present. Properties of the model are worked out in detail. In particular, invariant subspaces of the…

Quantum Physics · Physics 2012-12-06 Dorje C. Brody , Eva-Maria Graefe

Recent theories suggest that Neural Scaling Laws arise whenever the task is linearly decomposed into power-law distributed units. Alternatively, scaling laws also emerge when data exhibit a hierarchically compositional structure, as is…

Machine Learning · Statistics 2025-05-13 Francesco Cagnetta , Hyunmo Kang , Matthieu Wyart

We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…

Chaotic Dynamics · Physics 2009-10-31 G. Falkovich , I. Kolokolov , V. Lebedev , S. Turitsyn

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…

Statistical Mechanics · Physics 2019-03-27 Miguel V. Moreno , Daniel G. Barci , Zochil González Arenas

We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood. We provide conditions under which the perturbed system is ergodic and admits a…

Dynamical Systems · Mathematics 2012-10-02 Zeng Lian , Mikko Stenlund

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh