Related papers: Instantons and Intermittency
Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility…
It is becoming increasingly clear that large but rare fluctuations of the primordial curvature field, controlled by the tail of its probability distribution, could have dramatic effects on the current structure of the universe -- {\it e.g.}…
The nonperturbative effects in the quark form factor are considered in the Wilson loop formalism. The properties of the Wilson loops with cusp singularities are studied taking into account the perturbative and nonperturbative contributions,…
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
Using the idea of the instanton approach to quantum tunneling we try to obtain a method of calculating spontaneous fission rates for nuclei with the odd number of neutrons or protons. This problem has its origin in the failure of the…
An isotropic passive scalar field $T$ advected by a rapidly-varying velocity field is studied. The tail of the probability distribution $P(\theta,r)$ for the difference $\theta$ in $T$ across an inertial-range distance $r$ is found to be…
At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…
We show, both analytically and numerically, that non-Gaussian tails in the probability density function of curvature perturbations arise in ultra-slow-roll inflation from the $\delta N$ formalism, without invoking stochastic inflation.…
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…
The tail of the distribution of primordial fluctuations (corresponding to the likelihood of realization of large fluctuations) is of interest, from both theoretical and observational perspectives. In particular, it is relevant for the…
Sampling synthetic turbulent fields as a computationally tractable surrogate for direct numerical simulations (DNS) is an important practical problem in various applications, and allows to test our physical understanding of the main…
The Euclidean path integral method is applied to a quantum tunneling model which accounts for finite size ($L$) effects. The general solution of the Euler Lagrange equation for the double well potential is found in terms of Jacobi elliptic…
We study inference on the common stochastic trends in a non-stationary, $N$-variate time series $y_{t}$, in the possible presence of heavy tails. We propose a novel methodology which does not require any knowledge or estimation of the tail…
This review is a kinetic theory study investigating the effects of inelasticity on the structure of the non-equilibrium states, in particular on the behavior of the velocity distribution in the high energy tails. Starting point is the…
We construct solutions to the randomly-forced Navier--Stokes--Poisson system in periodic three-dimensional domains or in the whole three-dimensional Euclidean space. These solutions are weak in the sense of PDEs and also weak in the sense…
From a simple path integral involving a variable volatility in the velocity differences, we obtain velocity probability density functions with exponential tails, resembling those observed in fully developed turbulence. The model yields…
We investigate a way of comparing and classifying tails of random variables. Our approach extends the notion of classical indices, such as exponential and moment indices, which are widely used measuring heaviness of tail functions. A…
We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…
In this paper, we compare dispersions of a scalar field in Euclidean quantum gravity with stochastic inflation. We use Einstein gravity and a minimally coupled scalar field with a quadratic potential. We restrict our attention to small mass…