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In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…

Statistics Theory · Mathematics 2018-04-18 Masaru Shintani , Ken Umeno

The dynamics of many important high-dimensional dynamical systems are both chaotic and complex, meaning that strong reducing hypotheses are required to understand the dynamics. The highly influential chaotic hypothesis of Gallavotti and…

Chaotic Dynamics · Physics 2022-02-04 Caroline L. Wormell

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

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…

Chaotic Dynamics · Physics 2010-04-12 Chi-Sang Poon , Cheng Li , Guo-Qiang Wu

Spatially extended chaotic systems with power-law decaying interactions are considered. Two coupled replicas of such systems synchronize to a common spatio-temporal chaotic state above a certain coupling strength. The synchronization…

Chaotic Dynamics · Physics 2009-11-11 Claudio Juan Tessone , Massimo Cencini , Alessandro Torcini

Chaotic systems arise naturally in Statistical Mechanics and in Fluid Dynamics. A paradigm for their modelization are smooth hyperbolic systems. Are there consequences that can be drawn simply by assuming that a system is hyperbolic? here…

chao-dyn · Physics 2008-02-26 Giovanni Gallavotti

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…

Probability · Mathematics 2024-12-24 Xinying Deng , Yong Li , Xue Yang

We study nonautonomous discrete dynamical systems with randomly perturbed trajectories. We suppose that such a system is generated by a sequence of continuous maps which converges uniformly to a map $f$. We give conditions, under which a…

Dynamical Systems · Mathematics 2014-08-13 Leszek Szała

The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…

Fluid Dynamics · Physics 2013-10-16 H. Mouri

We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the…

Probability · Mathematics 2008-12-18 Nicola Cufaro Petroni

Although it is now understood that chaos in complex classical systems is the foundation of thermodynamic behavior, the detailed relations between the microscopic properties of the chaotic dynamics and the macroscopic thermodynamic…

Chaotic Dynamics · Physics 2015-06-17 Mario Mulansky

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…

Chaotic Dynamics · Physics 2009-11-07 F. Ginelli , R. Livi , A. Politi

The chaotic hypothesis has several implications which have generated interest in the literature because of their generality and because a few exact predictions are among them. However its application to Physics problems requires attention…

Statistical Mechanics · Physics 2009-11-11 F. Bonetto , G. Gallavotti , A. Giuliani , F. Zamponi

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

Statistical Mechanics · Physics 2025-12-03 Lucas G. B. de Souza , M. G. E. da Luz , E. P. Raposo , Evaldo M. F. Curado , G. M. Viswanathan

We propose as a generalization of an idea of Ruelle to describe turbulent fluid flow a chaotic hypothesis for reversible dissipative many particle systems in nonequilibrium stationary states in general. This implies an extension of the…

chao-dyn · Physics 2009-10-28 G. Gallavotti , E. G. D. Cohen

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…

Dynamical Systems · Mathematics 2023-06-28 Leonid A. Bunimovich , Yaofeng Su

We consider nonautonomous discrete dynamical systems $\{ f_n\}_{n\ge 1}$, where every $f_n$ is a surjective continuous map $[0,1]\to [0,1]$ such that $f_n$ converges uniformly to a map $f$. We show, among others, that if $f$ is chaotic in…

Dynamical Systems · Mathematics 2013-11-19 Marta Štefánková
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