Related papers: Non-Boltzmann Equilibrium Probability Densities fo…
The association between two random variables is often of primary interest in statistical research. In this paper semiparametric models for the association between random vectors X and Y are considered which leave the marginal distributions…
We address estimation of parametric coefficients of a pure-jump L\'evy driven univariate stochastic differential equation (SDE) model, which is observed at high frequency over a fixed time period. It is known from the previous study Masuda…
We develop a variational method to obtain accurate bounds for the eigenenergies of H = -Delta + V in arbitrary dimensions N>1, where V(r) is the nonpolynomial oscillator potential V(r) = r^2 + lambda r^2/(1+gr^2), lambda in…
Probability density functions (PDFs) of scale-dependent energy fluctuations, $P[\delta E(\ell)]$, are studied in high-resolution direct numerical simulations of Navier-Stokes and incompressible magnetohydrodynamic (MHD) turbulence. MHD…
Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…
We construct an estimator of the L\'evy density of a pure jump L\'evy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The novelty of our procedure is that we directly estimate the…
We present a simple nonlinear relaxation equation which contains the Debye equation as a particular case. The suggested relaxation equation results in power-law decay of fluctuations. This equation contains a parameter defining the…
A continuous-time nonlinear regression model with L\'evy-driven linear noise process is considered. Sufficient conditions of consistency and asymptotic normality of the Whittle estimator for the parameter of the noise spectral density are…
We propose an non-standard method to calculate non-equilibrium physical observables. Considering the generic example of an anharmonic quantum oscillator, we take advantage of the fact that the commutator algebra of second order polynomials…
New non-linear, spatially periodic, long wavelength electrostatic modes of an electron fluid oscillating against a motionless ion fluid (Langmuir waves) are given, with viscous and resistive effects included. The cold plasma approximation…
We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…
The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study…
Recently, a non-linear model of viscoelasticity based on Rational Extended Thermodynamics was proposed in [arXiv:2312.05116]. This theory extends the evolution of the viscous stress beyond the linear framework of the Maxwell model to the…
Within non-equilibrium Green's function technique on the real-time contour and the two-particle-irreducable (2PI) $\Phi$-functional method, a non-equilibrium potential is introduced. It naturally generalizes the conventional thermodynamic…
We stu\dd y a class of nonlinear stochastic partial differential equations with dissipative nonlinear drift, driven by L\'evy noise. Our work is divided in two parts. In the present part I we first define a Hilbert-Banach setting in which…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
We examine deviations from Boltzmann-Gibbs statistics for partially equilibrated systems of finite size. We find that such systems are characterized by the Levy distribution whose non-extensivity parameter is related to the number of…
We show that a gas thermometer in contact with a stationary classical system out of thermal (Boltzmann) equilibrium evolves, under very general conditions, towards a state characterized by a Levy velocity distribution. Our approach is based…
We consider the question of linear instability of an equilibrium of the Relativistic Vlasov-Maxwell (RVM) System that has a strong magnetic field. Standard instability results deal with systems where there are fewer particles with higher…
Linear stability of solid body rotating flows with axisymmetric density variations is addressed analytically. Considering inviscid disturbances, a non trivial dispersion relation is obtained and it is shown that the instability is of…