Related papers: Statistics of extremal intensities for Gaussian in…
This work is devoted to the asymptotic analysis of high frequency wave propagation in random media with long-range dependence. We are interested in two asymptotic regimes, that we investigate simultaneously: the paraxial approximation,…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
We consider the Gaussian interface model in the presence of random external fields, that is the finite volume (random) Gibbs measure on $\mathbb{R}^{\Lambda_N}$, $\Lambda_N=[-N, N]^d\cap \mathbb{Z}^d$ with Hamiltonian $H_N(\phi)=…
Processes of propagation and interaction of nonlinear gravity-capillary waves on the free surface of a deep non-conducting liquid with high dielectric constant under the action of a tangential electric field are numerically simulated. The…
In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…
This paper concerns the derivation of radiative transfer equations for acoustic waves propagating in a randomly fluctuating half-space in the weak-scattering regime, and the study of boundary effects through an asymptotic analysis of the…
We study numerically the maximal and minimal height distributions (MAHD, MIHD) of the nonlinear interface growth equations of second and fourth order and of related lattice models in two dimensions. MAHD and MIHD are different due to the…
The power-spectrum subband energy ratio (PSER) has been applied in a variety of fields, but reports on its statistical properties have been limited. As such, this study investigates these characteristics in the presence of additive Gaussian…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
The complex structure of the light curves of Swift GRBs has made their interpretation and that of the blast wave caused by the burst, more difficult than in the pre-Swift era. We aim to constrain the blast wave parameters: electron energy…
Motivated by recent epidemic outbreaks, including those of COVID-19, we solve the canonical problem of calculating the dynamics and likelihood of extensive outbreaks in a population within a large class of stochastic epidemic models with…
We derive the limiting distributions of exceedances point processes of randomly scaled weakly dependent stationary Gaussian sequences under some mild asymptotic conditions. In the literature analogous results are available only for…
The statistics of Lagrangian pair dispersion in a homogeneous isotropic flow is investigated by means of direct numerical simulations. The focus is on deviations from Richardson eddy-diffusivity model and in particular on the strong…
Different questions related with analysis of extreme values and outliers arise frequently in practice. To exclude extremal observations and outliers is not a good decision because they contain important information about the observed…
We consider a model nondispersive nonlinear optical fiber channel with additive white Gaussian noise at large $\mathrm{SNR}$ (signal-to-noise ratio) in the intermediate power region. Using Feynman path-integral technique we for the first…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…
The dispersion relation of longitudinal electrostatic oscillations in a relativistic plasma is studied in the context of the nonextensive statistics formalism proposed by Tsallis [C. Tsallis, J. Stat. Phys. {\bf 52}, 479 (1988)], where…
Guided wave dispersion is commonly assessed by Fourier analysis of the field along a line, resulting in frequency-wavenumber dispersion curves. In anisotropic plates, a point source can generate multiple dispersion branches pertaining to…
Waves propagating through a weakly scattering random medium show a pronounced branching of the flow accompanied by the formation of freak waves, i.e., extremely intense waves. Theory predicts that this strong fluctuation regime is…