Related papers: Statistics of extremal intensities for Gaussian in…
We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are…
We investigate the effects of strong number fluctuations on traveling waves in the Fisher-Kolmogorov reaction-diffusion system. Our findings are in stark contrast to the commonly used deterministic and weak-noise approximations. We compute…
We study the resistance fluctuation distribution of a thin film near electrical breakdown. The film is modeled as a stationary resistor networkunder biased percolation. Depending on the value of the external current,on the system sizes and…
When light travels through strongly scattering media with optical gain, the synergy between diffusive transport and stimulated emission can lead to lasing action. Below the threshold pump power, the emission spectrum is smooth and…
We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…
The extremal inequality approach plays a key role in network information theory problems. In this paper, we propose a novel monotone path construction in product probability space. The optimality of Gaussian distribution is then established…
The complex Gaussian distribution has been widely used as a fundamental spectral and noise model in signal processing and communication. However, its Gaussian structure often limits its ability to represent the diverse amplitude…
Extremization of the Boltzmann-Gibbs (BG) entropy under appropriate norm and width constraints yields the Gaussian distribution. Also, the basic solutions of the standard Fokker-Planck (FP) equation (related to the Langevin equation with…
In this paper we analyse the behaviour of adaptive filters or detectors when they are trained with $t$-distributed samples rather than Gaussian distributed samples. More precisely we investigate the impact on the distribution of some…
We explore error distributions in Epoch of Reionization 21-cm power spectrum estimators using a combination of mathematical analysis and numerical simulations. We provide closed form solutions for the error distributions of individual bins…
Gibbs-type exchangeable random partitions, which is a class of multiplicative measures on the set of positive integer partitions, appear in various contexts, including Bayesian statistics, random combinatorial structures, and stochastic…
Two-frequency Wigner distribution is introduced to capture the asymptotic behavior of the space-frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like…
A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…
We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible,…
In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…
We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well…
The subject of this paper is the investigation of inflationary non-Gaussianities of the local type with extreme value statistics of the weak lensing convergence kappa. Specifically, we describe the influence of inflationary…
Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…