Related papers: Statistics of extremal intensities for Gaussian in…
The explosion of demand for ultra-high information transmission rates over the last decade has necessitated the usage of increasingly high light intensities for fiber optical transmissions. As a result, the fiber non-linearities need to be…
The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…
We follow the evolution with sample thickness, of intensity statistics for localized light transmitted through layered media in a crossover from one to three dimensions occasioned by transverse disorder. The probability distribution of…
We consider the statistics of volume fluctuations in a one-dimensional classical gas of non-interacting particles confined by a piston, and subjected to an arbitrary external potential. We show that despite the absence of interactions…
The probability distribution of the reflection coefficient for light reflected from a one-dimensional random amplifying medium with {\it cross-correlated} spatial disorder in the real and the imaginary parts of the refractive index is…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
The transmission of polarized light through a two-dimensional randomly rough interface between two dielectric media has been much less studied, by any approach, than the reflection of light from such an interface. We have derived a reduced…
The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…
We study numerically statistical distributions of sums of orbit coordinates, viewed as independent random variables in the spirit of the Central Limit Theorem, in weakly chaotic regimes associated with the excitation of the first ($k=1$)…
We study wave turbulence in shallow water flows in numerical simulations using two different approximations: the shallow water model, and the Boussinesq model with weak dispersion. The equations for both models were solved using periodic…
In this paper we propose a new four-parameters distribution with increasing, decreasing, bathtub-shaped and unimodal failure rate, called as the exponentiated Weibull-Poisson (EWP) distribution. The new distribution arises on a latent…
Following the basic prescriptions of the relativistic Tsallis' non-extensive thermostatistics, we investigate from a phenomenological point of view the relevance of non-extensive statistical effects on relativistic heavy-ion collisions…
This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral…
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…
In this work we use the extremization method of various information-theoretic measures (Fisher information, Shannon entropy, Tsallis entropy) for $d$-dimensional quantum systems, which complementary describe the spreading of the quantum…
Based on the negative binomial model for the duration of wet periods measured in days, an asymptotic approximation is proposed for the distribution of the maximum daily precipitation volume within a wet period. This approximation has the…
We investigate the charging energy level statistics of disordered interacting electrons in quantum dots by numerical calculations using the Hartree approximation. The aim is to obtain a global picture of the statistics as a function of…
We obtain general predictions for the distribution of wave function intensities in position space on the periodic orbits of chaotic ballistic systems. The expressions depend on effective system size N, instability exponent lambda of the…
We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…