Related papers: Fluctuating Fronts as Correlated Extreme Value Pro…
In the Coulomb blockade regime of a ballistic quantum dot, the distribution of conductance peak spacings is well known to be incorrectly predicted by a single-particle picture; instead, matrix element fluctuations of the residual electronic…
Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…
This paper is devoted to a statistical analysis of the fluctuations of velocity and acceleration produced by a random distribution of point vortices in two-dimensional turbulence. We show that the velocity probability density function…
This paper is concerned with risk-sensitive performance analysis for linear quantum stochastic systems interacting with external bosonic fields. We consider a cost functional in the form of the exponential moment of the integral of a…
We study the statistics, in stationary conditions, of the work $W_\tau$ done by the active force in different systems of self-propelled particles in a time $\tau$. We show the existence of a critical value $W_\tau ^\dag$ such that…
We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…
Extreme Value Theory plays an important role to provide approximation results for the extremes of a sequence of independent random variables when their distribution is unknown. An important one is given by the {generalised Pareto…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
Extreme values and the tail behavior of probability distributions are essential for quantifying and mitigating risk in complex systems of all kinds. In multivariate settings, accounting for correlations is crucial. Although extreme value…
We study the distribution and scaling of the extreme height fluctuations for Edwards-Wilkinson-type relaxation on small-world substrates. When random links are added to a one-dimensional lattice, the average size of the fluctuations becomes…
Deformed exchange statistics is realized in terms of electronic operators. This is employed to rewrite Hubbard type lattice models for particles obeying deformed statistics (we refer to them as deformed models) as lattice models for…
We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way…
We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density…
We study event-by-event dynamical fluctuations of various particle ratios at different energies. We assume that particle production in final state is due to chemical equilibrium processes. We compare results from resonance gas model with…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
We investigate the thermodynamics of a Fermi gas whose single-particle energy levels are given by the complex zeros of the Riemann zeta function. This is a model for a gas, and in particular for an atomic nucleus, with an underlying fully…
We derive the asymptotic behaviour of the one point probability density for the inhomogeneous shock slopes in the turbulent regime, when a Gaussian fluctuating flux at origin derives the system. We also calculate the time dependence of the…
We compare experiments and direct numerical simulations to evaluate the accuracy of the Stokes-drag model, which is used widely in studies of inertial particles in turbulence. We focus on statistics at the dissipation scale and on extreme…