Related papers: Non-Poisson dichotomous noise: higher-order correl…
The correlation function measured in ultrarelativistic nuclear collisions is strongly non-Gaussian. Using two different models we study which effects can influence its shape and how much. In particular, we focus on the parametrizations…
A family of non-equilibrium statistical operators (NSO) is introduced which differ by the system lifetime distribution over which the quasi-equilibrium (relevant) distribution is averaged. This changes the form of the source in the…
We study toy aging processes in hierarchically decomposed phase spaces where the equilibrium probability distributions are multifractal. We found that the an auto-correlation function, survival-return probability, shows crossover behavior…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
In this work, the normalized time auto-correlation function of the electric field of the light $g^{(1)}(\tau)$ that is scattered by the two kinds of particles in dispersion is investigated. The results show that the logarithm of…
We study various temporal correlation functions of a tagged particle in one-dimensional systems of interacting point particles evolving with Hamiltonian dynamics. Initial conditions of the particles are chosen from the canonical thermal…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
There are two main quantities involved in the deviation of a stochastic process from a Poisson process: the squared coefficient of variation of the time intervals between adjacent events and the Fano factor of the number of reaction events.…
Many statistics available to constrain non-Gaussianity from inflation are simplest to use under the assumption that the curvature correlation functions are hierarchical. That is, if the n-point function is proportional to the (n-1) power of…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
We study the dynamics of quantum correlations for two non interacting qubits initially prepared in a maximally entangled state and then coupled with an external environment characterized by a noise spectrum of the form 1/f^{\alpha}. The…
We study the evolution of higher-order nonclassicality and entanglement criteria in atmospheric fluctuating-loss channels. By formulating input-output relations for the matrix of moments, we investigate the influence of such channels on the…
We report on novel Brownian, yet non-Gaussian diffusion, in which the mean square displacement of the particle grows linearly with time, the probability density for the particle spreading is Gaussian-like, however, the probability density…
The momentum or velocity autocorrelation function C(t) for a tagged oscillator in a finite harmonic system decays like that of an infinite system for short times, but exhibits erratic behavior at longer time scales. We introduce the…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
We consider critical one dimensional quantum systems initially prepared in their groundstate and perturbed by a smooth noise coupled to the energy density. By using conformal field theory, we deduce a universal description of the…
We study the spatial distributions of two randomly interacting species, in the presence of an external multiplicative colored noise. The dynamics of the ecosystem is described by a coupled map lattice model. We find a nonmonotonic behavior…