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Related papers: Power-law tail distributions and nonergodicity

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The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…

Statistical Finance · Quantitative Finance 2015-06-12 Guannan Zhao , Mark McDonald , Dan Fenn , Stacy Williams , Neil F. Johnson

We follow the time sequence of binary elastic collisions in a small collection of hard-core particles. Intervals between the collisions are characterized by the numbers of collisions of different pairs in a given time. It was shown…

Chaotic Dynamics · Physics 2012-02-21 Alexander Jonathan Vidgop , Itzhak Fouxon

This is an epistemological approach to errors in both inference and risk management, leading to necessary structural properties for the probability distribution. Many mechanisms have been used to show the emergence of fat tails. Here we…

Methodology · Statistics 2019-12-16 Nassim Nicholas Taleb , Pasquale Cirillo

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

In this article we investigate the energy spectrum statistics of fractals at the quantum level. We show that the energy-level distribution of a fractal follows a power-law behaviour, if its energy spectrum is a limit set of piece-wise…

Disordered Systems and Neural Networks · Physics 2019-02-06 Askar A. Iliasov , Mikhail I. Katsnelson , Shengjun Yuan

Power law size distribution is found to associate with fractal, self-organized behaviors and patterns of complex systems. Such distribution also emerges from natural lakes, with potentially important links to the dynamics of lake systems.…

Statistical Mechanics · Physics 2023-10-09 Shengjie Hu , Zhenlei Yang , Sergio Torres , Zipeng Wang , Ling Li

We discuss the role of ergodicity and chaos for the validity of statistical laws. In particular we explore the basic aspects of chaotic systems (with emphasis on the finite-resolution) on systems composed of a huge number of particles.

Statistical Mechanics · Physics 2014-11-24 Gianmaria Falasco , Guglielmo Saggiorato , Angelo Vulpiani

The fate of the single particle immersed in and interacting with a bath of other particles localized in a tilted lattice is investigated. For tilt values comparable to the tunneling rate a slow-down of the dynamics is observed without,…

Disordered Systems and Neural Networks · Physics 2025-07-31 Pedro R. Nicácio Falcão , Jakub Zakrzewski

Dynamical systems can display a plethora of ergodic and ergodicity breaking behaviors, ranging from simple periodicity to ergodicity and chaos. Here we report an unusual type of non-ergodic behavior in a many-body discrete-time dynamical…

Statistical Mechanics · Physics 2025-07-21 Yusuf Kasim , Tomaž Prosen

Using standard definitions of chaos (as positive Kolmogorov-Sinai entropy) and diffusion (that multiple time distribution functions are Gaussian), we show numerically that both chaotic and nonchaotic systems exhibit diffusion, and hence…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen

A local excitation in a quantum many-particle system evolves deterministically. A time-reversal procedure, involving the invertion of the signs of every energy and interaction, should produce an excitation revival: the Loschmidt echo (LE).…

Statistical Mechanics · Physics 2015-10-22 Pablo R. Zangara , Patricia R. Levstein , Horacio M. Pastawski

Aims. The random walk of energetic charged particles in turbulent magnetic fields is investigated. Special focus is placed on transport across the mean magnetic field, which had been found to be subdiffusive on many occasions. Therefore, a…

High Energy Astrophysical Phenomena · Physics 2016-06-29 R. C. Tautz

Weakly nonintegrable many-body systems can restore ergodicity in distinctive ways depending on the range of the interaction network in action space. Action resonances seed chaotic dynamics into the networks. Long range networks provide well…

Chaotic Dynamics · Physics 2021-08-04 Thudiyangal Mithun , Carlo Danieli , M. V. Fistul , B. L. Altshuler , Sergej Flach

Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in…

Chaotic Dynamics · Physics 2016-04-07 Y. Zou , J. Heitzig , R. V. Donner , J. F. Donges , J. D. Farmer , R. Meucci , S. Euzzor , N. Marwan , J. Kurths

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…

Statistical Mechanics · Physics 2020-05-20 Robert L. Jack

Any power series with nonnegative coefficients has an associated family of probability distributions supported on the nonnegative integers. There is a close connection between the function theoretic properties of the power series and the…

Probability · Mathematics 2024-04-09 Alicia Cantón , José L. Fernández , Pablo Fernández , Víctor J. Maciá

In a collisionless plasma, the energy distribution function of plasma particles can be strongly affected by turbulence. In particular, it can develop a non-thermal power-law tail at high energies. We argue that turbulence with initially…

Plasma Physics · Physics 2022-01-19 Cristian Vega , Stanislav Boldyrev , Vadim Roytershteyn , Mikhail Medvedev

Distributions following a power-law are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the…

Other Condensed Matter · Physics 2007-08-11 Heiko Bauke

We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…

Statistical Mechanics · Physics 2016-12-14 Daniel Molina-García , Tuan Minh Pham , Paolo Paradisi , Carlo Manzo , Gianni Pagnini

We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

Statistics Theory · Mathematics 2012-03-27 Jongwook Kim , Teppei Okumura