Related papers: Global fluctuations and Gumbel statistics
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…
Global sensitivity analysis (GSA) quantifies the influence of uncertain variables in a mathematical model. The Sobol' indices, a commonly used tool in GSA, seek to do this by attributing to each variable its relative contribution to the…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
The Ghil-Sellers energy balance model of Earth's climate, features -- for a considerable range of the solar intensity -- two stable climate states (a warm and a cold snowball Earth), where the bistability results from the celebrated…
For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…
We study a class of nonequilibrium lattice models which describe local redistributions of a globally conserved energy. A particular subclass can be solved analytically, allowing to define a temperature T_{th} along the same lines as in the…
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
The Reynolds number dependence of the statistics of energy dissipation is investigated in a shell model of fully developed turbulence. The results are in agreement with a model which accounts for fluctuations of the dissipative scale with…
We present a general interpolation theory for the phenomenological effects of thermal fluctuations in superconductors. Fluctuations are described by a simple gauge invariant extension of the gaussian effective potential for the…
Global sensitivity analysis (GSA) is used to quantify the influence of uncertain variables in a mathematical model. Prior to performing GSA, the user must specify (or implicitly assume), a probability distribution to model the uncertainty,…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous…
We introduce a generalization of Glimm's random choice method, which provides us with an approximation of entropy solutions to quasilinear hyperbolic system of balance laws. The flux-function and the source term of the equations may depend…
While averages and typical fluctuations often play a major role to understand the behavior of a non-equilibrium system, this nonetheless is not always true. Rare events and large fluctuations are also pivotal when a thorough analysis of the…
We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…
Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…
A statistical model for describing the scaling of the distribution of inter-event times is described. By considering the diverse region seismicity (natural and induced) at different scale levels the self-similarity of the distribution has…
Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…