Related papers: Global fluctuations and Gumbel statistics
When two isolated system are brought in contact, they relax to equilibrium via energy exchange. In another setting, when one of the systems is driven and the other is large, the first system reaches a steady-state which is not described by…
We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…
The effect of density fluctuations upon light propagation is calculated perturbatively in a matter dominated irrotational universe. The starting point is the perturbed metric (second order in the perturbation strength), while the output is…
The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…
We study stationary fluctuations of conserved slow modes in a two-lane model of hardcore particles which are expected to show universal behaviour. Specifically, we focus on the properties of fluctuations at a special umbilic point where the…
We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence conditions on the entries of the data matrices, we establish…
A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…
We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…
This is a general work on gravitational lensing. We present new expressions for the optical scalars and the deflection angle in terms of the energy-momentum tensor components of matter distributions. Our work generalizes standard references…
The coarse spatial resolution of gridded climate models, such as general circulation models, limits their direct use in projecting socially relevant variables like extreme precipitation. Most downscaling methods estimate the conditional…
We derive the fluctuation theorem for quantum-state statistics that can be obtained when we initially measure the total energy of a quantum system at thermal equilibrium, let the system evolve unitarily, and record the quantum-state data…
We establish a general relation between the statistics of the local Green's function for systems with chaotic wave scattering and a uniform energy loss (absorption) and its two-point correlation function for the same system without…
This paper explores the possibility of establishing an analytic form of the distribution of the order parameter fluctuations in a two-dimensional critical spin wave model, or width fluctuations of a two dimensional Edwards-Wilkinson…
In this note, we characterize the Gompertz distribution in terms of extreme value distributions and point out that it implicitly models the interplay of two antagonistic growth processes. In addition, we derive a closed form expressions for…
Pattern-forming nonequilibrium systems are ubiquitous in nature, from driven quantum matter and biological life forms to atmospheric and interstellar gases. Identifying universal aspects of their far-from-equilibrium dynamics and statistics…
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…
Given a bivariate random pair $(X,Y)$, a natural problem is to estimate, from a single sample $(X_i,Y_i)_{1\le i\le n}$, quantities such as $\mathbb{E}\left[ \mathbb{E}[ Y\mid X ]^2 \right]$. More broadly, sensitivity indices are designed…
We investigate the behavior of energy fluctuations in several models of granular gases maintained in a non-equilibrium steady state. In the case of a gas heated from a boundary, the inhomogeneities of the system play a predominant role.…
This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…
A simple estimator for the finite right endpoint of a distribution function in the Gumbel max-domain of attraction is proposed. Large sample properties such as consistency and the asymptotic distribution are derived. A simulation study is…