Related papers: Similarity and Probability Distribution Functions …
At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…
When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy…
The cooperative dynamics of a 1-D collection of Markov jump, interacting stochastic processes is studied via a mean-field approach. In the time-asymptotic regime, the resulting nonlinear master equation is analytically solved. The…
Recent results on particle momentum and spin correlations are discussed in view of the role played by the effects of quantum statistics, including multiboson and coherence phenomena, and final state interaction. Particularly, it is…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
Multivariate Distributions are needed to capture the correlation structure of complex systems. In previous works, we developed a Random Matrix Model for such correlated multivariate joint probability density functions that accounts for the…
We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…
Multi-agent complex systems comprising populations of decision-making particles, have wide application across the biological, informational and social sciences. We uncover a formal analogy between these systems' time-averaged dynamics and…
In a simplified model of Multiple Parton Interactions the inclusive cross sections, of processes with large momentum transfer exchange, acquire the statistical meaning of factorial moments of the distribution in multiplicity of…
A multicanonical formalism is applied to the problem of statistical equilibrium in a complex system with a hierarchy of dynamical structures. At the small scales the system is in quasi-equilibrium and follows a Maxwell-Boltzmann…
Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…
The work distribution function for a non-relativistic, non-interacting quantum many-body system interacting with classical external sources is investigated. Exact expressions for the characteristic function corresponding to the work…
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…
[Takayasu et al., Phys. Rev.Lett. 79, 966 (1997)] revisited the question of stochastic processes with multiplicative noise, which have been studied in several different contexts over the past decades. We focus on the regime, found for a…
The ratio of cumulant to factorial moments of experimental multiplicity distributions has been calculated for $e^{+}e^{-}$ and $hh$ interactions in a wide range of energies. As a function of the rank it exhibits an initial steep decrease…
In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…
Probability distribution theory helps in studying the impact of various dimensions in life while the Mittag-Leffler function and bicomplex are used in electromagnetism, quantum mechanics, and signal theory. Considering the importance of…
Recently the identity method was proposed to calculate second moments of the multiplicity distributions from event-by-event measurements in the presence of the effects of incomplete particle identification. In this paper the method is…
Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…