English
Related papers

Related papers: Maximal height statistics for 1/f^alpha signals

200 papers

Recently we constructed a renormalizable field theory up to two loops for the quasi-static depinning of elastic manifolds in a disordered environment. Here we explore further properties of the theory. We show how higher correlation…

Condensed Matter · Physics 2009-11-10 Pierre Le Doussal , Kay Joerg Wiese

We introduce and numerically study a long-range-interaction generalization of the one-dimensional Fermi-Pasta-Ulam (FPU) $\beta-$ model. The standard quartic interaction is generalized through a coupling constant that decays as $1/r^\alpha$…

Chaotic Dynamics · Physics 2015-06-19 Helen Christodoulidi , Constantino Tsallis , Tassos Bountis

The emergence of non-gaussian distributions for macroscopic quantities in nonequilibrium steady states is discussed with emphasis on the effective criticality and on the ensuing universality of distribution functions. The following problems…

Statistical Mechanics · Physics 2009-11-10 Zoltan Racz

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…

Statistical Mechanics · Physics 2021-07-14 Lior Zarfaty , Eli Barkai , David A. Kessler

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…

Chaotic Dynamics · Physics 2015-05-13 C. P. Dettmann , T. B. Howard

In this communication, the derivation of the Boltzmann-Gibbs and the Maxwellian distributions is presented from a geometrical point of view under the hypothesis of equiprobability. It is shown that both distributions can be obtained by…

Chaotic Dynamics · Physics 2010-01-20 Ricardo Lopez-Ruiz , Jaime Sanudo , Xavier Calbet

We provide asymptotic approximations to the distribution of statistics that are obtained from network data for limiting sequences that let the number of nodes (agents) in the network grow large. Network formation is permitted to be…

General Economics · Economics 2021-11-03 Konrad Menzel

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

We provide optimal rates of convergence to the asymptotic distribution of the (properly scaled) degree of a fixed vertex in two preferential attachment random graph models. Our approach is to show that these distributions are unique fixed…

Probability · Mathematics 2013-03-15 Erol A. Peköz , Adrian Röllin , Nathan Ross

The effect of introducing a mass dependent diffusion rate ~ m^{-alpha} in a model of coagulation with single-particle break up is studied both analytically and numerically. The model with alpha=0 is known to undergo a nonequilibrium phase…

Statistical Mechanics · Physics 2009-11-07 R. Rajesh , Dibyendu Das , Bulbul Chakraborty , Mustansir Barma

In this paper, we formulate and investigate a generalized consensus algorithm which makes an attempt to unify distributed averaging and maximizing algorithms considered in the literature. Each node iteratively updates its state as a…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-06 Guodong Shi , Karl Henrik Johansson

We consider a class of scale-free inhomogeneous random graphs, which includes some long-range percolation models. We study the maximum degree in such graphs in a growing observation window and show that its limiting distribution is Frechet.…

Probability · Mathematics 2021-06-18 Chinmoy Bhattacharjee , Matthias Schulte

New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…

Probability · Mathematics 2023-10-17 Amparo Gil , Javier Segura , Nico M Temme

We consider here the recently proposed closed form formula in terms of the Meijer G-functions for the probability density functions $g_\alpha(x)$ of one-sided L\'evy stable distributions with rational index $\alpha=l/k$, with $0<\alpha<1$.…

Statistical Mechanics · Physics 2011-08-08 Alberto Saa , Roberto Venegeroles

Transient responses in disordered systems typically show a heavy-tail relaxation behavior: the decay time constant increases as time increases, revealing a spectral distribution of time constants. The asymptotic value of such transients is…

Disordered Systems and Neural Networks · Physics 2017-06-06 Jiajun Luo , M. Grayson

In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…

Chaotic Dynamics · Physics 2015-05-13 Xavier Calbet , Ricardo Lopez-Ruiz

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

In this paper we study sharp thresholds for detecting sparse signals in $\beta$-models for potentially sparse random graphs. The results demonstrate interesting interplay between graph sparsity, signal sparsity, and signal strength. In…

Statistics Theory · Mathematics 2017-05-30 Rajarshi Mukherjee , Sumit Mukherjee , Subhabrata Sen