Related papers: Fluctuation relation for a L\'evy particle
Late time properties of moving relativistic particles are studied. Within the proper relativistic treatment of the problem we find decay curves of such particles and we show that late time deviations of the survival probability of these…
We analyze annual revenues and earnings data for the 500 largest-revenue U.S. companies during the period 1954-2007. We find that mean year profits are proportional to mean year revenues, exception made for few anomalous years, from which…
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 scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…
We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluctuations as well as the magnitude of…
We study event-by-event dynamical fluctuations of various particle ratios at different energies. We assume that particle production in final state is due to chemical equilibrium processes. We compare results from resonance gas model with…
We investigate the effects of strong number fluctuations on traveling waves in the Fisher-Kolmogorov reaction-diffusion system. Our findings are in stark contrast to the commonly used deterministic and weak-noise approximations. We compute…
Truncated Levy flights are stochastic processes which display a crossover from a heavy-tailed Levy behavior to a faster decaying probability distribution function (pdf). Putting less weight on long flights overcomes the divergence of the…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
We consider stochastic processes where randomly chosen particles with positive quantities x, y (> 0) interact and exchange the quantities asymmetrically by the rule x' = c{(1-a) x + b y}, y' = d{a x + (1-b) y} (x \ge y), where (0 \le) a, b…
We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big-jump principle. The principle states that in the presence of stochastic processes…
The statistics of lagrangian velocity divergence are studied for an assembly of particles in compressible turbulence on a free surface. Under an appropriate definition of entropy, the two-dimensional lagrangian velocity divergence of a…
We present results for the fluctuations of the displacement of a tracer particle on a planar lattice pulled by a step force in the presence of impenetrable, immobile obstacles. The fluctuations perpendicular to the applied force are…
It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…
We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…
Topological defects dominate the deformation response of materials in processes ranging from quantum turbulence to crystal plasticity. We calculate the probability distribution function for the fluctuations in velocity $v$, using scaling…
The random walk of test particle in low-density gas is considered basing on approximate coarsened version of the collisional representation of the BBGKY equations. The coarsening presumes that momentum relaxation rates of the test particle…
The actomyosin cortex is an active material that provides animal cells with a strong but flexible exterior, whose mechanics, including non-Gaussian fluctuations and occasional large displacements or cytoquakes, have defied explanation. We…
Price fluctuations of commodities like cotton and wheat are thought to display probability distributions of returns that follow a L\'evy stable distribution. Recent analysis of stocks and foreign exchange markets show that the probability…