Related papers: Non-Gaussian distribution in Random advection dyna…
Thin vortex tubes, with core sizes within the dissipation range, profuse in a homogeneous and isotropic turbulent flow. Their intersections with an arbitrary plane define, as a mathematical construct, a dilute gas of localized,…
One challenge in developing a statistical field theory of turbulence is the analysis of the functional equations that govern the complete statistics of the flow field. Simplified models of turbulence may help to develop such a statistical…
The velocity distribution of spheres rolling on a slightly tilted rectangular two dimensional surface is obtained by high speed imaging. The particles are excited by periodic forcing of one of the side walls. Our data suggests that strongly…
Non-Gaussianity indicates complex dynamics related to extreme events or significant outliers. However, the correlation between non-Gaussianity and the dynamics of heterogeneous environments in anomalous diffusion remains uncertain. Inspired…
Velocity distributions in a vibrated granular monolayer are investigated experimentally. Non-Gaussian velocity distributions are observed at low vibration amplitudes but cross over smoothly to Gaussian distributions as the amplitude is…
We investigate the dynamic behavior of optical vortices, or phase singularities, in random wavefields and demonstrate the direct experimental observation of the anomalous diffusion of optical vortices. The observed subdiffusion of optical…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…
We study the resistance fluctuation distribution of a thin film near electrical breakdown. The film is modeled as a stationary resistor networkunder biased percolation. Depending on the value of the external current,on the system sizes and…
The problem of non-stationarity in financial markets is discussed and related to the dynamic nature of price volatility. A new measure is proposed for estimation of the current asset volatility. A simple and illustrative explanation is…
The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
We consider the statistics of volume fluctuations in a one-dimensional classical gas of non-interacting particles confined by a piston, and subjected to an arbitrary external potential. We show that despite the absence of interactions…
Numerical simulation is used to analyze statistical characteristics of vortex beams propagating in the atmosphere. The cumulative distribution function and the probability density function of intensity fluctuations are compared for Gaussian…
The non-Gaussian distribution of primordial perturbations has the potential to reveal the physical processes at work in the very early Universe. Local models provide a well-defined class of non-Gaussian distributions that arise naturally…
Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…
As the quality of cosmological data continue to improve, it is natural to test the statistics of primordial fluctuations: are they Gaussian or non-Gaussian? I review a model which generates non-Gaussian adiabatic fluctuations from…
We study the velocity distribution in spherical collapses and cluster-pair collisions by use of N-body simulations. Reflecting the violent gravitational processes, the velocity distribution of the resultant quasi-stationary state generally…