Related papers: Non-Gaussian distribution in Random advection dyna…
We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
We study the dynamics of a bounded gravitational collapsing configuration emitting gravitational waves, where the exterior spacetime is described by Robinson-Trautman geometries. The full nonlinear regime is examined by using the Galerkin…
We point out a possible generation mechanism of non-Gaussian bubbles in the sky due to bubble nucleation in the early universe. We consider a curvaton scenario for inflation and assume that the curvaton field phi, whose energy density is…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
The persistent current in an ensemble of normal-metal rings shows Gaussian distributed sample-to-sample fluctuations with non-Gaussian corrections, which are precursors of the transition into the Anderson localized regime. We here report a…
In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…
Non-equilibrium property of turbulence modifies characteristics of turbulent transport. With the aid of response-function formalism, such non-equilibrium effects in turbulent transport can be represented by the temporal variation of the…
We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…
We formulate equations for the slow time dynamics of fluid motion that self consistently account for the effects of the variability upon the mean. The time-average effects of the fluctuations introduce nonlinear dispersion that acts to…
We analyze the deviations from Maxwell-Boltzmann statistics found in recent experiments studying velocity distributions in two-dimensional granular gases driven into a non-equilibrium stationary state by a strong vertical vibration. We show…
We study statistical properties of two-dimensional turbulent flows. Three systems are considered: the Navier-Stokes equation, surface quasi-geostrophic flow, and a model equation for thermal convection in the Earth's mantle. Direct…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
The statistical properties of fully developed hydrodynamic turbulence can be successfully described using methods from nonextensive statistical mechanics. The predicted probability densities and scaling exponents precisely coincide with…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
We consider the expected level of primordial non-Gaussianities in models in which density perturbations are produced by spatial fluctuations in the decay rate of the inflaton. We consider both the non-Gaussianities resulting from the…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…
The transverse momentum per particle, $[p_t]$, fluctuates event by event in ultrarelativistic nucleus-nucleus collisions, for a given multiplicity. These fluctuations are small and approximately Gaussian, but a non-zero skewness has been…