Related papers: Non-Gaussian Distributions in Extended Dynamical S…
It is well known that the probability distribution of high-frequency financial returns is characterized by a leptokurtic, heavy-tailed shape. This behavior undermines the typical assumption of Gaussian log-returns behind the standard…
We revisit effective scenarios for the origin of heavy tails in stationary velocity distributions. A first analysis combines localization with diffusive acceleration. That gets realized in space plasmas to find the so-called…
A novel methodology to analyze non-Gaussian probability distribution functions (PDFs) of intermittent turbulent transport in global full-f gyrokinetic simulations is presented. In this work, the Auto-Regressive Integrated Moving Average…
Intermittency in fluid turbulence can be evidentiated through the analysis of Probability Distribution Functions (PDF) of velocity fluctuations, which display a strong non-gaussian behavior at small scales. In this paper we investigate the…
Random multiplicative growth with redistribution generates stationary Pareto wealth tails in the Bouchaud-M\'ezard model, but assumes a fixed multiplicative noise intensity. This is restrictive for physical and financial growth processes,…
We determine the asymptotic behavior of the tails of the steady state velocity distribution of a homogeneously driven granular gas comprising of particles having a scalar velocity. A pair of particles undergo binary inelastic collisions at…
We consider the quintic one dimensional nonlinear Schr\"odinger equation with forcing and both linear and nonlinear dissipation. Quintic nonlinearity results in multiple collapse events randomly distributed in space and time forming forced…
The evolution of probability distribution functions (PDFs) of continuous density, velocity and velocity derivatives ( deformation tensor) fields in the theory of cosmological gravitational instability are considered. We show that in the…
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…
Classical nonlinear dynamical systems are often characterized by their steady-state probability distribution functions (PDFs). Typically, PDFs are accumulated from numerical simulations that involve solving the underlying dynamical…
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…
Turbulence is a mysterious phenomenon in physical systems and plays a critical role in the interstellar medium (ISM). Previous simulations and observations have shown that the probability density functions (PDFs) of gas densities in…
In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We consider the tails of probability density function (PDF) for the velocity that satisfies Burgers equation driven by a Gaussian large-scale force. The saddle-point approximation is employed in the path integral so that the calculation of…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
The gravitational evolution of the cosmic one-point probability distribution function (PDF) has been estimated using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion around a Gaussian…
This Letter provides a theoretical interpretation of numerically generated probability density functions (PDFs) of intermittent plasma transport events. Specifically, nonlinear gyrokinetic simulations of ion-temperature-gradient turbulence…