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We examine the statistics of active scalar fluctuations in high-Rayleigh number fingering convection with high-resolution three-dimensional numerical experiments. The one-point distribution of buoyancy fluctuations is found to present…

Fluid Dynamics · Physics 2015-05-18 Jost von Hardenberg , Francesco Paparella

In the "stochastic $\delta N$ formalism", the statistics of the inflationary density perturbation are obtained from the first passage distribution of a stochastic process. We develop a general framework in which to evaluate the rare tail of…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-07 Jaime Calderón-Figueroa , David Seery

We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…

Statistical Mechanics · Physics 2009-11-07 Christian Beck

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading, and an increasing share…

Data Analysis, Statistics and Probability · Physics 2018-07-24 Benjamin Schäfer , Christian Beck , Kazuyuki Aihara , Dirk Witthaut , Marc Timme

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

Probability · Mathematics 2018-11-12 Yanjie Zhang , Huijie Qiao , Jinqiao Duan

A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…

Statistical Mechanics · Physics 2009-10-31 Jaume Masoliver , Miquel Montero , Alan McKane

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and…

Numerical Analysis · Mathematics 2025-10-20 Dennis Cheung , Felipe Cucker , Raphael Hauser

For primordial perturbations, deviations from Gaussian statistics on the tail of the probability distribution can be associated with non-perturbative effects of inflation. In this paper, we present some particular examples in which the tail…

Cosmology and Nongalactic Astrophysics · Physics 2023-01-02 Yi-Fu Cai , Xiao-Han Ma , Misao Sasaki , Dong-Gang Wang , Zihan Zhou

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

We propose a new, physically motivated fitting function for density PDFs in turbulent gas. Although it is known that when gas is isothermal, the PDF is approximately lognormal in the core, high-resolution simulations show large deviations…

Astrophysics of Galaxies · Physics 2013-07-02 Philip F. Hopkins

Recent numerical explorations of extremely intense circulation fluctuations at high Reynolds number flows have brought to light novel aspects of turbulent intermittency. Vortex gas modeling ideas, introduced alongside such developments,…

Fluid Dynamics · Physics 2022-11-16 L. Moriconi , R. M. Pereira

Non-Gaussian diffusion has been intensively studied in recent years, which reflects the dynamic heterogeneity in the disordered media. The recent study on the non-Gaussian diffusion in a static disordered landscape suggests novel phenomena…

Statistical Mechanics · Physics 2020-04-17 Liang Luo , Ming Yi

In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…

Mathematical Physics · Physics 2026-02-25 Paolo Cifani , Franco Flandoli , Lorenzo Marino

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

Statistical Mechanics · Physics 2026-05-11 Alberto Bassanoni , Omer Hamdi

The normal distribution is used as a unified probability distribution, however, our researcher found that it is not good agreed with the real-life dynamical system's data. We collected and analyzed representative naturally occurring data…

Dynamical Systems · Mathematics 2020-11-06 Wei Ping Cheng , Zhi Hong Zhang , Pu Wang

Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…

Astrophysics of Galaxies · Physics 2024-10-31 Evan Scannapieco , Liubin Pan , Edward Buie , Marcus Brüggen

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…

Statistical Mechanics · Physics 2015-05-19 Adrian A. Budini

The increasing penetration of embedded renewables makes forecasting net-load, consumption less embedded generation, a significant and growing challenge. Here a framework for producing probabilistic forecasts of net-load is proposed with…

Applications · Statistics 2022-10-06 Jethro Browell , Matteo Fasiolo