Related papers: Extreme deviations and applications
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…
We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy…
Differential testing is a highly effective technique for automatically detecting software bugs and vulnerabilities when the specifications involve an analysis over multiple executions simultaneously. Differential fuzzing, in particular,…
Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…
Condensation phenomena are ubiquitous in nature and are found in condensed matter, disordered systems, networks, finance, etc. In the present work we investigate one of the best frameworks in which condensation phenomena take place, namely,…
Odd diffusion breaks time-reversal symmetry in overdamped systems through transverse probability currents while preserving equilibrium steady states. In this work, we develop a dynamical density functional theory (DDFT) for dense…
We present ray tracing simulations combined with sets of large N-body simulations. Experiments were performed to explore, for the first time, statistical properties of fluctuations in angular separations of nearby light ray pairs (the…
Parton distribution function (PDF) at small $x$ in a fast-moving proton is investigated within an upgraded parton model that includes parton splitting with branching cascades and parton fusion. In the region of moderately small $x$, we…
We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…
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…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…
A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…
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 this paper, we propose normalizing flows (NF) as a novel probability density function (PDF) turbulence model (NF-PDF model) for the Reynolds-averaged Navier-Stokes (RANS) equations. We propose to use normalizing flows in two different…
Exponential, and not Gaussian, decay of probability density functions was studied by Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive motion of single particles in disordered media were recently…
Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
To characterize fluctuations in a turbulent flow, one usually studies different moments of velocity increments and dissipation rate, $\overline{(v(x+r)-v(x))^{n}}\propto r^{\zeta_{n}}$ and $\overline{{\cal E}^{n}}\propto Re^{d_{n}}$,…
Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…
It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…