Related papers: Universal Fluctuations in Correlated Systems
We demonstrate the robust scale-invariance in the probability density function (PDF) of detrended healthy human heart rate increments, which is preserved not only in a quiescent condition, but also in a dynamic state where the mean level of…
Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random…
We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…
The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…
The role of fluctuations is enhanced in lower dimensionality systems: in a two dimensions off-diagonal long-range order is destroyed by the fluctuations at any finite temperature, drastically modifying the critical properties with respect…
Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…
The mass density distribution of Newtonian self-gravitating systems is studied analytically in field theoretical method. Modeling the system as a fluid in hydrostatical equilibrium, we apply Schwinger's functional derivative on the average…
We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal…
We study the one-point probability distribution function (PDF) for matter density averaged over spherical cells. The leading part to the PDF is defined by spherical collapse dynamics, whereas the next-to-leading part comes from the…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
Multiplicity fluctuations and correlations are calculated within thermalized relativistic ideal quantum gases. These are shown to be sensitive to the choice of statistical ensemble as well as to the choice of acceptance window in momentum…
A new ensemble forecast algorithm, named as the physics-informed data-driven algorithm with conditional Gaussian statistics (PIDD-CG), is developed to predict the time evolution of the probability density functions (PDFs) of complex…
We study the role of noise on the nature of the transition to collective motion in dry active matter. Starting from field theories that predict a continuous transition at the deterministic level, we show that fluctuations induce a…
We introduce the position-dependent probability distribution function (PDF) of the smoothed matter field as a cosmological observable. In comparison to the PDF itself, the spatial variation of the position-dependent PDF is simpler to model…
We investigate the dynamics of two interacting diffusing particles in an infinite effectively one dimensional system; the particles interact through a step-like potential of width b and height phi_0 and are allowed to pass one another. By…
The apparantly irregular (unpredictable) space-time fluctuations in atmospheric flows ranging from climate (thousands of kilometers - years) to turbulence (millimeters - seconds) exhibit the universal symmetry of self-similarity.…
We study the relaxation of the local ferromagnetic order in the transverse field quantum Ising chain with power-law decaying interactions $1/r^{\alpha}$. We prepare the system in the GHZ state and study the time evolution of the probability…
Stochastic processes with renewal properties are powerful tools for modeling systems where memory effects and long-time correlations play a significant role. In this work, we study a broad class of renewal processes where a variable's value…