Related papers: Universal Fluctuations in Correlated Systems
We discuss the generation and statistics of the density fluctuations in highly compressible polytropic turbulence, based on a simple model and one-dimensional numerical simulations. Observing that density structures tend to form in a…
We study analytically the distribution of fluctuations of the quantities whose average yield the usual two-point correlation and linear response functions in three unfrustrated models: the random walk, the $d$ dimensional scalar field and…
Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…
One possible way to investigate the nature of the primordial power spectrum fluctuations is by investigating the statistical properties of the local maximum in the density fluctuation fields. In this work we present a study of the mean…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two…
Odd-diffusive systems are characterized by transverse responses and exhibit unconventional behaviors in interacting systems. To address the dynamical interparticle rearrangements in a minimal system, we here exactly solve the problem of two…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…
Atmospheric flows exhibit fluctuations of all scales (space -time) ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years). The apparently random fluctuations however exhibit long-range spatio-temporal…
Second-order phase transitions are characterised by critical scaling and universality. The singular behaviour of thermodynamic quantities at the transition, in particular, is determined by critical exponents of the universality class of the…
We investigate temporal behavior of probability density functions (pdfs) of paradigmatic jump-type and continuous processes that, under confining regimes, share common heavy-tailed asymptotic (target) pdfs. Namely, we have shown that under…
We report a similarity of fluctuations in equilibrium critical phenomena and non-equilibrium systems, which is based on the concept of natural time. The world-wide seismicity as well as that of San Andreas fault system and Japan are…
The correlated density appears in many physical systems ranging from dense interacting gases up to Fermi liquids which develop a coherent state at low temperatures, the superconductivity. One consequence of the correlated density is the…
The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…
This is the first paper of a series of two devoted to develop a practical method to describe the growth history of bound virialized objects in the gravitational instability scenario without resorting to $N$-body simulations. Here we present…
The one-point probability distribution function (pdf) of the large-scale density field is an important tool to follow the evolution of cosmological structures. In this paper we present a new model for this pdf for all regimes and all…
Using a probabilistic neural network and Lagrangian observations from the Global Drifter Program, we model the single particle transition probability density function (pdf) of ocean surface drifters. The transition pdf is represented by a…
Context. Whenever correlation functions are used for inference about cosmological parameters in the context of a Bayesian analysis, the likelihood function of correlation functions needs to be known. Usually, it is approximated as a…
Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is…
We analyse the spin wave approximation for the 2D-XY model, directly in reciprocal space. In this limit the model is diagonal and the normal modes are statistically independent. Despite this simplicity non-trivial critical properties are…