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We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…

Mathematical Physics · Physics 2016-06-01 Ravi Prakash , Akhilesh Pandey

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

The effect caused by the presence of a number of distinct time scales in a simple stochastic model for the Earth's atmosphere temperature fluctuations is studied. The model is described by a dissipative dynamics consisting of a set of…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Arturo Berrones

We examine the temporal evolution of the modular entropy and capacity (in particular, the fluctuation of the entanglement entropy) for systems of time-dependent oscillators coupled by a (time-dependent) parameter. Such models, through the…

High Energy Physics - Theory · Physics 2023-12-25 K. Andrzejewski

Event-by-event fluctuations of the charged particle multiplicity are studied for a wide range of centralities for Au$-$Au collisions at $\sqrt{s_{NN}}$ = 200 GeV, Pb$-$Pb collisions at $\sqrt{s_{NN}}$ = 2.76 TeV and 5.02 TeV using the…

High Energy Physics - Phenomenology · Physics 2024-03-05 Pritindra Bhowmick , Sadhana Dash , Basanta Nandi , Claude Pruneau

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…

Statistical Mechanics · Physics 2013-08-02 Giacomo Gradenigo , Alessandro Sarracino , Andrea Puglisi , Hugo Touchette

Resetting is a renewal mechanism in which a process is intermittently repeated after a random or fixed time. This simple act of stop and repeat profoundly influences the behaviour of a system as exemplified by the emergence of…

Statistical Mechanics · Physics 2024-03-22 Saikat Santra , Prashant Singh

Recent discussion of the possibility to study intermittency in individual events of high multiplicity by A. Bialas and myself is reported. In the framework of $\alpha-$model it is found that, for a cascade long enough, the dispersion of…

High Energy Physics - Phenomenology · Physics 2007-05-23 B. Ziaja

We develop an innovative and unbiased procedure, based on event mixing, to account for unavoidable contributions from volume (or system size) fluctuations to experimentally measured moments of particle multiplicity distributions produced in…

Nuclear Theory · Physics 2023-05-17 Anar Rustamov , Joachim Stroth , Romain Holzmann

We analyse the effect of quenched uncorrelated randomness coupling to the local energy density of a model consisting of N coupled two-dimensional Ising models. For N>2 the pure model exhibits a fluctuation-driven first order transition,…

Condensed Matter · Physics 2016-08-31 John Cardy

The class of $\alpha$-stable distributions received much interest for modelling impulsive phenomena occur in engineering, economics, insurance, and physics. The lack of non-analytical form for probability density function is considered as…

Methodology · Statistics 2018-09-18 Mahdi Teimouri

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…

Statistical Mechanics · Physics 2014-07-31 Marco Zannetti , Federico Corberi , Giuseppe Gonnella

We obtain the exact full counting statistics of a cellular automaton with freely propagating vacancies and charged particles that are stochastically scattered or transmitted upon collision by identifying the problem as a colored stochastic…

Statistical Mechanics · Physics 2025-06-02 Žiga Krajnik , Katja Klobas , Bruno Bertini , Tomaž Prosen

We compare the fluctuation relations for work and entropy in underdamped and overdamped systems, when the friction coefficient of the medium is space-dependent. We find that these relations remain unaffected in both cases. However, for the…

Statistical Mechanics · Physics 2015-06-15 Sourabh Lahiri , Shubhashis Rana , A. M. Jayannavar

Uncertainty can be classified as either aleatoric (intrinsic randomness) or epistemic (imperfect knowledge of parameters). The majority of frameworks assessing infectious disease risk consider only epistemic uncertainty. We only ever…

Fluctuation theorems establish that thermodynamic processes at the microscale can occasionally result in negative entropy production. At the microscale, another distinct possibility becomes more likely: processes in which no entropy is…

Statistical Mechanics · Physics 2026-03-11 Abhaya S. Hegde , André M. Timpanaro , Gabriel T. Landi

We numerically analyse quantum survival probability fluctuations in an open, classically chaotic system. In a quasi-classical regime, and in the presence of classical mixed phase space, such fluctuations are believed to exhibit a fractal…

Condensed Matter · Physics 2009-11-07 Giuliano Benenti , Giulio Casati , Italo Guarneri , Marcello Terraneo

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

Tipping points have been shown to be ubiquitous, both in models and empirically in a range of physical and biological systems. The question of how tipping points cascade through systems has been less well studied and is an important one. A…

Dynamical Systems · Mathematics 2020-11-19 Abhishek Mallela , Alan Hastings