Related papers: On the Erraticity in Random-Cascading alpha Model
Motivated by recent experimental implementations of artificial gauge fields for gases of cold atoms, we study the scattering properties of particles that are subjected to time-periodic Hamiltonians. Making use of Floquet theory, we focus on…
Understanding fluctuation phenomena plays a dominant role in the development of many-body physics. The time evolution of entanglement is essential to a broad range of subjects in many-body physics, ranging from exotic quantum matter to…
Event-by-event (ebe) fluctuations in mean pseudorapidity values of relativistic charged particles in full phase space is studied by analysing experimental data on $^{16}O-AgBr$ collisions at 14.5A, 60A, and 200A GeV/c and $^{32}S-AgBr$…
In a freely cooling granular material fluctuations in density and temperature cause position dependent energy loss. Due to strong local dissipation, pressure and energy drop rapidly and material moves from `hot' to `cold' regions, leading…
Several theoretical results concerning event-by-event fluctuations are discussed: (1) a role of the global conservation laws and concept of statistical ensembles; (2) strongly intensive measures are introduced; they give a possibility to…
The statistical properties of coherent radiation scattered from phase-ordering materials are studied in detail using large-scale computer simulations and analytic arguments. Specifically, we consider a two-dimensional model with a…
In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a non-stationary gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval,…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
We consider the velocity fluctuations of a system of particles described by the Inelastic Maxwell Model. The present work extends the methods, previously employed to obtain the one-particle velocity distribution function, to the study of…
Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…
One-particle spectral properties in the normal phase of the two-dimensional attractive Hubbard model are investigated in the weak coupling regime using the non-selfconsistent T-matrix approximation. The corresponding equations are evaluated…
Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…
Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…
Evaluating the entropy production (EP) along a stochastic trajectory requires the knowledge of the system probability distribution, an ensemble quantity notoriously difficult to measure. In this paper, we show that the EP of nonautonomous…
Using large scale numerical simulations we analyze the statistical properties of fracture in the two dimensional random spring model and compare it with its scalar counterpart: the random fuse model. We first consider the process of crack…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
Recently many results namely the Fluctuation theorems (FT), have been discovered for systems arbitrarily away from equilibrium. Many of these relations have been experimentally tested. The system under consideration is usually driven out of…
In the derivation of fluctuation relations, and in stochastic thermodynamics in general, it is tacitly assumed that we can measure the system perfectly, i.e., without measurement errors. We here demonstrate for a driven system immersed in a…
We discuss how the different estimates of elliptic flow are influenced by flow fluctuations and nonflow effects. It is explained why the event-plane method yields estimates between the two-particle correlation methods and the multiparticle…
We introduce an affine extension of the Heston model where the instantaneous variance process contains a jump part driven by $\alpha$-stable processes with $\alpha\in(1,2]$. In this framework, we examine the implied volatility and its…