Related papers: The equivalence of fluctuation scale dependence an…
Fluctuations in nuclear collisions can be measured as a function of momentum-space binning scale over a scale interval bounded by detector two-track resolution and acceptance. Fluctuation scale dependence is related to two-particle…
We present measurements of the scale (bin-size) dependence of event-wise mean transverse momentum $<p_{t}>$ fluctuations for Au-Au collisions at $\sqrt{s_{NN}} = 200$ GeV simulated with the Hijing-1.37 Monte Carlo. We invert those scale…
Although a system is described by a well-known set of equations leading to a deterministic behavior, in the real world the value of a measurand obtained by an experiment will mostly scatter. Accordingly, an uncertainty is associated with…
Multilevel Splitting is a Sequential Monte Carlo method to simulate realisations of a rare event as well as to estimate its probability. This article is concerned with the convergence and the fluctuation analysis of Adaptive Multilevel…
Studying the substructure of jets has become a powerful tool for event discrimination and for studying QCD. Typically, jet substructure studies rely on Monte Carlo simulation for vetting their usefulness; however, when possible, it is also…
Approximate expressions for correlation functions in binary inhomogeneous mixtures are derived in a framework of the mesoscopic theory [Ciach A., Mol. Phys., 2011, {\textbf{109}}, 1101]. Fluctuation contribution is taken into account in a…
Thermal or finite-size scaling analyses of importance sampling Monte Carlo time series in the vicinity of phase transition points often combine different estimates for the same quantity, such as a critical exponent, with the intent to…
We investigate the self-assembly (crystallisation) of particles with hard cores and isotropic, square-well interactions, using a Monte Carlo scheme to simulate overdamped Langevin dynamics. We measure correlation and response functions…
Recent surveys of multiplicity fluctuations, transverse momentum fluctuations, and two-particle azimuthal correlations are presented for several collision systems as a function of centrality and transverse momentum. Both multiplicity and…
We evaluate the correlation function of the spectral staircase and use it to evaluate the mesoscopic particle number fluctuations in integrable systems.
Once the problem of ensemble averaging is removed, correlations between the response of a single molecule to an external driving field $F$, with the history of fluctuations of the particle, become detectable. Exact analytical theory for the…
The correlation between a random sequence and its transformed sequences is studied. In the case of a permutation operation or, in other word, the shuffling operation, it is shown that the correlation can be so small that the sequences can…
We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…
Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…
Motions of fluctuating Brownian particles in an incompressible viscous fluid have been studied by coupled simulations of Brownian particles and host fluid. We calculated the velocity autocorrelation functions of Brownian particles and…
In this lecture we clarify the basic difference between the correlation properties for systems characterized by small or large fluctuations. The concepts of correlation length, homogeneity scale, scale invariance and criticality are…
We investigate in this work the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation compared to the fluctuation in standard Monte…
In structural credit risk models, default events and the ensuing losses are both derived from the asset values at maturity. Hence it is of utmost importance to choose a distribution for these asset values which is in accordance with…
We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…
Multiplicity fluctuations play a crucial role in relativistic heavy-ion collisions. In this work, we explore how the multiplicity fluctuations can be effectively suppressed in the measurement of particle correlations. In particular, through…