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The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…

Statistical Mechanics · Physics 2007-05-23 P. D. Gujrati

Factorial moments are convenient tools in nuclear physics to characterize the multiplicity distributions when phase-space resolution ($\Delta$) becomes small. For uncorrelated particle production within $\Delta$, Gaussian statistics holds…

Statistical Finance · Quantitative Finance 2011-08-30 Laurent Schoeffel

We describe the relation between the isothermal atomic compressibility and density fluctuations in mixtures of two-component fermions with population or mass imbalance. We derive a generalized version of the fluctuation-dissipation theorem…

Quantum Gases · Physics 2011-10-19 Kangjun Seo , C. A. R. Sá de Melo

We propose a mechanism to produce fluctuations in the viscosity parameter ($\alpha$) in differetially rotating discs. We carried out a nonlinear analysis of a general accretion flow, where any perturbation on the background $\alpha$ was…

High Energy Astrophysical Phenomena · Physics 2015-06-17 S. R. Rajesh , Nishant K. Singh

We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles.…

Statistical Mechanics · Physics 2014-04-03 L. Cerino , G. Gradenigo , A. Sarracino , D. Villamaina , A. Vulpiani

An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average…

Statistical Finance · Quantitative Finance 2015-05-18 Tian Qiu , Guang Chen , Li-Xin Zhong , Xiao-Wei Lei

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

Various parametrizations of the multiplicity distribution are studied using the recently published large statistics OPAL results on multidimensional local fluctuations and genuine correlations in e+e- -> Z -> hadrons. The measured…

High Energy Physics - Phenomenology · Physics 2009-10-31 Edward K. G. Sarkisyan

We will provide a review of some of the physics which can be addressed by studying fluctuations and correlations in heavy ion collisions. We will discuss Lattice QCD results on fluctuations and correlations and will put them into context…

Nuclear Theory · Physics 2008-10-15 Volker Koch

In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…

Statistical Mechanics · Physics 2021-06-02 Jakub Dolezal , Robert L. Jack

{ In this paper we present a natural and comprehensive generalisation of the standard factorial moments ($\clFq$) analysis of a multiplicity distribution. The Generalised Factorial Moments are defined for all $q$ in the complex plane and,…

High Energy Physics - Phenomenology · Physics 2015-06-25 P. Duloos , J. -L. Meunier

We establish a fluctuation-correlation theorem by relating the quantum fluctuations in the generator of the parameter change to the time integral of the quantum correlation function between the projection operator and force operator of the…

Quantum Physics · Physics 2009-10-31 Arun K. Pati

Fluctuations in the statistical model of heavy ion collisions are studied. The role of statistics, relativity, constraints, decaying resonances and branching processes are investigated using this model. Also studied are thermodynamic…

Nuclear Theory · Physics 2009-11-10 Aram Z. Mekjian

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

Understanding the fluctuations of observables is one of the main goals in science, be it theoretical or experimental, quantum or classical. We investigate such fluctuations when only a subregion of the full system can be observed, focusing…

Strongly Correlated Electrons · Physics 2022-02-02 Benoit Estienne , Jean-Marie Stéphan , William Witczak-Krempa

We present a statistical mechanical theory of multi-component fluids, where we consider the correlation functions of the number densities and the energy density in the grand canonical ensemble. In terms of their space integrals we express…

Statistical Mechanics · Physics 2024-05-10 Akira Onuki

We analyze the behavior of an ensemble of inertial particles in a one-dimensional smooth Gaussian velocity field, in the limit of large inertia, but considering a finite correlation time for the random field. We derive in this limit a…

Statistical Mechanics · Physics 2009-11-13 Piero Olla , Raffaella Vuolo

The fluctuations and correlations of matrix elements of cross sections are investigated in open systems that are chaotic in the classical limit. The form of the correlation functions is discussed within a statistical analysis and tested in…

Chaotic Dynamics · Physics 2007-08-22 Bruno Eckhardt , Imre Varga , Peter Pollner

Fluctuations of conserved charges in a grand canonical ensemble can be calculated as derivatives of the free energy with respect to the respective chemical potential. They are directly related to experimentally available observables that…

High Energy Physics - Lattice · Physics 2015-11-23 Szabolcs Borsanyi

In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…

High Energy Physics - Phenomenology · Physics 2012-02-21 Grzegorz Wilk , Zbigniew Wlodarczyk