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The statistics of Lagrangian pair dispersion in a homogeneous isotropic flow is investigated by means of direct numerical simulations. The focus is on deviations from Richardson eddy-diffusivity model and in particular on the strong…

Fluid Dynamics · Physics 2015-06-11 Rehab Bitane , Holger Homann , Jeremie Bec

While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which may be hard to understand and implement by…

Applications · Statistics 2023-03-20 Arnald Puy , Pamphile T. Roy , Andrea Saltelli

Factorial moments are convenient tools in particle physics to characterize the multiplicity distributions when phase-space resolution ($\Delta$) becomes small. They include all correlations within the system of particles and represent…

Statistical Finance · Quantitative Finance 2011-08-31 Laurent Schoeffel

A detailed study of event by event fluctuation of maximum particle density of the produced particles in narrow pseudo-rapidity interval in terms of the scaled variance {\omega} has been carried out for 16O-AgBr, 28Si-AgBr and 32S-AgBr…

Nuclear Experiment · Physics 2020-12-02 Swarnapratim Bhattacharyya

An extensive analysis of individual high multiplicity events produced in 158 A GeV /c 208Pb- 208Pb collisions is carried by adopting different methods to examine the anomalous behavior of these rare events. A method of selecting the events…

Nuclear Experiment · Physics 2015-12-02 Shakeel Ahmad , Anuj Chandra , Ashwini Kumar , O. S. K. Chaturvedi , A. Ahmad , M. Zafar , M. Irfan , B. K. Singh

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…

Statistical Mechanics · Physics 2015-09-10 Guy Bunin , Yariv Kafri , Daniel Podolsky

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

Regular variation provides a convenient theoretical framework to study large events. In the multivariate setting, the dependence structure of the positive extremes is characterized by a measure - the spectral measure - defined on the…

Machine Learning · Statistics 2021-02-24 Meyer Nicolas , Olivier Wintenberger

From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…

Mathematical Physics · Physics 2019-09-25 Bastien Fernandez

This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main point is that such models involve inference on a low…

Applications · Statistics 2014-12-19 Timothy B. Armstrong

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

Statistical Mechanics · Physics 2026-03-10 M. Süzen

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao

A new definition of entropy is introduced using a model that simulates an expanding space-time compatible with the fundamental principle of cosmology. The entropy is obtained by mean of a state function that measures the variation of the…

General Physics · Physics 2024-05-01 Faycal Ben Adda

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…

Methodology · Statistics 2018-02-06 Christopher J. Paciorek , Dáithí A. Stone , Michael F. Wehner

This paper presents entropy maps, an approach to describing and visualising uncertainty among alternative potential movement intentions in pedestrian simulation models. In particular, entropy maps show the instantaneous level of randomness…

Human-Computer Interaction · Computer Science 2019-09-10 Luca Crociani , Giuseppe Vizzari , Stefania Bandini

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

Quantum Physics · Physics 2018-11-30 Yanbao Zhang , Emanuel Knill , Peter Bierhorst

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Statistical Mechanics · Physics 2019-08-23 Carlos Pérez-Espigares , Pablo I. Hurtado

Bursty dynamics is a common temporal property of various complex systems in Nature but it also characterises the dynamics of human actions and interactions. At the phenomenological level it is a feature of all systems that evolve…

Physics and Society · Physics 2018-03-08 Márton Karsai , Hang-Hyun Jo , Kimmo Kaski

Quantifying and comparing patterns of dynamical ecological systems require averaging over measurable quantities. For example, to infer variation in movement and behavior, metrics such as step length and velocity are averaged over large…

Populations and Evolution · Quantitative Biology 2022-05-24 Ohad Vilk , Yotam Orchan , Motti Charter , Nadav Ganot , Sivan Toledo , Ran Nathan , Michael Assaf

The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…

Signal Processing · Electrical Eng. & Systems 2023-03-07 Tim Brucks , Taposh Banerjee , Rahul Mishra
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