Related papers: Features arising from randomly multiplicative meas…
We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…
We theoretically derive the probability densities of the entanglement measures of a pure non-ergodic many-body state, represented in a bipartite product basis and with its reduced density matrix described by a generalized, multi-parametric…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
The statistics of power fluctuations are studied in simulations of two-dimensional turbulence in both inverse (energy) and direct (enstrophy) cascade regimes from both Lagrangian and Eulerian perspectives. The probability density function…
A sequential measurement of two non-commuting quantum observables results in a joint probability distribution for all output combinations that can be explained in terms of an initial joint quasi-probability of the non-commuting observables,…
Quantifying how distinguishable two stochastic processes are lies at the heart of many fields, such as machine learning and quantitative finance. While several measures have been proposed for this task, none have universal applicability and…
The energy cascade and diverse turbulence properties of active-grid-generated turbulence were studied in a wind tunnel via hot-wire anemometry. To this aim, two active grid protocols were considered. The first protocol is the standard…
Multiscale correlation functions in high Reynolds number experimental turbulence and synthetic signals are investigated. Fusion Rules predictions as they arise from multiplicative, almost uncorrelated, random processes for the energy…
We consider independently identically distributed random compositions of the Gauss and R\'enyi maps that generate random continued fractions. Using methods of ergodic theory, thermodynamic formalism and large deviations, we show that…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
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…
We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. http://www.ams.org/mathscinet-getitem?mr=MR2123250) and for the self-duality of Feller's branching…
Foundations of the analysis of scaling in randomly stirred compressible fluid with the aid of stochastic differential equations are discussed in the example of perfect gas. The structure of the stress tensor with nonnegative shear and bulk…
We introduce an extension to annealed importance sampling that uses Hamiltonian dynamics to rapidly estimate normalization constants. We demonstrate this method by computing log likelihoods in directed and undirected probabilistic image…
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently…
We present a new rigorous method for estimating statistical quantities in fluid dynamics such as the (average) energy dissipation rate directly from the equations of motion. The method is tested on shear flow, channel flow,…
The present article concerns the stochastic modeling of the turbulent dissipation field and in particular its temporal evolution. To do so, we will be calling for a random distribution, ubiquitous in several aspects of physics and…
The behaviour of many dynamic real phenomena shows different phases, with each one following a sigmoidal type pattern. This requires studying sigmoidal curves with more than one inflection point. In this work, a diffusion process is…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…