Related papers: Features arising from randomly multiplicative meas…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…
The methods of statistical mechanics are applied to two-dimensional foams under macroscopic agitation. A new variable -- the total cell curvature -- is introduced, which plays the role of energy in conventional statistical thermodynamics.…
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
The distribution function of a random distance in three dimensions is given and some new three-dimensional d2-tests of randomness are suggested. We show that our test statistics are not correlated with the usual test statistics and are…
We show that combining randomized measurement protocols with importance sampling allows for characterizing entanglement in significantly larger quantum systems and in a more efficient way than in previous work. A drastic reduction of…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
Recently it has been shown analytically that electric currents in a random diode network are distributed in a multifractal manner [O. Stenull and H. K. Janssen, Europhys. Lett. 55, 691 (2001)]. In the present work we investigate the…
We consider the problem of estimating the missing mass, partition function or evidence and its probability distribution in the case that for each sample point in the discrete sample space its (unnormalized) probability mass is revealed.…
We introduce a new class of multiplications of distributions in one dimension merging together two different regularizations of distributions. Some of the features of these multiplications are discussed in a certain detail. We use our…
We investigate the static and dynamic properties of a celebrated model of social segregation, providing a complete explanation of the mechanisms leading to segregation both in one- and two-dimensional systems. Standard statistical physics…
The probability distribution for vacuum fluctuations of the energy flux in two dimensions will be constructed, along with the joint distribution of energy flux and energy density. Our approach will be based on previous work on probability…
We apply multifractal analysis to an experimentally obtained quasi-two-dimensional crystal with fourfold symmetry, in order to characterize the sidebranch structure of a dendritic pattern. In our analysis, the stem of the dendritic pattern…
Obtaining accurate field statistics continues to be one of the major challenges in turbulence theory and modeling. From the various existing modeling approaches, multifractal models have been successful in capturing intermittency in…
The multiplier statistics of discrete and continuous nonconservative multiplicative cascade models, employed to describe the energy cascade in fully developed turbulence, is investigated. It is found to be indistinguishable due to…
The probability distributions of the masses of the clusters spanning from top to bottom of a percolating lattice at the percolation threshold are obtained in all dimensions from two to five. The first two cumulants and the exponents for the…
An analysis of moments and spectra shows that, while the distribution of avalanche areas obeys finite size scaling, that of toppling numbers is universally characterized by a full, nonlinear multifractal spectrum. Rare, large avalanches…