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I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

Using in situ data, accumulated in the turbulent magnetosheath by the Magnetospheric Multiscale (MMS) Mission, we report a statistical study of magnetic field curvature and discuss its role in the turbulent space plasmas. Consistent with…

Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…

Probability · Mathematics 2007-05-23 Ben Hambly , Liza Jones

Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

Statistical Mechanics · Physics 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

The experimentally measured multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We show that both these features can be used as additional…

High Energy Physics - Phenomenology · Physics 2019-09-05 M. Rybczynski , Z. Wlodarczyk , G. Wilk

We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…

Probability · Mathematics 2023-03-06 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

This note starts with a recapitulation of what people call the ``Measurement Problem'' of Quantum Mechanics (QM). The dissipative nature of the quantum-mechanical time-evolution of averages of states over large ensembles of identical…

Quantum Physics · Physics 2026-03-27 Jürg Fröhlich , Alessandro Pizzo

With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…

Statistical Mechanics · Physics 2021-05-26 Ying-Jen Yang , Yu-Chen Cheng

The statistical mechanical description of two-dimensional inviscid fluid turbulence is reconsidered. Using this description, we make predictions about turbulent flow in a rapidly rotating laboratory annulus. Measurements on the continuously…

Soft Condensed Matter · Physics 2009-11-11 Sunghwan Jung , P. J. Morrison , Harry L. Swinney

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We consider the time-dependent statistical distributions of diffusive processes in relaxation to a stationary state for simple, two dimensional chaotic models based upon random walks on a line. We show that the cumulative functions of the…

Chaotic Dynamics · Physics 2013-07-15 T. Gilbert , J. R. Dorfman , P. Gaspard

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

The study of the singularities and zeros of the generating functions of multiplicity distributions is advocated. Some hints from well known probability distributions and experimental data are given. The statistical mechanics analogies…

High Energy Physics - Phenomenology · Physics 2007-05-23 I. M. Dremin

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane

In this second part, we analyze the dissipation properties of Generalized Poisson-Kac (GPK) processes, considering the decay of suitable $L^2$-norms and the definition of entropy functions. In both cases, consistent energy dissipation and…

Statistical Mechanics · Physics 2017-08-02 Massimiliano Giona , Antonio Brasiello , Silvestro Crescitelli

Within the framework of random multiplicative energy cascade models of fully developed turbulence, expressions for two-point correlators and cumulants are derived, taking into account a proper conversion from an ultrametric to an Euclidean…

The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated in time. The degree of compressibility is…

Chaotic Dynamics · Physics 2010-12-08 Antonio Celani , Sylvain Rubenthaler , Dario Vincenzi

In this paper we revisit an idea originally proposed by Mandelbrot about the possibility to observe ``negative dimensions'' in random multifractals. For that purpose, we define a new way to study scaling where the observation scale $\tau$…

Data Analysis, Statistics and Probability · Physics 2009-11-13 J. F. Muzy , E. Bacry , R. Baile , P. Poggi

In this numerical study, measurements of the contact forces inside a periodic two-dimensional sheared system of soft frictional particles are reported. The distribution of normalized normal forces exhibits a gradual broadening with…

Soft Condensed Matter · Physics 2015-07-28 Jens Boberski , M. Reza Shaebani , Dietrich E. Wolf