Related papers: Recurrence Time Statistics for Finite Size Interva…
We study random spatial permutations on Z^3 where each jump x -> \pi(x) is penalized by a factor exp(-T ||x-\pi(x)||^2). The system is known to exhibit a phase transition for low enough T where macroscopic cycles appear. We observe that the…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
We study the critical dynamics of hyper-cubic finite size system in the presence of quenched short-range correlated disorder. By using the random $T_c$ model A for the critical dynamics and the renormalization group method in the vicinity…
By studying the statistics of recurrence intervals, $\tau$, between volatilities of Internet traffic rate changes exceeding a certain threshold $q$, we find that the probability distribution functions, $P_{q}(\tau)$, for both byte and…
In many situations, the statistical properties of wave systems with chaotic classical limits are well-described by random matrix theory. However, applications of random matrix theory to scattering problems require introduction of system…
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold $q$ for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can…
In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…
We study the effect on the distribution of return periods of rare events of the presence in a time series of finite-term correlations with non-exponential decay. Precisely, we analyze the auto-correlation function and the statistics of the…
We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly expanding behavior and targets that do not overlap much with…
Energy markets and the associated energy futures markets play a crucial role in global economies. We investigate the statistical properties of the recurrence intervals of daily volatility time series of four NYMEX energy futures, which are…
The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…
A review of the statistical properties of earthquakes is provided, centered mainly in the work of the author (apologies for that). We explain the scaling law for the recurrence-time distributions, its universal character for stationary…
We consider toral extensions of hyperbolic dynamical systems. We prove that its quantitative recurrence (also with respect to given observables) and hitting time scale behavior depend on the arithmetical properties of the extension. By this…
Given two random variables taking values in a bounded interval, we study whether one dominates the other in higher-order stochastic dominance depends on the reference interval in the model setting. We obtain two results. First, the…
We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…
The Loschmidt echo measures the sensitivity to perturbations of quantum evolutions. We study its short time decay in classically chaotic systems. Using perturbation theory and throwing out all correlation imposed by the initial state and…
The entanglement evolution after a quantum quench became one of the tools to distinguish integrable versus chaotic (non-integrable) quantum many-body dynamics. Following this line of thoughts, here we propose that the revivals in the…
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…
We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…
We consider systems of many spatially distributed phase oscillators that interact with their neighbors. Each oscillator is allowed to have a different natural frequency, as well as a different response time to the signals it receives from…