Related papers: Levy statistical fluctuations from a Random Amplif…
Propagation of light in a highly scattering medium is among the most fascinating optical effect that everyone experiences on an everyday basis and possesses a number of fundamental problems which have yet to be solved. Conventional wisdom…
We compute the statistics of thermal emission from systems in which the radiation is scattered chaotically, by relating the photocount distribution to the scattering matrix - whose statistical properties are known from random-matrix theory.…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
By analyzing the displacement statistics of an assembly of horizontally vibrated bidisperse frictional grains in the vicinity of the jamming transition experimentally studied before, we establish that their superdiffusive motion is a…
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
The Fermi-LAT \gamma-ray data have been used to study the morphological and spectral features of the so-called GeV excess - a diffuse radiation component recently discovered towards the Galactic centre. We used the likelihood method to…
The synergy between the Fermi-LAT and ground-based Cherenkov telescope arrays gives us the opportunity for the first time to characterize the high energy emission (100 MeV - 10 TeV) from more than 30 blazars. In this study we performed a…
We experimentally observe the spatial intensity statistics of light transmitted through three-dimensional isotropic scattering media. The intensity distributions measured through layers consisting of zinc oxide nanoparticles differ…
The Fermi Gamma-ray Space Telescope, as an all-sky survey and monitoring mission, is producing daily/weekly sampled gamma-ray light curves for dozens of blazars and other high-energy sources. Highlights on MeV-GeV gamma-ray variability…
We discuss the conditions under which a population of anomalously diffusing individuals can be characterized by demographic fluctuations that are anomalously scaling themselves. Two examples are provided in the case of individuals migrating…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some…
The problem of estimating the L\'evy density of a partially observed multidimensional affine process from low-frequency and mixed-frequency data is considered. The estimation methodology is based on the log-affine representation of the…
Rare events in stochastic processes with heavy-tailed distributions are controlled by the big jump principle, which states that a rare large fluctuation is produced by a single event and not by an accumulation of coherent small deviations.…
Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family…
Full orbit dynamics of charged particles in a $3$-dimensional helical magnetic field in the presence of $\alpha$-stable L\'evy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…
Probing the anomalous nanoscale intermixing using molecular dynamics (MD) simulations in Pt/Ti bilayer we reveal the superdiffusive nature of interfacial atomic transport. It is shown that the Pt atoms undergo anomalous atomic transport…
We study radiation pressure due to Lyman alpha line photons, obtaining and exploring analytical expressions for the force-multiplier, $M_F(N_H, Z) = F_\alpha/(L_\alpha/c)$, as a function of gas column density, $N_H$, and metallicity, $Z$,…