Related papers: Levy statistical fluctuations from a Random Amplif…

The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…

Numerical simulation is used to analyze statistical characteristics of vortex beams propagating in the atmosphere. The cumulative distribution function and the probability density function of intensity fluctuations are compared for Gaussian…

The simultaneous vertical-cavity and random lasing emission properties of a blue-emitting molecular crystal are investigated. The 1,1,4,4-tetraphenyl-1,3-butadiene samples, grown by physical vapour transport, feature room-temperature…

We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establishes that it decreases as the right tail of the image under…

In an effort to understand the fundamental physics of turbulent transport of particles and heat in a tokamak, the floating potential fluctuations in the the scrape-off layer plasma of ohmically heated ADITYA tokamak are analysed for…

Random Telegraph Noise is a ubiquitous process manifesting across technology and the natural world. It is characterized by random jumps between two distinct states with Poissonian waiting times, and is the origin of 1/f noise. Understanding…

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…

We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…

The efforts to understand the physics of rogue waves have motivated the study of mechanisms that produce rare, extreme events, often through analogous optical setups. As many studies have reported nonlinear generation mechanisms, recent…

It is shown that a Mittag-Leffler density has interesting properties. The Mittag-Leffler random variable has a structural representation in terms of a positive Levy variable and the power of a gamma variable where these two variables are…

In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

We report a detailed and systematic numerical study of wave propagation through a coherently amplifying random one-dimensional medium. The coherent amplification is modeled by introducing a uniform imaginary part in the site energies of the…

Although a source star is fainter than the detection limit imposed by crowding, it is still possible to detect an event if the star is located in the seeing disk of a bright star is and gravitationally amplified: amplification bias. Using a…

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

In mathematical finance, Levy processes are widely used for their ability to model both continuous variation and abrupt, discontinuous jumps. These jumps are practically relevant, so reliable inference on the feature that controls jump…

The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Levy process we study the nonlinear relaxation of the population density for…

We present theoretical and experimental results of L\'evy flights of light originating from a random walk of photons in a hot atomic vapor. In contrast to systems with quenched disorder, this system does not present any correlations between…

Gravitational microlensing is a key probe of the nature of dark matter and its distribution on the smallest scales. For many practical purposes, confronting theory to observation requires to model the probability that a light source is…

The probability distribution of the reflection coefficient for light reflected from a one-dimensional random amplifying medium with {\it cross-correlated} spatial disorder in the real and the imaginary parts of the refractive index is…