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We study local and nonlocal correlations of light transmitted through active random media. The conventional approach results in divergence of ensemble averaged correlation functions due to existence of lasing realizations. We introduce…

Disordered Systems and Neural Networks · Physics 2007-05-23 Alexey Yamilov , Shih-Hui Chang , Aleksander Burin , Allen Taflove , Hui Cao

We analyze quantitatively the effect of spurious multifractality induced by the presence of fat-tailed symmetric and asymmetric probability distributions of fluctuations in time series. In the presented approach different kinds of symmetric…

Computational Finance · Quantitative Finance 2018-05-31 Rafal Rak , Dariusz Grech

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

Statistical Mechanics · Physics 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

We present the preliminary results of a survey performed with Swift to observe a sample of radio-loud Narrow-Line Seyfert 1 Galaxies (RLNLS1s). Optical-to-X-ray data from Swift are complemented with gamma-ray observations from Fermi/LAT and…

Truncated L\'{e}vy flights are random walks in which the arbitrarily large steps of a L\'{e}vy flight are eliminated. Since this makes the variance finite, the central limit theorem applies, and as time increases the probability…

Statistical Mechanics · Physics 2008-12-02 Paolo Santini

We consider an astrophysical system with a population of sources and a population of lenses. For each pair of source and lens, there is a thin on-axis tube-like volume behind the lens in which the radiation flux from the source is greatly…

Astrophysics · Physics 2009-10-28 Yun Wang , Edwin L. Turner

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

Probability · Mathematics 2012-04-02 Ingemar Kaj , Anders Martin-Löf

We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…

Statistical Mechanics · Physics 2010-01-04 A. I. Olemskoi , S. S. Borysov , I. A. Shuda

We study the photoluminescence spectra excited at an edge side of n-InP slabs and observed from the broadside. In a moderately doped sample the intensity drops off as a power-law function of the distance from the excitation - up to several…

Statistical Mechanics · Physics 2015-06-05 Serge Luryi , Oleg Semyonov , Arsen Subashiev , Zhichao Chen

Rayleigh-Levy flights have played a significant role in cosmology as simplified models for understanding how matter distributes itself under gravitational influence. These models also exhibit numerous remarkable properties that enable the…

Cosmology and Nongalactic Astrophysics · Physics 2024-02-27 Francis Bernardeau , Christophe Pichon

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

Flying plasma mirrors induced by intense lasers has been proposed as a promising way to generate few-cycle EUV or X-ray lasers. In addition, if such a relativistic plasma mirror can accelerate, then it would serve as an analog black hole to…

Plasma Physics · Physics 2021-10-27 Yung-Kun Liu , Pisin Chen , Yuan Fang

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

Probability · Mathematics 2009-05-08 Lijun Bo , Kehua Shi , Yongjin Wang

The famous demonstration of optical rogue wave (RW)-rarely and unexpectedly event with extremely high intensity-had opened a flourishing time for temporal statistic investigation as a powerful tool to reveal the fundamental physics in…

Optics · Physics 2018-10-17 Jiangming Xu , Jian Wu , Jun Ye , Pu Zhou , Hanwei Zhang , Jiaxin Song , Jinyong Leng

The multiple scattering of photons in a hot, resonant, atomic vapor is investigated and shown to exhibit a L\'evy Flight-like behavior. Monte Carlo simulations give insights into the frequency redistribution process that originates the long…

Atomic Physics · Physics 2015-05-14 Martine Chevrollier , Nicolas Mercadier , William Guerin , Robin Kaiser

As the number of detected gravitational wave sources increase with increasing sensitivity of the gravitational wave observatories, observing strongly lensed pair of events will become a real possibility. Lensed GW events will have very…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-29 Anupreeta More , Surhud More

Lyman Alpha Emitters (LAEs) are galaxies that have been selected on the basis of a strong Ly{\alpha} emission line in their spectra. Observational campaigns have dramatically increased the sample of known LAEs, which now extends out to z=7.…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-30 Mark Dijkstra , Stuart Wyithe

We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…

Chaotic Dynamics · Physics 2015-02-23 Michael Wilkinson , Robin Guichardaz , Marc Pradas , Alain Pumir

In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…

Probability · Mathematics 2018-10-05 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra