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We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…

Mathematical Physics · Physics 2015-06-03 Maria Shcherbina , Brunello Tirozzi

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

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

Statistical Mechanics · Physics 2009-11-13 Sven Dorosz , Michel Pleimling

Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…

Plasma Physics · Physics 2013-05-30 O. E. Garcia

Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…

Statistical Mechanics · Physics 2012-07-11 Adrian A. Budini

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…

Plasma Physics · Physics 2016-10-12 Sara Moradi , Diego del-Castillo-Negrete , Johan Anderson

In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…

Probability · Mathematics 2022-12-14 Nafy Ngom , Aladji Babacar Niang , Soumaila Dembele , Gane Samb Lo

We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…

Statistical Mechanics · Physics 2015-05-27 H. V. Ribeiro , E. K. Lenzi , R. S. Mendes , P. A. Santoro

Starting from the BBGKY hierarchy, describing the kinetics of nonlinear particle system, we obtain the relevant entropy and stationary distribution function. Subsequently, by employing the Lorentz transformations we propose the relativistic…

Statistical Mechanics · Physics 2012-06-12 G. Kaniadakis

We investigate multiple scattering of near-resonant light in a Doppler-broadened atomic vapor. We experimentally characterize the length distribution of the steps between successive scattering events. The obtained power law is…

Atomic Physics · Physics 2013-06-26 Nicolas Mercadier , Martine Chevrollier , William Guerin , Robin Kaiser

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

Probability · Mathematics 2018-08-17 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

Since the analogy between laser oscillation and second-order phase transition was indicated in the 1970s, dynamical fluctuations on lasing threshold inherent in critical phenomena have gained significant interest. Here, we numerically and…

Optics · Physics 2025-02-27 Tomoaki Niiyama , Satoshi Sunada

Radiation from a chaotic cavity filled with gain medium is considered. A set of coupled equations describing the photon density and the population of gain medium is proposed and solved. The spectral distribution and fluctuations of the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 E. G. Mishchenko

We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…

Physics and Society · Physics 2007-08-01 Bronislovas Kaulakys , Miglius Alaburda , Vygintas Gontis , Tadas Meskauskas , Julius Ruseckas

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

Price fluctuations in financial markets can be characterized by L\'evy's stable distribution, which is supported by the generalized central limit system. When the stable parameters were estimated from four different stock markets in long…

Statistical Finance · Quantitative Finance 2018-02-21 Takumi Fukunaga , Ken Umeno

The method of photon distribution function (PDF) is used to study fluctuations of light beams propagating through a turbulent atmosphere. Our analysis concerns the regime of saturated fluctuations. The focus is on the phenomena of beam…

Quantum Physics · Physics 2022-06-07 V. L. Andriichuk , O. O. Chumak , L. A. Derzhypolska , I. V. Matsniev

We present a robust analysis of the spectral fluctuations exhibited by the light meson spectrum. This analysis provides information about the degree of chaos in light mesons and may be useful to get some insight on the underlying…

Nuclear Theory · Physics 2012-03-22 L. Munoz , C. Fernandez-Ramirez , A. Relano , J. Retamosa

An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…

Chemical Physics · Physics 2012-08-07 V. I. Yukalov , E. P. Yukalova

In this chapter we report on the measurements of the overlap distribution of the replica symmetry breaking solution in complex disordered systems. After a general introduction to the problem of the experimental validation of the Parisi…

Disordered Systems and Neural Networks · Physics 2022-09-14 Claudio Conti , Neda Ghofraniha , Luca Leuzzi , Giancarlo Ruocco
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