相关论文: Extreme statistics, Gaussian statistics, and super…
Fluctuations of global additive quantities, like total energy or magnetization for instance, can in principle be described by statistics of sums of (possibly correlated) random variables. Yet, it turns out that extreme values (the largest…
We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…
In this paper, we view fluctuating fronts made of particles on a one-dimensional lattice as an extreme value problem. The idea is to denote the configuration for a single front realization at time $t$ by the set of co-ordinates…
Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…
This study provides a summary of the theory which enables the analysis of extreme values, i.e., of measurements acquired from the observation of extraordinary/rare physical phenomena. The formalism is developed in a transparent way,…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…
Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We consider transition to strong turbulence in an infinite fluid stirred by a gaussian random force. The transition is {\bf defined} as a first appearance of anomalous scaling of normalized moments of velocity derivatives (dissipation…
Superstatistics is a `statistics of a statistics' relevant for driven nonequilibrium systems with fluctuating intensive parameters. It contains Tsallis statistics as a special case. We show that the probability density functions of velocity…
An exact analytical description of extreme intensity statistics in complex random states is derived. These states have the statistical properties of the Gaussian and Circular Unitary Ensemble eigenstates of random matrix theory. Although…
The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…
We argue that the transition to turbulence is controlled by large amplitude events that follow extreme distribution theory. The theory suggests an explanation for recent observations of the turbulent state lifetime which exhibit…
While averages and typical fluctuations often play a major role to understand the behavior of a non-equilibrium system, this nonetheless is not always true. Rare events and large fluctuations are also pivotal when a thorough analysis of the…
To characterize fluctuations in a turbulent flow, one usually studies different moments of velocity increments and dissipation rate, $\overline{(v(x+r)-v(x))^{n}}\propto r^{\zeta_{n}}$ and $\overline{{\cal E}^{n}}\propto Re^{d_{n}}$,…
Atmospheric gusts expose wall-bounded turbulence to severe unsteady forcing, triggering complex non-equilibrium dynamics and extreme aerodynamic loads. In this study, direct numerical simulations (DNS) are performed to investigate the…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…