相关论文: Recognition of stable distribution with Levy index…

Properties of random and fluctuating systems are often studied through the use of Gaussian distributions. However, in a number of situations, rare events have drastic consequences, which can not be explained by Gaussian statistics.…

We study the random fluctuations of the transmission in disordered quasi-one-dimensional systems such as disordered waveguides and/or quantum wires whose random configurations of disorder are characterized by density distributions with a…

We report the studies of emission from a novel random amplifying medium that we term a ``Levy Laser'' due to the non-Gaussian statistical nature of its emission over the ensemble of random realizations. It is observed that the amplification…

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…

Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…

With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…

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…

We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…

The class of $\alpha$-stable distributions is widely used in various applications, especially for modelling heavy-tailed data. Although the $\alpha$-stable distributions have been used in practice for many years, new methods for…

A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals…

In this paper we perform a statistical analysis of the high-frequency returns of the IBEX35 Madrid stock exchange index. We find that its probability distribution seems to be stable over different time scales, a stylized fact observed in…

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…

We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…

We present a new form of intermittency, L\'evy on-off intermittency, which arises from multiplicative $\alpha$-stable white noise close to an instability threshold. We study this problem in the linear and nonlinear regimes, both…

Simulation of a Langevin-dynamics model demonstrates emergence of critical fluctuations and anomalous grain transport which have been observed in experiments on "soft" quasi-two-dimensional dusty plasma clusters. It has been suggested that…

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…

We apply the scale-length method to several three dimensional samples of the Two degree Field Galaxy Redshift Survey. This method allows us to map in a quantitative and powerful way large scale structures in the distribution of galaxies…

A simple Kronig-Penney model for one-dimensional (1D) mesoscopic systems with $\delta $ peak potentials is used to study numerically the influence of a spatial disorder on the conductance fluctuations and distribution at different regimes.…