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

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…

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…

We study the asymptotic distribution of the output of a stable Linear Time-Invariant (LTI) system driven by a non-Gaussian stochastic input. Motivated by longstanding heuristics in the stochastic describing function method, we rigorously…

In this article, on the basis of the Langevin equation applied to velocity fluctuations, we numerically model the Partial Variance of Increments, which is a useful tool to measure time and spatial correlations in space plasmas. We consider…

A probability density function describing the angular evolution of a fixed-length atom-atom vector as a L\'{e}vy rotor is derived containing just two dynamical parameters: the L\'{e}vy parameter $\alpha$ and a rotational time constant…

In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic L\'evy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise…

We present a detailed study of the effects of L\'evy $\alpha$-stable disorder distributions on the optical and localization properties of excitonic systems. These distributions are a generalization of commonly studied Gaussian randomness…

We consider a random walk on one-dimensional inhomogeneous graphs built from Cantor fractals. Our study is motivated by recent experiments that demonstrated superdiffusion of light in complex disordered materials, thereby termed L\'evy…

We show that a necessary and sufficient condition for the sum of iid random vectors to converge (under appropriate shifting and scaling) to a multivariate Gaussian distribution is that the truncated second moment matrix is slowly varying at…

We show how, based on considerations on the observed form of the galaxy 2-point spatial correlation function xi(r), a very simplified -- yet surprisingly effective -- model for the linear density fluctuations power spectrum can be…

We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…

We study sample-to-sample fluctuations in a critical two-dimensional Ising model with quenched random ferromagnetic couplings. Using replica calculations in the renormalization group framework we derive explicit expressions for the…

In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…

When two nuclei collide close to the speed of light, a fluid state known as the quark-gluon plasma is formed. Attempts to understand the dynamics of this fluid have generated significant research into dissipative relativistic fluid…

Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of…

Using numerical simulations we examine the velocity fluctuations of a probe particle driven with constant force through a two-dimensional disordered assembly of disks which has a well-defined jamming point J at a density of \phi_J=0.843. As…

Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…

In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…

We present a theoretical and experimental study aimed at characterizing statistical regimes in a random laser. Both the theoretical simulations and the experimental results show the possibility of three region of fluctuations increasing the…

This paper considers the question of the rate of convergence to ${\alpha}$- stable laws, using arguments based on the Zolotarev distance to prove bounds. We provide a rate of convergence to ${\alpha}$-stable random variable where 1 <…