相关论文: The Airy distribution: experiment, large deviation…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…
In this paper we consider the stochastic six-vertex model in the quadrant started with step initial data. After a long time $T$, it is known that the one-point height function fluctuations are of order $T^{1/3}$ and governed by the…
Angular distributions of extensive air showers with different number of charged particles in the range 2.5x10^5--4x10^7 are derived using the experimental data obtained with the EAS MSU array. Possible approximations of the obtained…
The multifractal nature of drop breakup in air-blast nozzle atomization process has been studied. We apply the multiplier method to extract the negative and the positive parts of the f(alpha) curve with the data of drop size distribution…
In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…
The Maxwell-Boltzmann (MB) distribution for velocities in ideal gases is usually defined between zero and infinity. A double truncated MB distribution is here introduced and the probability density function, the distribution function, the…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
We study periodic Brownian paths, wrapped around the surface of a cylinder. One characteristic of such a path is its width square, $w^2$, defined as its variance. Though the average of $w^2$ over all possible paths is well known, its full…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…
Numerical continuation techniques are powerful tools that have been extensively used to identify particular solutions of nonlinear dynamical systems and enable trajectory design in chaotic astrodynamics problems such as the Circular…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
In this paper, we consider a two-dimensional sticky Brownian motion. Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions, which find applications in many areas including queueing theory and…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…
The Abelian distribution has been studied recently in models for neural avalanches. This paper uncovers new properties about the moments of the distribution, ways in which these properties can be useful are indicated.
Chaotic deterministic dynamics of a particle can give rise to diffusive Brownian motion. In this paper, we compute analytically the diffusion coefficient for a particular two-dimensional stochastic layer induced by the kicked Harper map.…
Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$.…
We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position. Our goal is two-fold: (1) For…