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Lattice growth models where uncorrelated random deposition competes with some aggregation dynamics that generates correlations are studied with rates of the correlated component decreasing as a power law. These models have anomalous…

统计力学 · 物理学 2013-02-05 Fabio D. A. Aarao Reis

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

数学物理 · 物理学 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…

统计力学 · 物理学 2025-12-01 Alexander Valov , Baruch Meerson

The state of a stochastic process evolving over a time $t$ is typically assumed to lie on a normal distribution whose width scales like $t^{1/2}$. However, processes where the probability distribution is not normal and the scaling exponent…

统计金融 · 定量金融 2017-05-24 Lijian Chen , Kevin E. Bassler , Joseph L. McCauley , Gemunu H. Gunaratne

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

统计力学 · 物理学 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…

统计力学 · 物理学 2024-08-05 Naftali R. Smith

The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…

统计力学 · 物理学 2009-11-07 Subhadip Raychaudhuri , Yonathan Shapir

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

统计力学 · 物理学 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium…

统计力学 · 物理学 2020-08-04 Daniel Nickelsen , Hugo Touchette

Anomalous scaling in the statistics of an active scalar in homogeneous turbulent convection is studied using a dynamical shell model. We extend refined similarity ideas for homogeneous and isotropic turbulence to homogeneous turbulent…

混沌动力学 · 物理学 2009-11-13 Emily S. C. Ching , W. C. Cheng

The problem of the interplay between normal and anomalous scaling in turbulent systems stirred by a random forcing with a power law spectrum is addressed. We consider both linear and nonlinear systems. As for the linear case, we study…

混沌动力学 · 物理学 2009-11-10 L. Biferale , M. Cencini , A. S. Lanotte , M. Sbragaglia , F. Toschi

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 $\overline{{\cal E}^{n}}\propto Re^{d_{n}}$,…

流体动力学 · 物理学 2019-05-29 Victor Yakhot , Diego A. Donzis

It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…

统计力学 · 物理学 2009-11-13 Alvaro Corral

We study the dynamic scaling hypothesis in invariant surface growth. We show that the existence of power-law scaling of the correlation functions (scale invariance) does not determine a unique dynamic scaling form of the correlation…

统计力学 · 物理学 2009-10-31 JJ Ramasco , JM Lopez , MA Rodriguez

We study the full distribution of $A=\int_{0}^{T}x^{n}\left(t\right)dt$, $n=1,2,\dots$, where $x\left(t\right)$ is an Ornstein-Uhlenbeck process. We find that for $n>2$ the long-time ($T \to \infty$) scaling form of the distribution is of…

统计力学 · 物理学 2022-01-21 Naftali R. Smith

We investigate non-equilibrium dynamical scaling in adiabatic quench processes across quantum multicritical points. Our analysis shows that the resulting power-law scaling depends sensitively on the control path, and that anomalous critical…

统计力学 · 物理学 2015-05-14 Shusa Deng , Gerardo Ortiz , Lorenza Viola

The renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by the Gaussian self-similar velocity field with finite, and not small, correlation time. The inertial-range energy…

混沌动力学 · 物理学 2009-11-07 L. Ts. Adzhemyan , N. V. Antonov , J. Honkonen

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

统计力学 · 物理学 2011-06-21 Tomasz Srokowski

Shell model turbulence is a simplified mathematical framework that captures essential features of incompressible fluid turbulence such as the energy cascade, intermittency and anomalous scaling of the fluid observables. We perform a…

流体动力学 · 物理学 2024-09-09 James Creswell , Viatcheslav Mukhanov , Yaron Oz

We investigate the equilibrium and off-equilibrium behaviors of systems at thermal first-order transitions (FOTs) when the boundary conditions favor one of the two phases. As a theoretical laboratory we consider the two-dimensional Potts…

高能物理 - 格点 · 物理学 2018-10-24 Haralambos Panagopoulos , Andrea Pelissetto , Ettore Vicari
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