相关论文: Universal fluctuations and extreme value statistic…

Enriquez, Faraud, and Lemaire (2023) have established process-level fluctuations for the giant of the dynamic Erd\H{o}s-R\'{e}nyi random graph above criticality and show that the limit is a centered Gaussian process with continuous sample…

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

We study the scaling of fluctuations with the mean of traffic in complex networks using a model where the arrival and departure of "packets" follow exponential distributions, and the processing capability of nodes is either unlimited or…

We consider the statistics of volume fluctuations in a one-dimensional classical gas of non-interacting particles confined by a piston, and subjected to an arbitrary external potential. We show that despite the absence of interactions…

This paper explores the possibility of establishing an analytic form of the distribution of the order parameter fluctuations in a two-dimensional critical spin wave model, or width fluctuations of a two dimensional Edwards-Wilkinson…

We present a semi-analytic approach to forward-backward multiplicity correlations in ultra-relativistic nuclear collisions, based on particle emission from strings with fluctuating end-points. We show that with the constraints from rapidity…

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…

We investigate extreme values of Mahonian and Eulerian distributions arising from counting inversions and descents of random elements of finite Coxeter groups. To this end, we construct a triangular array of either distribution from a…

Gamma-Ray Bursts (GRBs) are known to be unpredictable in time and position. A few (observationally) exceptional events have been observed, as GRB221009A that stands out for its fluence and peak flux, being orders of magnitude higher than…

A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…

We determine distributions and correlation properties of offshore wind speeds and wind speed increments by analyzing wind data sampled with a resolution of one second for 20 months at different heights above sea level in the North Sea.…

Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range correlated market orders that lead to…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

To study subregions of a turbulence velocity field, a long record of velocity data of grid turbulence is divided into smaller segments. For each segment, we calculate statistics such as the mean rate of energy dissipation and the mean…

Finite volume corrections to higher moments are important observable quantities. They make possible to differentiate between different statistical ensembles even in the thermodynamic limit. It is shown that this property is a universal one.…

We study numerically the correlations and the distribution of intervals between successive zeros in the fluctuating geometry of stochastic interfaces, described by the Edwards-Wilkinson equation. For equilibrium states we find that the…

For several flows of laboratory turbulence, we obtain long records of velocity data. These records are divided into numerous segments. In each segment, we calculate the mean rate of energy dissipation, the mean energy at each scale, and the…

Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus ("arithmetic random waves"). We study…

For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an…