相关论文: Universal fluctuations and extreme value statistic…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the…
While the warming trends of the Earth's mean temperature are evident at climatological scales, the local temperature at shorter timescales are highly fluctuating. In this letter we show that the probabilities of such fluctuations are…
Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…
Heavy tailed phenomena are naturally analyzed by extreme value statistics. A crucial step in such an analysis is the estimation of the extreme value index, which describes the tail heaviness of the underlying probability distribution. We…
We formulate equations for the slow time dynamics of fluid motion that self consistently account for the effects of the variability upon the mean. The time-average effects of the fluctuations introduce nonlinear dispersion that acts to…
Recent results on event-by-event mean transverse momentum, $\mpt$, fluctuations in ultra-relativistic heavy ion collisions are briefly reviewed. We conclude that the observed fluctuations are in a rough agreement with that expected for the…
We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.
Within the point vortex model, we compute the probability distribution function of the velocity fluctuations induced by same-signed vortices scattered within a disk according to a fractal distribution of distances to origin $\sim…
The effect of Eulerian intermittency on the Lagrangian statistics of relative dispersion in fully developed turbulence is investigated. A scaling range spanning many decades is achieved by generating a multi-affine synthetic velocity field…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
We investigate the effect of nonextensive statistics as applied to the chemical fluctuations in high-energy nuclear collisions discussed recently using the event-by-event analysis of data. It turns out that very minuite nonextensitivity…
This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…
The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…
This paper is devoted to a statistical analysis of the velocity fluctuations arising from a random distribution of point vortices in two-dimensional turbulence. Exact results are derived for the correlations in the velocities occurring at…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…
We argue that the transition to turbulence is controlled by large amplitude events that follow extreme distribution theory. The theory suggests an explanation for recent observations of the turbulent state lifetime which exhibit…
For an ergodic map $T$ and a non-constant, real-valued $f \in L^1$, the ergodic averages $\mathbb{A}_N f(x) = \frac{1} {N} \sum_{n=1}^N f(T^n x)$ converge a.e., but the convergence is never monotone. Depending on particular properties of…