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相关论文: Fluctuating Fronts as Correlated Extreme Value Pro…

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We investigate the probability distribution of the quantum fluctuations of thermodynamic functions of finite, ballistic, phase-coherent Fermi gases. Depending on the chaotic or integrable nature of the underlying classical dynamics, on the…

介观与纳米尺度物理 · 物理学 2009-11-07 P. Leboeuf , A. G. Monastra

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…

概率论 · 数学 2024-06-04 Julie Tourniaire

We study 2D fronts propagating up a co-moving reaction rate gradient in finite number reaction-diffusion systems. We show that in a 2D rectangular channel, planar solutions to the deterministic mean-field equation are stable with respect to…

统计力学 · 物理学 2009-11-11 C. Scott Wylie , Herbert Levine , David A. Kessler

Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…

统计力学 · 物理学 2015-07-16 P. Dieterich , R. Klages , A. V. Chechkin

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

统计方法学 · 统计学 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

With the decline of the Copenhagen interpretation of quantum mechanics and the recent experiments indicating that quantum mechanics does actually embody 'objective reality', one might ask if a 'mechanical', conceptual model for quantum…

量子物理 · 物理学 2014-06-23 Carl Frederick

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

流体动力学 · 物理学 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

混沌动力学 · 物理学 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

统计力学 · 物理学 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

统计力学 · 物理学 2009-03-24 A. V. Chechkin , R. Klages

We analyze a generic model where wounded quarks are amended with strings in which both end-point positions fluctuate in spatial rapidity. With the assumption that the strings emit particles independently of one another and with a uniform…

核理论 · 物理学 2019-02-13 Martin Rohrmoser , Wojciech Broniowski

Electrostatic correlations and fluctuations in ionic systems can be described within an extended Poisson-Boltzmann theory using a Gaussian variational form. The resulting equations are challenging to solve because they require the solution…

计算物理 · 物理学 2015-06-17 Zhenli Xu , A. C. Maggs

Propagating fronts are seen in varieties of non-equilibrium pattern forming systems in Physics, Chemistry and Biology. In the last two decades, many researchers have contributed to the understanding of the underlying dynamics of the…

统计力学 · 物理学 2009-09-29 Debabrata Panja

We derive an extremal fractional Gaussian by employing the L\'evy-Khintchine theorem and L\'evian noise. With the fractional Gaussian we then generalize the Black-Scholes-Merton option-pricing formula. We obtain an easily applicable and…

证券定价 · 定量金融 2019-12-04 Alexander Jurisch

It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…

统计力学 · 物理学 2009-11-13 Cecilia Pennetta

This paper discusses two distinct, but related issues in quantum fluctuation effects. The first is the frequency spectrum which can be assigned to one loop quantum processes. The formal spectrum is a flat one, but the finite quantum effects…

量子物理 · 物理学 2008-11-26 L. H. Ford

The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…

概率论 · 数学 2022-12-20 Adrien Hitz , Robin Evans

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

概率论 · 数学 2019-12-10 Sean D Lawley

We show that the probability of appearance of synchronisation in chaotic coupled map lattices is related to the distribution of the maximum of a certain observable evaluated along almost all orbit. We show that such distribution belongs to…

动力系统 · 数学 2018-04-10 D. Faranda , H. Ghoudi , P. Guiraud , S. Vaienti

The role of fluctuations is enhanced in lower dimensionality systems: in a two dimensions off-diagonal long-range order is destroyed by the fluctuations at any finite temperature, drastically modifying the critical properties with respect…

量子气体 · 物理学 2016-03-11 G Bighin , L Salasnich