相关论文: Non-Gaussian Distributions in Extended Dynamical S…

The origin(s) of the ubiquity of probability distribution functions (PDF) with power law tails is still a matter of fascination and investigation in many scientific fields from linguistic, social, economic, computer sciences to essentially…

A model of homogeneously driven dissipative system, consisting of a collection of $N$ particles that are characterized by only their velocities, is considered. Adopting a discrete time dynamics, at each time step, a pair of velocities is…

The topic of this PhD thesis is the derivation of evolution equations for probability density functions (pdfs) describing the non-Markovian response to dynamical systems under Gaussian coloured (smoothly-correlated) noise. These pdf…

This paper presents a novel approach for propagating uncertainties in dynamical systems building on high-order Taylor expansions of the flow and moment-generating functions (MGFs). Unlike prior methods that focus on Gaussian distributions,…

Using a non-perturbative method developed in a previous article (paper II) we investigate the tails of the probability distribution $P(\rho_R)$ of the overdensity within spherical cells. We show that our results for the low-density tail of…

Probability Distributions Functions (PDFs) of fluctuations of plasma edge parameters are skewed curves fairly different from normal distributions, whose shape appears almost independent of the plasma conditions and devices. We start from a…

Perturbing the arrangements of pegs on a static Galton board can result in non-trivial stationary distributions, which in the continuum limit correspond to departure from regular gaussian behavior. Two such distributions are obtained.…

We show, both analytically and numerically, that non-Gaussian tails in the probability density function of curvature perturbations arise in ultra-slow-roll inflation from the $\delta N$ formalism, without invoking stochastic inflation.…

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

We consider asymptotics of the velocity derivatives probability distribution functions (PDFs) in Burgers' turbulence. We argue that in the forced case the same power laws as in the decaying case are realized for an infinite system.

This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…

The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution…

Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…

We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…

In a recent letter, Christian Beck described a theoretical link between a family of stochastic differential equations and the probability density functions (PDF) derived from the formalism of nonextensive statistical mechanics. He applied…

This review is a kinetic theory study investigating the effects of inelasticity on the structure of the non-equilibrium states, in particular on the behavior of the velocity distribution in the high energy tails. Starting point is the…

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…

Power-law tails are often seen in probability density functions (PDFs) of molecular cloud column densities, and have been attributed to the effect of gravity. We show that extinction PDFs of a sample of five molecular clouds obtained at a…

We show that a simple mechanistic model of spatial dispersal for settling organisms, subject to parameter variability, can generate heavy-tailed radial probability density functions. The movement of organisms in the model consists of a…