相关论文: Extreme deviations and applications

We investigate velocity probability distribution functions (PDF) of sheared hard-sphere suspensions. As observed in our Stokes flow simulations and explained by our single-particle theory, these PDFs can show pronounced deviations from a…

We consider the tails of probability density function (PDF) for the velocity that satisfies Burgers equation driven by a Gaussian large-scale force. The saddle-point approximation is employed in the path integral so that the calculation of…

In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…

In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…

A Lagrangian method is used to show that the power-law with a -7/2 exponent in the negative tail of the pdf of the velocity gradient and of velocity increments, predicted by E, Khanin, Mazel and Sinai (1997 Phys. Rev. Lett. 78, 1904) for…

The view that the probability density function (PDF) of a key statistical variable, anomalously scaled by size or time, could furnish a hallmark of universal behavior contrasts with the circumstance that such density sensibly depends on…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

There has been overwhelming evidence that coherent structures play a critical role in determining the overall transport in a variety of systems. We compute the probability distribution function (PDF) tails of momentum flux and heat flux in…

Time series of observables measured from complex systems do often exhibit non-normal statistics, their statistical distributions (PDF's) are not gaussian and often skewed, with roughly exponential tails. Departure from gaussianity is…

The formula for probability density functions (PDFs) has been extended to include PDF for energy dissipation rates in addition to other PDFs such as for velocity fluctuations, velocity derivatives, fluid particle accelerations, energy…

The distribution of the sum of dependent risks is a crucial aspect in actuarial sciences, risk management and in many branches of applied probability. In this paper, we obtain analytic expressions for the probability density function (pdf)…

We propose a new, physically motivated fitting function for density PDFs in turbulent gas. Although it is known that when gas is isothermal, the PDF is approximately lognormal in the core, high-resolution simulations show large deviations…

For the steady-state direct cascade of two-dimensional Navier-Stokes turbulence, we derive analytically the probability of strong vorticity fluctuations. The probability density function (pdf) of the vorticity coarse-grained over a scale in…

Polymers in a turbulent flow are stretched out by the fluctuating velocity gradient; the stationary probability distribution function (p.d.f.) of extensions $R$ has a power-law tail with an exponent that increases with the Weissenberg…

Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…

We investigate the dependency with scale of the empirical probability distribution functions (PDF) of Elsasser increments using large sets of WIND data (collected between 1995 and 2017) near 1 au. The empirical PDF are compared to the ones…

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…

Plasma density fluctuations in the edge plasma of the RFX-mod device are measured through the Gas Puffing Imaging Diagnostics. Statistical features of the signal are quantified in terms of the Probability Distribution Function (PDF), and…