相关论文: A Monte Carlo Study of the Levy Stability and Mult…
A method for extracting the Levy stability index $\mu$ from the multi-fractal spectrum $f(\alpha)$ in high energy multiparticle production is proposed. This index is an important parameter, characterizing the non-linear behaviour of…
We introduce and analyze multilevel Monte Carlo algorithms for the computation of $\mathbb {E}f(Y)$, where $Y=(Y_t)_{t\in[0,1]}$ is the solution of a multidimensional L\'{e}vy-driven stochastic differential equation and $f$ is a real-valued…
The factorial moments (FM) of multiplicity distributions in one- and two-dimensions are studied for Pb+Pb collisions at 158 AGeV/c. The results are compared with FRITIOF, RQMD and VENUS predictions. In the relation between FM and the number…
We compute the Hausdorff multifractal spectrum of two versions of multistable L{\'e}vy motions. These processes extend classical L{\'e}vy motion by letting the stability exponent $\alpha$ evolve in time. The spectra provide a decomposition…
Random matrix theory is used to assess the significance of weak correlations and is well established for Gaussian statistics. However, many complex systems, with stock markets as a prominent example, exhibit statistics with power-law tails,…
We report on mid-rapidity mass spectrum of di-electrons and cross sections of pseudoscalar and vector mesons via $e^{+}e^{-}$ decays, from $\sqrt{s} = 200$ GeV $p+p$ collisions, measured by the large acceptance experiment STAR at RHIC. The…
Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the…
Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In this paper, we consider a cantilever beam and a beam…
We apply multilevel Monte Carlo for option pricing problems using exponential L\'{e}vy models with a uniform timestep discretisation to monitor the running maximum required for lookback and barrier options. The numerical results demonstrate…
Light scalars that couple to leptons are common figures in beyond the Standard Model endeavors. Considering a scalar that has universal and couplings to leptons only, we compute this leptophilic scalar contribution to the $e^{-}e^{+}…
The reaction p(e,e'p)pi^0 has been studied at Q^2=0.2 (GeV/c)^2 in the region of W=1232 MeV. From measurements left and right of q, cross section asymmetries \rho_LT have been obtained in forward kinematics \rho_LT(\theta_\pi^0=20deg) =…
Multiple scattering of light by resonant vapor is characterized by L\'evy-type superdiffusion with a single-step size distribution $p(x)\propto 1/x^{1+\alpha}$. We investigate L\'evy flight of light in a hot rubidium vapor…
We study evolution equations for electric and magnetic field amplitudes in a ring cavity with plane mirrors. The cavity is filled with a positive or negative refraction index material with third order effective electric and magnetic…
We present a detailed measurement of charged two-pion correlation functions in 0%-30% centrality $\sqrt{s_{_{NN}}}=200$ GeV Au$+$Au collisions by the PHENIX experiment at the Relativistic Heavy Ion Collider. The data are well described by…
In this paper we present a new regularized electric flux volume integral equation (D-VIE) for modeling high-contrast conductive dielectric objects in a broad frequency range. This new formulation is particularly suitable for modeling…
In this paper we present the measurement of charged pion two-particle femtoscopic correlation functions in 200 GeV Au+Au collisions, in 31 average transverse mass bins, separately for positive and negative pion pairs. L\'evy-shaped source…
We consider the multifractal structure of the Bernoulli convolution $\nu_{\lambda}$, where $\lambda^{-1}$ is a Salem number in $(1,2)$. Let $\tau(q)$ denote the $L^q$ spectrum of $\nu_\lambda$. We show that if $\alpha \in [\tau'(+\infty),…
The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…
A multifractal analysis to study the multiparticle dynamics in 60A and 200A GeV/c 16O-AgBr collisions has been performed in the pseudorapidity phase space. Multifractal moments Gq as the function of pseudorapidity bin size for different…
Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…