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Comment on "Universal Fluctuations in Correlated Systems"  [PDF]
B. Zheng,S. Trimper
Physics , 2001, DOI: 10.1103/PhysRevLett.87.188901
Abstract: This is a Comment on "Universal Fluctuations in Correlated Systems".
The universal potential fluctuations  [PDF]
D. L. Khokhlov
Physics , 2001,
Abstract: It is assumed the existence of the universal potential fluctuations valid for all scales in the universe which follow the fractal law $\delta_U=(\Delta r/r)^2$. The value of the universal potential fluctuations is determined from the data on anisotropy of the cosmic microwave background on degree scales. It is suggested to test the existence of the universal potential fluctuations in the laboratory experiment.
Universal features of fluctuations  [PDF]
Robert Botet,Marek Ploszajczak
Physics , 2000, DOI: 10.1016/S0920-5632(00)01024-0
Abstract: Universal scaling laws of fluctuations (the $\Delta$-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can be identified, the relation between order parameter, criticality and scaling law of fluctuations has been established and the relation between the scaling function and the critical exponents has been found.
Universal fluctuations in subdiffusive transport  [PDF]
I. M. Sokolov,E. Heinsalu,P. Hanggi,I. Goychuk
Physics , 2008, DOI: 10.1209/0295-5075/86/30009
Abstract: Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal law, assuming the form of a stationary Levy-stable distribution. The latter is defined by the index of subdiffusion alpha and the mean subvelocity only, but interestingly depends neither on the bias strength nor on the specific form of the potential. These scaled, universal subvelocity fluctuations emerge due to the weak ergodicity breaking and are vanishing in the limit of normal diffusion. The results of the analytical heuristic theory are corroborated by Monte Carlo simulations of the underlying CTRW.
Universal theory of efficiency fluctuations  [PDF]
Gatien Verley,Tim Willaert,Christian Van den Broeck,Massimiliano Esposito
Physics , 2014, DOI: 10.1103/PhysRevE.90.052145
Abstract: Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from equilibrium. In particular, the long-time probability for observing a reversible efficiency in a given engine is identical to that for the same engine working under the time-reversed driving. When the driving is symmetric, this reversible efficiency becomes the least probable.
Mapping universal conductance fluctuations  [PDF]
J. Berezovsky,M. F. Borunda,E. J. Heller,R. M. Westervelt
Physics , 2009,
Abstract: Graphene provides a fascinating testbed for new physics and exciting opportunities for future applications based on quantum phenomena. To understand the coherent flow of electrons through a graphene device, we employ a nanoscale probe that can access the relevant length scales - the tip of a liquid-He-cooled scanning probe microscope (SPM) capacitively couples to the graphene device below, creating a movable scatterer for electron waves. At sufficiently low temperatures and small size scales, the diffusive transport of electrons through graphene becomes coherent, leading to universal conductance fluctuations (UCF). By scanning the tip over a device, we map these conductance fluctuations \textit{vs.} scatterer position. We find that the conductance is highly sensitive to the tip position, producing $\delta G \sim e^2/h$ fluctuations when the tip is displaced by a distance comparable to half the Fermi wavelength. These measurements are in good agreement with detailed quantum simulations of the imaging experiment, and demonstrate the value of a cooled SPM for probing coherent transport in graphene.
Universal bounds on current fluctuations  [PDF]
Patrick Pietzonka,Andre C. Barato,Udo Seifert
Physics , 2015,
Abstract: For current fluctuations in non-equilibrium steady states of Markovian processes, we derive four different universal bounds valid beyond the Gaussian regime. Different variants of these bounds apply to either the entropy change or any individual current, e.g., the rate of substrate consumption in a chemical reaction or the electron current in an electronic device. The bounds vary with respect to their degree of universality and tightness. A universal parabolic bound on the generating function of an arbitrary current depends solely on the average entropy production. A second, stronger bound requires knowledge both of the thermodynamic forces that drive the system and of the topology of the network of states. These two bounds are conjectures based on extensive numerics. An exponential bound that depends only on the average entropy production and the average number of transitions per time is rigorously proved. This bound has no obvious relation to the parabolic bound but it is typically tighter further away from equilibrium. An asymptotic bound that depends on the specific transition rates and becomes tight for large fluctuations is also derived. This bound allows for the prediction of the asymptotic growth of the generating function. Even though our results are restricted to networks with a finite number of states, we show that the parabolic bound is also valid for three paradigmatic examples of driven diffusive systems for which the generating function can be calculated using the additivity principle. Our bounds provide a new general class of constraints for nonequilibrium systems.
Universal Fluctuations in Dirac Spectra  [PDF]
J. J. M. Verbaarschot
Physics , 1997,
Abstract: In these two lectures given at the 1997 Zakopane workshop on "New Developments in Quantum Field Theory" we review recent results on universal fluctuations in QCD Dirac spectra. We start the first lecture with a review of some general properties of Dirac spectra. It will be argued that there is an intimate relation between chiral symmetry breaking and correlations of Dirac eigenvalues. In particular, we will focus on the microscopic spectral density density, i.e. the spectral density near zero virtuality on the scale of a typical level spacing. The relation with Leutwyler-Smilga sum-rules will be discussed. Standard methods for the statistical analysis of quantum spectra will be reviewed. Recent results on the application of Random Matrix Theory to spectra of 'complex' systems will be summarized. This leads to the introduction of a chiral Random Matrix Theory (chRMT) with the global symmetries of the QCD partition function. In the second lecture the chiral random matrix model will be compared to QCD and some of its properties will be discussed. Our central conjecture is that correlations of QCD Dirac spectra are described by chRMT. We will review recent results showing that the microscopic spectral density and eigenvalue correlations near zero virtuality are strongly universal. Lattice QCD results for the microscopic spectral density and for correlations in the bulk of the spectrum will be presented. In all cases that have been considered, the correlations are in perfect agreement with chRMT. We will end the second lecture with a review of chiral Random Matrix Theory at nonzero chemical potential. New features of spectral universality in nonhermitean matrices will be discussed.
Universal Fluctuations of AEX index  [PDF]
Rui Gon?alves,Helena Ferreira,Alberto Pinto
Quantitative Finance , 2010, DOI: 10.1016/j.physa.2010.06.012
Abstract: We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the \alpha re-scaled AEX daily index positive returns r(t)^\alpha and negative returns (-r(t))^\alpha that we call, after normalization, the \alpha positive fluctuations and \alpha negative fluctuations. We use the Kolmogorov-Smirnov statistical test, as a method, to find the values of \alpha that optimize the data collapse of the histogram of the \alpha fluctuations with the Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal parameters that we found are \alpha+=0.46 and \alpha-=0.43. Since the BHP probability density function appears in several other dissimilar phenomena, our results reveal universality in the stock exchange markets.
Universal Fluctuations in Correlated Systems  [PDF]
S. T. Bramwell,K. Christensen,J. -Y. Fortin,P. C. W. Holdsworth,H. J. Jensen,S. Lise,J. López,M. Nicodemi,J. -F. Pinton,M. Sellitto
Physics , 1999, DOI: 10.1103/PhysRevLett.84.3744
Abstract: The probability density function (PDF) of a global measure in a large class of highly correlated systems has been suggested to be of the same functional form. Here, we identify the analytical form of the PDF of one such measure, the order parameter in the low temperature phase of the 2D-XY model. We demonstrate that this function describes the fluctuations of global quantities in other correlated, equilibrium and non-equilibrium systems. These include a coupled rotor model, Ising and percolation models, models of forest fires, sand-piles, avalanches and granular media in a self organized critical state. We discuss the relationship with both Gaussian and extremal statistics.
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