No Arabic abstract
We consider a general stochastic branching process, which is relevant to earthquakes as well as to many other systems, and we study the distributions of the total number of offsprings (direct and indirect aftershocks in seismicity) and of the total number of generations before extinction. We apply our results to a branching model of triggered seismicity, the ETAS (epidemic-type aftershock sequence) model. The ETAS model assumes that each earthquake can trigger other earthquakes (``aftershocks). An aftershock sequence results in this model from the cascade of aftershocks of each past earthquake. Due to the large fluctuations of the number of aftershocks triggered directly by any earthquake (``fertility), there is a large variability of the total number of aftershocks from one sequence to another, for the same mainshock magnitude. We study the regime where the distribution of fertilities mu is characterized by a power law ~1/mu^(1+gamma). For earthquakes, we expect such a power-law distribution of fertilities with gamma = b/alpha based on the Gutenberg-Richter magnitude distribution ~10^(-bm) and on the increase ~10^(alpha m) of the number of aftershocks with the mainshock magnitude m. We derive the asymptotic distributions p_r(r) and p_g(g) of the total number r of offsprings and of the total number g of generations until extinction following a mainshock. In the regime gamma<2 relevant for earhquakes, for which the distribution of fertilities has an infinite variance, we find p_r(r)~1/r^(1+1/gamma) and p_g(g)~1/g^(1+1/(gamma -1)). These predictions are checked by numerical simulations.
A proof of the relativistic $H$-theorem by including nonextensive effects is given. As it happens in the nonrelativistic limit, the molecular chaos hypothesis advanced by Boltzmann does not remain valid, and the second law of thermodynamics combined with a duality transformation implies that the q-parameter lies on the interval [0,2]. It is also proved that the collisional equilibrium states (null entropy source term) are described by the relativistic $q$-power law extension of the exponential Juttner distribution which reduces, in the nonrelativistic domain, to the Tsallis power law function. As a simple illustration of the basic approach, we derive the relativistic nonextensive equilibrium distribution for a dilute charged gas under the action of an electromagnetic field $F^{{mu u}}$. Such results reduce to the standard ones in the extensive limit, thereby showing that the nonextensive entropic framework can be harmonized with the space-time ideas contained in the special relativity theory.
Power-law singularities and critical exponents in n-vector models are considered from different theoretical points of view. It includes a theoretical approach called the GFD (grouping of Feynman diagrams) theory, as well as the perturbative renormalization group (RG) treatment. A non-perturbative proof concerning corrections to scaling in the two-point correlation function of the phi^4 model is provided, showing that predictions of the GFD theory rather than those of the perturbative RG theory can be correct. Critical exponents determined from highly accurate experimental data very close to the lambda-transition point in liquid helium, as well as the Goldstone mode singularities in n-vector spin models, evaluated from Monte Carlo simulation results, are discussed with an aim to test the theoretical predictions. Our analysis shows that in both cases the data can be well interpreted within the GFD theory.
We study a one-dimensional particles system, in the overdamped limit, where nearest particles attract with a force inversely proportional to a power of their distance and coalesce upon encounter. The detailed shape of the distribution function for the gap between neighbouring particles serves to discriminate between different laws of attraction. We develop an exact Fokker-Planck approach for the infinite hierarchy of distribution functions for multiple adjacent gaps and solve it exactly, at the mean-field level, where correlations are ignored. The crucial role of correlations and their effect on the gap distribution function is explored both numerically and analytically. Finally, we analyse a random input of particles, which results in a stationary state where the effect of correlations is largely diminished.
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by (i) a Gaussian or (ii) a truncated L{e}vy distribution. For both (i) and (ii), we find that due to the correlations in the variance, the process ``dynamically generates power-law tails in the distributions, whose exponents can be controlled through the way the correlations in the variance are introduced. For (ii), we find that the process can extend a truncated distribution {it beyond the truncation cutoff}, which leads to a crossover between a L{e}vy stable power law and the present ``dynamically-generated power law. We show that the process can explain the crossover behavior recently observed in the $S&P500$ stock index.
Let $X$ be the branching particle diffusion corresponding to the operator $Lu+beta (u^{2}-u)$ on $Dsubseteq mathbb{R}^{d}$ (where $beta geq 0$ and $beta otequiv 0$). Let $lambda_{c}$ denote the generalized principal eigenvalue for the operator $L+beta $ on $D$ and assume that it is finite. When $lambda_{c}>0$ and $L+beta-lambda_{c}$ satisfies certain spectral theoretical conditions, we prove that the random measure $exp {-lambda_{c}t}X_{t}$ converges almost surely in the vague topology as $t$ tends to infinity. This result is motivated by a cluster of articles due to Asmussen and Hering dating from the mid-seventies as well as the more recent work concerning analogous results for superdiffusions of cite{ET,EW}. We extend significantly the results in cite{AH76,AH77} and include some key examples of the branching process literature. As far as the proofs are concerned, we appeal to modern techniques concerning martingales and `spine decompositions or `immortal particle pictures.