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We study chaotic orbits of conservative low--dimensional maps and present numerical results showing that the probability density functions (pdfs) of the sum of $N$ iterates in the large $N$ limit exhibit very interesting time-evolving statistics. In some cases where the chaotic layers are thin and the (positive) maximal Lyapunov exponent is small, long--lasting quasi--stationary states (QSS) are found, whose pdfs appear to converge to $q$--Gaussians associated with nonextensive statistical mechanics. More generally, however, as $N$ increases, the pdfs describe a sequence of QSS that pass from a $q$--Gaussian to an exponential shape and ultimately tend to a true Gaussian, as orbits diffuse to larger chaotic domains and the phase space dynamics becomes more uniformly ergodic.
We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem for the line
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) sim k^{-alpha}$, $3 le alpha < 5$, is discussed. We show that f
We consider a family of singular maps as an example of a simple model of dynamical systems exhibiting the property of robust chaos on a well defined range of parameters. Critical boundaries separating the region of robust chaos from the region where
Two deterministic models for Brownian motion are investigated by means of numerical simulations and kinetic theory arguments. The first model consists of a heavy hard disk immersed in a rarefied gas of smaller and lighter hard disks acting as a therm
The finest state space resolution that can be achieved in a physical dynamical system is limited by the presence of noise. In the weak-noise approximation the neighborhoods of deterministic periodic orbits can be computed as distributions stationary