Estimate of blow-up and relaxation time for self-gravitating Brownian particles and bacterial populations

We determine an asymptotic expression of the blow-up time t_coll for self-gravitating Brownian particles or bacterial populations (chemotaxis) close to the critical point. We show that t_coll=t_{*}(eta-eta_c)^{-1/2} with t_{*}=0.91767702..., where eta represents the inverse temperature (for Brownian particles) or the mass (for bacterial colonies), and eta_c is the critical value of eta above which the system blows up. This result is in perfect agreement with the numerical solution of the Smoluchowski-Poisson system. We also determine the asymptotic expression of the relaxation time close but above the critical temperature and derive a large time asymptotic expansion for the density profile exactly at the critical point

Anomalous Drude Model

A generalization of the Drude model is studied. On the one hand, the free motion of the particles is allowed to be sub- or superdiffusive; on the other hand, the distribution of the time delay between collisions is allowed to have a long tail and even a non-vanishing first moment. The collision averaged motion is either regular diffusive or L\'evy-flight like. The anomalous diffusion coefficients show complex scaling laws. The conductivity can be calculated in the diffusive regime. The model is of interest for the phenomenological study of electronic transport in quasicrystals.Comment: 4 pages, latex, 2 figures, to be published in Physical Review Letter

Universal statistical properties of poker tournaments

We present a simple model of Texas hold'em poker tournaments which retains the two main aspects of the game: i. the minimal bet grows exponentially with time; ii. players have a finite probability to bet all their money. The distribution of the fortunes of players not yet eliminated is found to be independent of time during most of the tournament, and reproduces accurately data obtained from Internet tournaments and world championship events. This model also makes the connection between poker and the persistence problem widely studied in physics, as well as some recent physical models of biological evolution, and extreme value statistics.Comment: Final longer version including data from Internet and WPT tournament

Generalized quasiperiodic Rauzy tilings

We present a geometrical description of new canonical $d$-dimensional codimension one quasiperiodic tilings based on generalized Fibonacci sequences. These tilings are made up of rhombi in 2d and rhombohedra in 3d as the usual Penrose and icosahedral tilings. Thanks to a natural indexing of the sites according to their local environment, we easily write down, for any approximant, the sites coordinates, the connectivity matrix and we compute the structure factor.Comment: 11 pages, 3 EPS figures, final version with minor change

The spatial correlations in the velocities arising from a random distribution of point vortices

This paper is devoted to a statistical analysis of the velocity fluctuations arising from a random distribution of point vortices in two-dimensional turbulence. Exact results are derived for the correlations in the velocities occurring at two points separated by an arbitrary distance. We find that the spatial correlation function decays extremely slowly with the distance. We discuss the analogy with the statistics of the gravitational field in stellar systems.Comment: 37 pages in RevTeX format (no figure); submitted to Physics of Fluid

Theory of the temperature and doping dependence of the Hall effect in a model with x-ray edge singularities in d=oo

We explain the anomalous features in the Hall data observed experimentally in the normal state of the high-Tc superconductors. We show that a consistent treatment of the local spin fluctuations in a model with x-ray edge singularities in d=oo reproduces the temperature and the doping dependence of the Hall constant as well as the Hall angle in the normal state. The model has also been invoked to justify the marginal-Fermi-liquid behavior, and provides a consistent explanation of the Hall anomalies for a non-Fermi liquid in d=oo.Comment: 5 pages, 4 figures, To appear in Phys. Rev. B, title correcte

Experimental Measurement of the Persistence Exponent of the Planar Ising Model

Using a twisted nematic liquid crystal system exhibiting planar Ising model dynamics, we have measured the scaling exponent $\theta$ which characterizes the time evolution, $p(t) \sim t^{-\theta}$, of the probability p(t) that the local order parameter has not switched its state by the time t. For 0.4 seconds to 200 seconds following the phase quench, the system exhibits scaling behavior and, measured over this interval, $\theta = 0.19 \pm 0.031$, in good agreement with theoretical analysis and numerical simulations.Comment: 4 pages RevTeX (multicol.sty and epsf.sty needed): 1 EPS figure. Introduction and reference list modifie

Persistence exponents of non-Gaussian processes in statistical mechanics

Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the sample functions are of the "random sawtooth" type and the level dependent persistence exponent \theta can be calculated exactly. We then develop an expansion method valid for small curvature of the deterministic curve. The curvature parameter g plays the role of the coupling constant of an interacting particle system. The leading order curvature correction to \theta is proportional to g^{2/3}. The expansion applies in particular to exponential decay in the limit of large level, where the curvature correction considerably improves the linear approximation. The Langevin equation, with Gaussian white noise, is recovered as a singular limiting case.Comment: 20 pages, 3 figure

Analytical results for random walk persistence

In this paper, we present the detailed calculation of the persistence exponent $\theta$ for a nearly-Markovian Gaussian process $X(t)$, a problem initially introduced in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that the walker never crosses the origin. New resummed perturbative and non-perturbative expressions for $\theta$ are obtained, which suggest a connection with the result of the alternative independent interval approximation (IIA). The perturbation theory is extended to the calculation of $\theta$ for non-Gaussian processes, by making a strong connection between the problem of persistence and the calculation of the energy eigenfunctions of a quantum mechanical problem. Finally, we give perturbative and non-perturbative expressions for the persistence exponent $\theta(X_0)$, describing the probability that the process remains bigger than $X_0\sqrt{}$.Comment: 23 pages; accepted for publication to Phys. Rev. E (Dec. 98

Growth and Structure of Stochastic Sequences

We introduce a class of stochastic integer sequences. In these sequences, every element is a sum of two previous elements, at least one of which is chosen randomly. The interplay between randomness and memory underlying these sequences leads to a wide variety of behaviors ranging from stretched exponential to log-normal to algebraic growth. Interestingly, the set of all possible sequence values has an intricate structure.Comment: 4 pages, 4 figure