Preface |
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vii | |
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1 | (6) |
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Central Limit Theorem and Stable Laws |
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7 | (38) |
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Central limit theorem for broad distributions |
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8 | (5) |
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Central limit theorem for the sum of uncorrelated variables |
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8 | (5) |
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Stable laws for sum of uncorrelated variables |
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13 | (17) |
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13 | (4) |
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Complete solution of the stability problem for uncorrelated variables |
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17 | (1) |
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The ensemble of one-dimensional stable distributions |
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17 | (1) |
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Alternative formulas for the stable distributions |
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17 | (1) |
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18 | (1) |
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19 | (1) |
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Gaussian distribution as a stable law |
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20 | (1) |
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Moments of the stable distributions |
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20 | (2) |
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Explicit examples of stable distributions |
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22 | (1) |
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Symmetric stable distributions (β = 0) |
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22 | (2) |
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Asymmetric stable distributions (β = 1) |
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24 | (1) |
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The reciprocity relation for stable distributions |
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25 | (1) |
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The tail of stable distributions |
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26 | (1) |
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Moments of stable distributions |
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26 | (1) |
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Asymptotically stable laws - domains of attraction |
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27 | (2) |
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The concept of the Δ-scaling |
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29 | (1) |
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Limit theorems for more complicated combinations of uncorrelated variables |
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30 | (9) |
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Product of uncorrelated variables |
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30 | (4) |
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34 | (1) |
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35 | (3) |
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38 | (1) |
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Two examples of physical applications |
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39 | (6) |
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39 | (2) |
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The stretched-exponential relaxation |
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41 | (4) |
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Stable Laws for Correlated Variables |
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45 | (30) |
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Weakly and strongly correlated random variables |
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46 | (5) |
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Correlated random Gaussian processes |
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47 | (2) |
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Taqqu's reduction theorem |
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49 | (1) |
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50 | (1) |
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Dyson's hierarchical model |
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51 | (3) |
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The renormalization group |
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54 | (7) |
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The renormalization group and the stability problem |
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55 | (1) |
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56 | (1) |
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57 | (2) |
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Multiplicative structure of the renormalization group |
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59 | (2) |
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Self-similar probability distributions |
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61 | (5) |
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61 | (1) |
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62 | (1) |
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Self-similarity of fractals in the renormalization group approach |
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63 | (1) |
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The power spectral density function |
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64 | (1) |
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65 | (1) |
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66 | (9) |
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67 | (1) |
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68 | (2) |
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70 | (1) |
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71 | (2) |
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Studies of criticality in finite systems |
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73 | (2) |
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75 | (38) |
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75 | (6) |
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75 | (2) |
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Ornstein-Uhlenbeck representation |
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77 | (2) |
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Fokker-Planck representation |
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79 | (2) |
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81 | (16) |
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Gaussian random walks and Gaussian Levy flights |
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81 | (3) |
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84 | (2) |
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Non-Gaussian Levy flights |
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86 | (1) |
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86 | (3) |
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89 | (1) |
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Return to the origin of the random walk |
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90 | (2) |
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Random walk in a random environment |
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92 | (4) |
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96 | (1) |
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97 | (9) |
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Random walks with Gaussian memory |
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97 | (2) |
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Fractional Brownian motion |
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99 | (3) |
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Flory's approach for linear polymers |
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102 | (4) |
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Random walk as a critical phenomenon |
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106 | (3) |
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Criticality of the Brownian motion |
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106 | (1) |
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Criticality of the Levy flight |
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107 | (1) |
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Criticality of the self-avoiding walk |
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108 | (1) |
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Random walk as a self-similar process |
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109 | (4) |
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Self-similarity of the Brownian motion |
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109 | (1) |
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Anomalous diffusion in the fractal space |
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110 | (3) |
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Poisson-Transform Distributions |
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113 | (26) |
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The class of poisson transforms |
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114 | (6) |
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General functional relations for the Poisson transforms |
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116 | (1) |
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Examples of Poisson transforms |
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117 | (2) |
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Generating function for the Poisson transforms |
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119 | (1) |
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120 | (7) |
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Definition and moments of the Pascal distribution |
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121 | (1) |
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Recurrence relations for the Pascal distribution |
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121 | (2) |
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Limit cases of the Poisson distribution |
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123 | (1) |
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Stability of the Pascal distribution |
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123 | (2) |
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Origins of the Pascal distribution |
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125 | (1) |
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Stochastic differential equation leading to the Pascal distribution |
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126 | (1) |
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127 | (8) |
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The generalized Gamma distribution and its moments |
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128 | (1) |
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Langevin and Fokker-Planck equations leading to the generalized Gamma function |
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129 | (1) |
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One-dimensional Langevin equation with the multiplicative noise |
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130 | (1) |
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Explicit physical processes leading to the one-dimensional Langevin equation with the multiplicative noise |
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131 | (1) |
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Solution of the one-dimensional Langevin equation with the multiplicative noise |
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132 | (1) |
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The limit case with vanishing random force |
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133 | (2) |
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Other examples of integral transforms |
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135 | (1) |
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135 | (4) |
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Extension of the KNO scaling rule |
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136 | (3) |
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Featuring the Correlations |
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139 | (24) |
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Moments and their generating function |
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139 | (7) |
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140 | (1) |
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140 | (1) |
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141 | (1) |
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Cumulant factorial moments |
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142 | (1) |
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142 | (2) |
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144 | (1) |
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144 | (1) |
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Existence of the generating functions |
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145 | (1) |
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Some tools specific to the moment generating functions |
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146 | (2) |
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Singularities of the moment generating function |
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146 | (1) |
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147 | (1) |
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One example: the poisson distribution |
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148 | (3) |
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Infinitely divisible distribution functions |
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151 | (2) |
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Truncating the multiplicity distribution |
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153 | (1) |
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153 | (5) |
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Conditional and joint probabilities |
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154 | (1) |
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155 | (3) |
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More about the pascal distribution |
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158 | (5) |
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159 | (2) |
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High-energy phenomenology |
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161 | (2) |
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Exclusive and Inclusive Densities |
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163 | (36) |
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Generalities and variables |
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163 | (3) |
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Cumulant correlation functions |
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166 | (2) |
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168 | (8) |
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Intermittency with the scaled factorial moments |
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169 | (2) |
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Correcting for the shape of the one-particle distribution and the lack of the translational invariance |
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171 | (1) |
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Unphysical correlations due to the mixing of events of different multiplicities |
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172 | (1) |
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173 | (3) |
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Scaled factorial correlators and bin-split moments |
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176 | (2) |
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Scaled factorial cumulants |
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178 | (5) |
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180 | (3) |
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Linked structure of the correlations |
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183 | (6) |
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Linked pair approximation |
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183 | (1) |
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Linked approximation in the conformal theory |
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184 | (2) |
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Linked approximation for the Δ-scaling |
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186 | (1) |
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Counts and their fluctuations |
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187 | (2) |
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189 | (10) |
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192 | (3) |
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Simple examples of wavelets |
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195 | (4) |
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Bose-Einstein Correlations in Nuclear and Particle Physics |
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199 | (22) |
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Basic features of bose-einstein quantum statistical correlations |
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200 | (2) |
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Parametrization of the HBT data |
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202 | (6) |
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The space-time structure of the multiparticle system |
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204 | (2) |
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HBT measurements in condensed matter and atomic physics |
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206 | (2) |
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Bose-Einstein interference in models |
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208 | (1) |
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Idealized picture of independent particle production |
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209 | (5) |
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212 | (2) |
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Bose-Einstein correlations in high-energy collisions |
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214 | (7) |
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Higher order cumulants in pp collisions |
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214 | (3) |
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Small-scale Bose-Einstein correlations |
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217 | (2) |
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Density dependence of the correlations |
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219 | (2) |
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Random Multiplicative Cascades |
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221 | (30) |
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Multiplicative cascade models |
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222 | (5) |
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Weak intermittency regime |
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223 | (2) |
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Strong intermittency regime |
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225 | (1) |
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Regularization of the scaled factorial moments in the strong intermittency limit |
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226 | (1) |
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Multifractals and intermittency |
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227 | (2) |
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Correlations in random cascading |
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229 | (10) |
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Some examples of the branching generating functions |
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235 | (1) |
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Link to the multifractal formalism |
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236 | (2) |
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Relation between branching generating function and multifractal mass exponents |
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238 | (1) |
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Non-ideal random cascades: the cut-off effect |
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239 | (6) |
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Multiscaling dependence on the cut-off parameters |
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240 | (3) |
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α-model with the cut-off at small scales |
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243 | (2) |
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245 | (6) |
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Random Cascades with Short-Scale Dissipation |
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251 | (34) |
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Basic features of the fragmentation-inactivation binary model |
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254 | (3) |
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255 | (1) |
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Scale-independent dissipation effects: the phase diagramme |
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256 | (1) |
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Various approaches to the fragmentation-inactivation binary model |
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257 | (4) |
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Fragmentation-inactivation binary model as a random multiplicative cascade |
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257 | (1) |
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Fragmentation-inactivation binary model as a mean-field branching process |
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258 | (1) |
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Cascade equation for the multiplicity evolution |
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259 | (1) |
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260 | (1) |
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Moment analysis of the fragmentation-inactivation binary equations |
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261 | (10) |
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General equations for the factorial moments and cumulant moments |
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261 | (1) |
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Moments of the multiplicity distribution at the transition line |
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262 | (1) |
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Brand - Schenzle fragmentation domain (pF > 1/2, α > --1) |
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263 | (2) |
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Marginal case : pF = 1/2, α > --1 |
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265 | (1) |
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Cayley fragmentation domain: pF < 1/2, α > --1 |
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266 | (2) |
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Evaporative fragmentation domain: pF > 0, α < --1 |
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268 | (2) |
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Structure of higher-order cumulant correlations at the transitional line |
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270 | (1) |
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Binary cascading with scale-dependent inactivation mechanism |
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271 | (6) |
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First example : binary cascading with α = --1 and the Gaussian inactivation |
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272 | (3) |
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Second example: binary fragmentation with α = +1 and the Gaussian inactivation |
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275 | (1) |
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Δ-scaling vs value of exponent τ |
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275 | (1) |
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Multiplicity fluctuations in different physical systems and in the binary fragmentation |
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276 | (1) |
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Perturbative quantum chromodynamics including inactivation mechanism |
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277 | (4) |
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Multiplicity distributions in the dissipative gluodynamics |
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280 | (1) |
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Phenomenology of the multiplicity distributions in e+e- reactions |
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281 | (4) |
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Fluctuations of the Order Parameter |
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285 | (36) |
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Order parameter fluctuations in self-similar systems |
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286 | (4) |
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286 | (2) |
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288 | (1) |
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Note about the correct order parameter |
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289 | (1) |
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Example of the non-critical model |
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290 | (3) |
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290 | (1) |
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Check of the linked pair approximation |
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290 | (1) |
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291 | (1) |
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Note about the average size-distribution |
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292 | (1) |
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Mean-field critical model: the Landau-Ginzburg model |
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293 | (4) |
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Landau-Ginzburg free energy |
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293 | (1) |
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Distribution of the extensive order parameter |
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293 | (1) |
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First scaling at the pseudo-critical point |
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294 | (1) |
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Gaussian first scaling in the disordered phase |
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295 | (1) |
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Second scaling in the ordered phase |
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295 | (1) |
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Correlation pattern in the Landau-Ginzburg theory |
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296 | (1) |
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Example of the critical model: the potts model |
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297 | (3) |
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Scaling laws for the order-parameter distribution |
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298 | (2) |
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Reversible aggregation: example of the percolation model |
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300 | (8) |
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Order parameter in the percolation on the Bethe lattice |
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301 | (3) |
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The three-dimensional percolation model |
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304 | (1) |
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Multiplicity distributions |
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304 | (1) |
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Order-parameter distribution |
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304 | (1) |
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304 | (1) |
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Outside of the critical point |
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305 | (2) |
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Close to the critical point |
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307 | (1) |
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Irreversible aggregation: example of the smoluchowski kinetic model |
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308 | (9) |
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Basic behaviour of the order parameter |
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308 | (2) |
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Scalings of the order-parameter distributions |
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310 | (1) |
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Tails of the scaling functions |
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311 | (1) |
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Scaling for the shifted order parameter |
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312 | (1) |
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Origin of fluctuations in non-equilibrium aggregation |
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313 | (1) |
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313 | (2) |
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315 | (1) |
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Scaling of the second moments for gelling systems |
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315 | (2) |
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317 | (1) |
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Off-equilibrium fragmentation |
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317 | (4) |
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Universal Fluctuations in Nuclear and Particle Physics |
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321 | (24) |
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Phenomenology of high energy collisions in the scaled factorial moments analysis |
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322 | (8) |
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Nonsingular parts in the correlations |
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322 | (1) |
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323 | (1) |
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General phenomenology and experimental results |
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324 | (4) |
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Self-similarity or self-affinity in multiparticle production? |
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328 | (1) |
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Self-affine analysis of π+ / K+p data |
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329 | (1) |
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Δ-scaling in pp collisions? |
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330 | (5) |
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Aggregation scenario for pp and AA collisions? |
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333 | (2) |
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Universal fluctuations in excited nuclear matter |
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335 | (10) |
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Δ-scaling in nucleus-nucleus collisions in the Fermi energy domain |
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337 | (8) |
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345 | (4) |
Bibliography |
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349 | (14) |
Index |
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363 | |