Statistical Features for Image Retrieval: A Quantitative Comparison

In this paper we present a comparison between various statistical descriptors and analyze their goodness in classifying textural images. The chosen statistical descriptors have been proposed by Tamura, Battiato and Haralick. In this work we also test a combination of the three descriptors for texture analysis. The databases used in our study are the well-known Brodatz’s album and DDSM(Heath et al., 1998). The computed features are classified using the Naive Bayes, the RBF, the KNN, the Random Forest and Random Tree models. The results obtained from this study show that we can achieve a high classification accuracy if the descriptors are used all together

Quantum features in statistical observations of "timeless" classical systems

We pursue the view that quantum theory may be an emergent structure related to large space-time scales. In particular, we consider classical Hamiltonian systems in which the intrinsic proper time evolution parameter is related through a probability distribution to the discrete physical time. This is motivated by studies of ``timeless'' reparametrization invariant models, where discrete physical time has recently been constructed based on coarse-graining local observables. Describing such deterministic classical systems with the help of path-integrals, primordial states can naturally be introduced which follow unitary quantum mechanical evolution in suitable limits.Comment: 7 pages. Invited talk at Int. Workshop Trends and Perspectives on Extensive and Non-Extensive Statistical Mechanics, Angra dos Reis (Brazil), Nov. 2003. To appear in Physica

Nonextensive statistical features of the Polish stock market fluctuations

The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here we present a systematic study of such characteristics for the Polish stock market index WIG20 over the period 04.01.1999 - 31.10.2005 for the time lags ranging from one minute up to one hour. This market is commonly classified as emerging. Still on the shortest time scales studied we find that the tails of the return distributions are consistent with the inverse cubic power-law, as identified previously for majority of the mature markets. Within the time scales studied a quick and considerable departure from this law towards a Gaussian can however be traced. Interestingly, all the forms of the distributions observed can be comprised by the single $q$-Gaussians which provide a satisfactory and at the same time compact representation of the distribution of return fluctuations over all magnitudes of their variation. The corresponding nonextensivity parameter $q$ is found to systematically decrease when increasing the time scales.Comment: 14 pages. Physica A in prin

INCORPORATION OF QUANTUM STATISTICAL FEATURES IN MOLECULAR DYNAMICS

We formulate a method for incorporating quantum fluctuations into molecular- dynamics simulations of many-body systems, such as those employed for energetic nuclear collision processes. Based on Fermi's Golden Rule, we allow spontaneous transitions to occur between the wave packets which are not energy eigenstates. The ensuing diffusive evolution in the space of the wave packet parameters exhibits appealing physical properties, including relaxation towards quantum- statistical equilibrium.Comment: 8 latex pages + 1 uuencoded ps figur