480 research outputs found

    Infinite average lifetime of an unstable bright state in the green fluorescent protein

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    The time evolution of the fluorescence intensity emitted by well-defined ensembles of Green Fluorescent Proteins has been studied by using a standard confocal microscope. In contrast with previous results obtained in single molecule experiments, the photo-bleaching of the ensemble is well described by a model based on Levy statistics. Moreover, this simple theoretical model allows us to obtain information about the energy-scales involved in the aging process.Comment: 4 pages, 4 figure

    From laser cooling to aging: a unified Levy flight description

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    Intriguing phenomena such as subrecoil laser cooling of atoms, or aging phenomenon in glasses, have in common that the systems considered do not reach a steady-state during the experiments, although the experimental time scales are very large compared to the microscopic ones. We revisit some standard models describing these phenomena, and reformulate them in a unified framework in terms of lifetimes of the microscopic states of the system. A universal dynamical mechanism emerges, leading to a generic time-dependent distribution of lifetimes, independently of the physical situation considered.Comment: 8 pages, 2 figures; accepted for publication in American Journal of Physic

    Policy Gradients for CVaR-Constrained MDPs

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    We study a risk-constrained version of the stochastic shortest path (SSP) problem, where the risk measure considered is Conditional Value-at-Risk (CVaR). We propose two algorithms that obtain a locally risk-optimal policy by employing four tools: stochastic approximation, mini batches, policy gradients and importance sampling. Both the algorithms incorporate a CVaR estimation procedure, along the lines of Bardou et al. [2009], which in turn is based on Rockafellar-Uryasev's representation for CVaR and utilize the likelihood ratio principle for estimating the gradient of the sum of one cost function (objective of the SSP) and the gradient of the CVaR of the sum of another cost function (in the constraint of SSP). The algorithms differ in the manner in which they approximate the CVaR estimates/necessary gradients - the first algorithm uses stochastic approximation, while the second employ mini-batches in the spirit of Monte Carlo methods. We establish asymptotic convergence of both the algorithms. Further, since estimating CVaR is related to rare-event simulation, we incorporate an importance sampling based variance reduction scheme into our proposed algorithms

    Fractal time random walk and subrecoil laser cooling considered as renewal processes with infinite mean waiting times

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    There exist important stochastic physical processes involving infinite mean waiting times. The mean divergence has dramatic consequences on the process dynamics. Fractal time random walks, a diffusion process, and subrecoil laser cooling, a concentration process, are two such processes that look qualitatively dissimilar. Yet, a unifying treatment of these two processes, which is the topic of this pedagogic paper, can be developed by combining renewal theory with the generalized central limit theorem. This approach enables to derive without technical difficulties the key physical properties and it emphasizes the role of the behaviour of sums with infinite means.Comment: 9 pages, 7 figures, to appear in the Proceedings of Cargese Summer School on "Chaotic dynamics and transport in classical and quantum systems

    Dephasing by a nonstationary classical intermittent noise

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    We consider a new phenomenological model for a 1/fμ1/f^{\mu} classical intermittent noise and study its effects on the dephasing of a two-level system. Within this model, the evolution of the relative phase between the ±>|\pm> states is described as a continuous time random walk (CTRW). Using renewal theory, we find exact expressions for the dephasing factor and identify the physically relevant various regimes in terms of the coupling to the noise. In particular, we point out the consequences of the non-stationarity and pronounced non-Gaussian features of this noise, including some new anomalous and aging dephasing scenarii.Comment: Submitted to Phys. Rev.

    Generalised extreme value statistics and sum of correlated variables

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    We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and (generally) correlated random variables with a sum distributed according to one of the three (k-dependent) asymptotic distributions of extreme value statistics, namely the Gumbel, Frechet and Weibull distributions. These classes, as well as the limit distributions, are naturally extended to real values of k, thus providing a clear interpretation to the onset of Gumbel distributions with non-integer index k in the statistics of global observables. This is one of the very few known generalisations of the central limit theorem to non-independent random variables. Finally, in the context of a simple physical model, we relate the index k to the ratio of the correlation length to the system size, which remains finite in strongly correlated systems.Comment: To appear in J.Phys.

    Bardeen-Petterson effect and the disk structure of the Seyfert galaxy NGC 1068

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    VLBA high spatial resolution observations of the disk structure of the active galactic nucleus NGC 1068 has recently revealed that the kinematics and geometry of this AGN is well characterized by an outer disk of H2O maser emission having a compact milliarcsecond (parsec) scale structure, which is encircling a thin rotating inner disk surrounding a ~10^7 M_\sun compact mass, likely a black hole. A curious feature in this source is the occurrence of a misalignment between the inner and outer parts of the disk, with the galaxy's radio jet being orthogonal to the inner disk. We interpret this peculiar configuration as due to the Bardeen-Petterson effect, a general relativistic effect that warps an initially inclined (to the black hole equator) viscous disk, and drives the angular momentum vector of its inner part into alignment with the rotating black hole spin. We estimate the time-scale for both angular momenta to get aligned as a function the spin parameter of the Kerr black hole. We also reproduce the shape of the parsec and kiloparsec scale jets, assuming a model in which the jet is precessing with a period and aperture angle that decrease exponentially with time, as expected from the Bardeen-Petterson effect.Comment: 12 pages, 3 figures, accepted for publication in The Astrophysical Journa

    Phase transitions driven by L\'evy stable noise: exact solutions and stability analysis of nonlinear fractional Fokker-Planck equations

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    Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including nonequilibrium ones may appear. A Brownian motion is a special case of L\'evy motion and the stochastic process based on the latter is an alternative choice for studying cooperative phenomena in various fields. Recently, fractional Fokker-Planck equations associated with L\'evy noise have attracted much attention and behaviors of systems with double-well potential subjected to L\'evy noise have been studied intensively. However, most of such studies have resorted to numerical computation. We construct an {\it analytically solvable model} to study the occurrence of phase transitions driven by L\'evy stable noise.Comment: submitted to EP

    Levy distribution in many-particle quantum systems

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    Levy distribution, previously used to describe complex behavior of classical systems, is shown to characterize that of quantum many-body systems. Using two complimentary approaches, the canonical and grand-canonical formalisms, we discovered that the momentum profile of a Tonks-Girardeau gas, -- a one-dimensional gas of NN impenetrable (hard-core) bosons, harmonically confined on a lattice at finite temperatures, obeys Levy distribution. Finally, we extend our analysis to different confinement setups and demonstrate that the tunable Levy distribution properly reproduces momentum profiles in experimentally accessible regions. Our finding allows for calibration of complex many-body quantum states by using a unique scaling exponent.Comment: 7 pages, 6 figures, results are generalized, new examples are adde
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