898 research outputs found
On stochasticity in nearly-elastic systems
Nearly-elastic model systems with one or two degrees of freedom are
considered: the system is undergoing a small loss of energy in each collision
with the "wall". We show that instabilities in this purely deterministic system
lead to stochasticity of its long-time behavior. Various ways to give a
rigorous meaning to the last statement are considered. All of them, if
applicable, lead to the same stochasticity which is described explicitly. So
that the stochasticity of the long-time behavior is an intrinsic property of
the deterministic systems.Comment: 35 pages, 12 figures, already online at Stochastics and Dynamic
Optimistic Agents are Asymptotically Optimal
We use optimism to introduce generic asymptotically optimal reinforcement
learning agents. They achieve, with an arbitrary finite or compact class of
environments, asymptotically optimal behavior. Furthermore, in the finite
deterministic case we provide finite error bounds.Comment: 13 LaTeX page
Entropy and Hausdorff Dimension in Random Growing Trees
We investigate the limiting behavior of random tree growth in preferential
attachment models. The tree stems from a root, and we add vertices to the
system one-by-one at random, according to a rule which depends on the degree
distribution of the already existing tree. The so-called weight function, in
terms of which the rule of attachment is formulated, is such that each vertex
in the tree can have at most K children. We define the concept of a certain
random measure mu on the leaves of the limiting tree, which captures a global
property of the tree growth in a natural way. We prove that the Hausdorff and
the packing dimension of this limiting measure is equal and constant with
probability one. Moreover, the local dimension of mu equals the Hausdorff
dimension at mu-almost every point. We give an explicit formula for the
dimension, given the rule of attachment
Transfer Entropy as a Log-likelihood Ratio
Transfer entropy, an information-theoretic measure of time-directed
information transfer between joint processes, has steadily gained popularity in
the analysis of complex stochastic dynamics in diverse fields, including the
neurosciences, ecology, climatology and econometrics. We show that for a broad
class of predictive models, the log-likelihood ratio test statistic for the
null hypothesis of zero transfer entropy is a consistent estimator for the
transfer entropy itself. For finite Markov chains, furthermore, no explicit
model is required. In the general case, an asymptotic chi-squared distribution
is established for the transfer entropy estimator. The result generalises the
equivalence in the Gaussian case of transfer entropy and Granger causality, a
statistical notion of causal influence based on prediction via vector
autoregression, and establishes a fundamental connection between directed
information transfer and causality in the Wiener-Granger sense
Spectral analysis of deformed random networks
We study spectral behavior of sparsely connected random networks under the
random matrix framework. Sub-networks without any connection among them form a
network having perfect community structure. As connections among the
sub-networks are introduced, the spacing distribution shows a transition from
the Poisson statistics to the Gaussian orthogonal ensemble statistics of random
matrix theory. The eigenvalue density distribution shows a transition to the
Wigner's semicircular behavior for a completely deformed network. The range for
which spectral rigidity, measured by the Dyson-Mehta statistics,
follows the Gaussian orthogonal ensemble statistics depends upon the
deformation of the network from the perfect community structure. The spacing
distribution is particularly useful to track very slight deformations of the
network from a perfect community structure, whereas the density distribution
and the statistics remain identical to the undeformed network. On
the other hand the statistics is useful for the larger deformation
strengths. Finally, we analyze the spectrum of a protein-protein interaction
network for Helicobacter, and compare the spectral behavior with those of the
model networks.Comment: accepted for publication in Phys. Rev. E (replaced with the final
version
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