On the robustness of q-expectation values and Renyi entropy

We study the robustness of functionals of probability distributions such as the R\'enyi and nonadditive S_q entropies, as well as the q-expectation values under small variations of the distributions. We focus on three important types of distribution functions, namely (i) continuous bounded (ii) discrete with finite number of states, and (iii) discrete with infinite number of states. The physical concept of robustness is contrasted with the mathematically stronger condition of stability and Lesche-stability for functionals. We explicitly demonstrate that, in the case of continuous distributions, once unbounded distributions and those leading to negative entropy are excluded, both Renyi and nonadditive S_q entropies as well as the q-expectation values are robust. For the discrete finite case, the Renyi and nonadditive S_q entropies and the q-expectation values are robust. For the infinite discrete case, where both Renyi entropy and q-expectations are known to violate Lesche-stability and stability respectively, we show that one can nevertheless state conditions which guarantee physical robustness.Comment: 6 pages, to appear in Euro Phys Let

Quantification of systemic risk from overlapping portfolios in the financial system

Financial markets create endogenous systemic risk, the risk that a substantial fraction of the system ceases to function and collapses. Systemic risk can propagate through different mechanisms and channels of contagion. One important form of financial contagion arises from indirect interconnections between financial institutions mediated by financial markets. This indirect interconnection occurs when financial institutions invest in common assets and is referred to as overlapping portfolios. In this work we quantify systemic risk from indirect interconnections between financial institutions. Complete information of security holdings of major Mexican financial intermediaries and the ability to uniquely identify securities in their portfolios, allows us to represent the Mexican financial system as a bipartite network of securities and financial institutions. This makes it possible to quantify systemic risk arising from overlapping portfolios. We show that focusing only on direct interbank exposures underestimates total systemic risk levels by up to 50% under the assumptions of the model. By representing the financial system as a multi-layer network of direct interbank exposures (default contagion) and indirect external exposures (overlapping portfolios) we estimate the mutual influence of different channels of contagion. The method presented here is the first quantification of systemic risk on national scales that includes overlapping portfolio

litsift: Automated Text Categorization in Bibliographic Search

In bioinformatics there exist research topics that cannot be uniquely characterized by a set of key words because relevant key words are (i) also heavily used in other contexts and (ii) often omitted in relevant documents because the context is clear to the target audience. Information retrieval interfaces such as entrez/Pubmed produce either low precision or low recall in this case. To yield a high recall at a reasonable precision, the results of a broad information retrieval search have to be filtered to remove irrelevant documents. We use automated text categorization for this purpose. In this study we use the topic of conserved secondary RNA structures in viral genomes as running example. Pubmed result sets for two virus groups, Picornaviridae and Flaviviridae, have been manually labeled by human experts. We evaluated various classifiers from the Weka toolkit together with different feature selection methods to assess whether classifiers trained on documents dedicated to one virus group can be successfully applied to filter literature on other virus groups. Our results indicate that in this domain a bibliographic search tool trained on a reference corpus may significantly reduce the amount of time needed for extensive literature recherches

Conserved RNA secondary structures in Flaviviridae genomes

Presented here is a comprehensive computational survey of evolutionarily conserved secondary structure motifs in the genomic RNAs of the family Flaviviridae. This virus family consists of the three genera Flavivirus, Pestivirus and Hepacivirus and the group of GB virus C/hepatitis G virus with a currently uncertain taxonomic classification. Based on the control of replication and translation, two subgroups were considered separately: the genus Flavivirus, with its type I cap structure at the 5′ untranslated region (UTR) and a highly structured 3′ UTR, and the remaining three groups, which exhibit translation control by means of an internal ribosomal entry site (IRES) in the 5′ UTR and a much shorter less-structured 3′ UTR. The main findings of this survey are strong hints for the possibility of genome cyclization in hepatitis C virus and GB virus C/hepatitis G virus in addition to the flaviviruses; a surprisingly large number of conserved RNA motifs in the coding regions; and a lower level of detailed structural conservation in the IRES and 3′ UTR motifs than reported in the literature. An electronic atlas organizes the information on the more than 150 conserved, and therefore putatively functional, RNA secondary structure elements

Peer-review in a world with rational scientists: Toward selection of the average

One of the virtues of peer review is that it provides a self-regulating selection mechanism for scientific work, papers and projects. Peer review as a selection mechanism is hard to evaluate in terms of its efficiency. Serious efforts to understand its strengths and weaknesses have not yet lead to clear answers. In theory peer review works if the involved parties (editors and referees) conform to a set of requirements, such as love for high quality science, objectiveness, and absence of biases, nepotism, friend and clique networks, selfishness, etc. If these requirements are violated, what is the effect on the selection of high quality work? We study this question with a simple agent based model. In particular we are interested in the effects of rational referees, who might not have any incentive to see high quality work other than their own published or promoted. We find that a small fraction of incorrect (selfish or rational) referees can drastically reduce the quality of the published (accepted) scientific standard. We quantify the fraction for which peer review will no longer select better than pure chance. Decline of quality of accepted scientific work is shown as a function of the fraction of rational and unqualified referees. We show how a simple quality-increasing policy of e.g. a journal can lead to a loss in overall scientific quality, and how mutual support-networks of authors and referees deteriorate the system.Comment: 5 pages 4 figure

Confinement and Topological Charge in the Abelian Gauge of QCD

We study the relation between instantons and monopoles in the abelian gauge. First, we investigate the monopole in the multi-instanton solution in the continuum Yang-Mills theory using the Polyakov gauge. At a large instanton density, the monopole trajectory becomes highly complicated, which can be regarded as a signal of monopole condensation. Second, we study instantons and monopoles in the SU(2) lattice gauge theory both in the maximally abelian (MA) gauge and in the Polyakov gauge. Using the $16^3 \times 4$ lattice, we find monopole dominance for instantons in the confinement phase even at finite temperatures. A linear-type correlation is found between the total monopole-loop length and the integral of the absolute value of the topological density (the total number of instantons and anti-instantons) in the MA gauge. We conjecture that instantons enhance the monopole-loop length and promote monopole condensation.Comment: 3 pages, LaTeX, Talk presented at LATTICE96(topology

Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes

By performing a comprehensive study on 1832 segments of 1212 complete genomes of viruses, we show that in viral genomes the hairpin structures of thermodynamically predicted RNA secondary structures are more abundant than expected under a simple random null hypothesis. The detected hairpin structures of RNA secondary structures are present both in coding and in noncoding regions for the four groups of viruses categorized as dsDNA, dsRNA, ssDNA and ssRNA. For all groups hairpin structures of RNA secondary structures are detected more frequently than expected for a random null hypothesis in noncoding rather than in coding regions. However, potential RNA secondary structures are also present in coding regions of dsDNA group. In fact we detect evolutionary conserved RNA secondary structures in conserved coding and noncoding regions of a large set of complete genomes of dsDNA herpesviruses.Comment: 9 pages, 2 figure

Lack of consensus in social systems

We propose an exactly solvable model for the dynamics of voters in a two-party system. The opinion formation process is modeled on a random network of agents. The dynamical nature of interpersonal relations is also reflected in the model, as the connections in the network evolve with the dynamics of the voters. In the infinite time limit, an exact solution predicts the emergence of consensus, for arbitrary initial conditions. However, before consensus is reached, two different metastable states can persist for exponentially long times. One state reflects a perfect balancing of opinions, the other reflects a completely static situation. An estimate of the associated lifetimes suggests that lack of consensus is typical for large systems.Comment: 4 pages, 6 figures, submitted to Phys. Rev. Let

Simple model for 1/f noise

We present a simple stochastic mechanism which generates pulse trains exhibiting a power law distribution of the pulse intervals and a $1/f^\alpha$ power spectrum over several decades at low frequencies with $\alpha$ close to one. The essential ingredient of our model is a fluctuating threshold which performs a Brownian motion. Whenever an increasing potential $V(t)$ hits the threshold, $V(t)$ is reset to the origin and a pulse is emitted. We show that if $V(t)$ increases linearly in time, the pulse intervals can be approximated by a random walk with multiplicative noise. Our model agrees with recent experiments in neurobiology and explains the high interpulse interval variability and the occurrence of $1/f^\alpha$ noise observed in cortical neurons and earthquake data.Comment: 4 pages, 4 figure

Complete diagrammatics of the single ring theorem

Using diagrammatic techniques, we provide explicit functional relations between the cumulant generating functions for the biunitarily invariant ensembles in the limit of large size of matrices. The formalism allows to map two distinct areas of free random variables: Hermitian positive definite operators and non-normal R-diagonal operators. We also rederive the Haagerup-Larsen theorem and show how its recent extension to the eigenvector correlation function appears naturally within this approach.Comment: 18 pages, 6 figures, version accepted for publicatio