Limit theorems for random point measures generated by cooperative sequential adsorption

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity of the model is that the probability distribution of a point depends on previously allocated points. We assume that the dependence vanishes as the concentration of points tends to infinity. Under this assumption the law of large numbers, the central limit theorem and Poisson approximation are proved for the generated sequence of random point measures.Comment: 17 page

Error Estimation for Moments Analysis in Heavy-Ion Collision Experiments

Fluctuations of conserved quantities are predicted to be sensitive to the correlation length and connected to the thermodynamic susceptibility. Thus, moments of net-baryon, net-charge and net-strangeness have been extensively studied theoretically and experimentally to explore phase structure and bulk properties of QCD matters created in heavy ion collision experiment. As the moments analysis is statistics hungry study, the error estimation is crucial to extract physics information from the limited experimental data. In this paper, we will derive the limit distributions and error formula based on Delta theorem in statistics for various order moments used in the experimental data analysis. The Monte Carlo simulation is also applied to test the error formula.Comment: 14 pages, 10 figure

Optimization Under Uncertainty Using the Generalized Inverse Distribution Function

A framework for robust optimization under uncertainty based on the use of the generalized inverse distribution function (GIDF), also called quantile function, is here proposed. Compared to more classical approaches that rely on the usage of statistical moments as deterministic attributes that define the objectives of the optimization process, the inverse cumulative distribution function allows for the use of all the possible information available in the probabilistic domain. Furthermore, the use of a quantile based approach leads naturally to a multi-objective methodology which allows an a-posteriori selection of the candidate design based on risk/opportunity criteria defined by the designer. Finally, the error on the estimation of the objectives due to the resolution of the GIDF will be proven to be quantifiableComment: 20 pages, 25 figure

Model selection in High-Dimensions: A Quadratic-risk based approach

In this article we propose a general class of risk measures which can be used for data based evaluation of parametric models. The loss function is defined as generalized quadratic distance between the true density and the proposed model. These distances are characterized by a simple quadratic form structure that is adaptable through the choice of a nonnegative definite kernel and a bandwidth parameter. Using asymptotic results for the quadratic distances we build a quick-to-compute approximation for the risk function. Its derivation is analogous to the Akaike Information Criterion (AIC), but unlike AIC, the quadratic risk is a global comparison tool. The method does not require resampling, a great advantage when point estimators are expensive to compute. The method is illustrated using the problem of selecting the number of components in a mixture model, where it is shown that, by using an appropriate kernel, the method is computationally straightforward in arbitrarily high data dimensions. In this same context it is shown that the method has some clear advantages over AIC and BIC.Comment: Updated with reviewer suggestion

Stochastic Flux-Freezing and Magnetic Dynamo

We argue that magnetic flux-conservation in turbulent plasmas at high magnetic Reynolds numbers neither holds in the conventional sense nor is entirely broken, but instead is valid in a novel statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle tra jectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. We discuss empirical evidence for spontaneous stochasticity, including our own new numerical results. We then use a Lagrangian path-integral approach to establish stochastic flux-freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux-conservation must remain stochastic at infinite magnetic Reynolds number. As an important application of these results we consider the kinematic, fluctuation dynamo in non-helical, incompressible turbulence at unit magnetic Prandtl number. We present results on the Lagrangian dynamo mechanisms by a stochastic particle method which demonstrate a strong similarity between the Pr = 1 and Pr = 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. We finally consider briefly some consequences for nonlinear MHD turbulence, dynamo and reconnectionComment: 29 pages, 10 figure

Finite size effects and the order of a phase transition in fragmenting nuclear systems

We discuss the implications of finite size effects on the determination of the order of a phase transition which may occur in infinite systems. We introduce a specific model to which we apply different tests. They are aimed to characterise the smoothed transition observed in a finite system. We show that the microcanonical ensemble may be a useful framework for the determination of the nature of such transitions.Comment: LateX, 5 pages, 5 figures; Fig. 1 change

Affine equivariant rank-weighted L-estimation of multivariate location

In the multivariate one-sample location model, we propose a class of flexible robust, affine-equivariant L-estimators of location, for distributions invoking affine-invariance of Mahalanobis distances of individual observations. An involved iteration process for their computation is numerically illustrated.Comment: 16 pages, 4 figures, 6 table

Pareto versus lognormal: a maximum entropy test

It is commonly found that distributions that seem to be lognormal over a broad range change to a power-law (Pareto) distribution for the last few percentiles. The distributions of many physical, natural, and social events (earthquake size, species abundance, income and wealth, as well as file, city, and firm sizes) display this structure. We present a test for the occurrence of power-law tails in statistical distributions based on maximum entropy. This methodology allows one to identify the true data-generating processes even in the case when it is neither lognormal nor Pareto. The maximum entropy approach is then compared with other widely used methods and applied to different levels of aggregation of complex systems. Our results provide support for the theory that distributions with lognormal body and Pareto tail can be generated as mixtures of lognormally distributed units

Thermodynamics of a finite system of classical particles with short and long range interactions and nuclear fragmentation

We describe a finite inhomogeneous three dimensional system of classical particles which interact through short and (or) long range interactions by means of a simple analytic spin model. The thermodynamic properties of the system are worked out in the framework of the grand canonical ensemble. It is shown that the system experiences a phase transition at fixed average density in the thermodynamic limit. The phase diagram and the caloric curve are constructed and compared with numerical simulations. The implications of our results concerning the caloric curve are discussed in connection with the interpretation of corresponding experimental data.Comment: 11pages, LaTeX, 6 figures. Major change : A new section dealing with numerical simulations in the framework of a cellular model has been adde

Breakup Density in Spectator Fragmentation

Proton-proton correlations and correlations of protons, deuterons and tritons with alpha particles from spectator decays following 197Au + 197Au collisions at 1000 MeV per nucleon have been measured with two highly efficient detector hodoscopes. The constructed correlation functions, interpreted within the approximation of a simultaneous volume decay, indicate a moderate expansion and low breakup densities, similar to assumptions made in statistical multifragmentation models. PACS numbers: 25.70.Pq, 21.65.+f, 25.70.Mn, 25.75.GzComment: 11 pages, LaTeX with 3 included figures; Also available from http://www-kp3.gsi.de/www/kp3/aladin_publications.htm