29,596 research outputs found

    Analytical study of tunneling times in flat histogram Monte Carlo

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    We present a model for the dynamics in energy space of multicanonical simulation methods that lends itself to a rather complete analytic characterization. The dynamics is completely determined by the density of states. In the \pm J 2D spin glass the transitions between the ground state level and the first excited one control the long time dynamics. We are able to calculate the distribution of tunneling times and relate it to the equilibration time of a starting probability distribution. In this model, and possibly in any model in which entering and exiting regions with low density of states are the slowest processes in the simulations, tunneling time can be much larger (by a factor of O(N)) than the equilibration time of the probability distribution. We find that these features also hold for the energy projection of single spin flip dynamics.Comment: 7 pages, 4 figures, published in Europhysics Letters (2005

    NoSOCS in SDSS. VI. The Environmental Dependence of AGN in Clusters and Field in the Local Universe

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    We investigated the variation in the fraction of optical active galactic nuclei (AGN) hosts with stellar mass, as well as their local and global environments. Our sample is composed of cluster members and field galaxies at z0.1z \le 0.1 and we consider only strong AGN. We find a strong variation in the AGN fraction (FAGNF_{AGN}) with stellar mass. The field population comprises a higher AGN fraction compared to the global cluster population, especially for objects with log M>10.6M_* > 10.6. Hence, we restricted our analysis to more massive objects. We detected a smooth variation in the FAGNF_{AGN} with local stellar mass density for cluster objects, reaching a plateau in the field environment. As a function of clustercentric distance we verify that FAGNF_{AGN} is roughly constant for R >> R200_{200}, but show a steep decline inwards. We have also verified the dependence of the AGN population on cluster velocity dispersion, finding a constant behavior for low mass systems (σP650700\sigma_P \lesssim 650-700 km s1^{-1}). However, there is a strong decline in FAGNF_{AGN} for higher mass clusters (>> 700 km s1^{-1}). When comparing the FAGNF_{AGN} in clusters with or without substructure we only find different results for objects at large radii (R >> R200_{200}), in the sense that clusters with substructure present some excess in the AGN fraction. Finally, we have found that the phase-space distribution of AGN cluster members is significantly different than other populations. Due to the environmental dependence of FAGNF_{AGN} and their phase-space distribution we interpret AGN to be the result of galaxy interactions, favored in environments where the relative velocities are low, typical of the field, low mass groups or cluster outskirts.Comment: 11 pages, 10 figures, Accepted to MNRA

    Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?

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    This paper investigates the properties of Dickey-Fuller tests for seasonally unadjusted quarterly data when deterministic seasonality is present but it is neglected in the test regression. While for the random walk case the answer is straightforward, an extensive Monte Carlo study has to be performed for more realistic processes and testing strategies. The most important conclusion is that the common perception that deterministic seasonality has nothing to do with the long-run properties of the data is incorrect. Further numerical evidence on the shortcomings of the general-to-specific t-sig lag selection method is also presented.unit root; Dickey-Fuller tests; similar tests; seasonality; Monte Carlo

    The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy

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    Besides introducing a simple and intuitive definition for the order of integration of quarterly time series, this paper also presents a simple testing strategy to determine that order for the case of macroeconomic data. A simulation study shows that much more attention should be devoted to the practical issue of selecting the maximum admissible order of integration. In fact, it is shown that when that order is too high, one may get (spurious) evidence for an excessive number of unit roots, resulting in an overdifferenced series.
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