1,185 research outputs found
Mandelbrot's 1/f fractional renewal models of 1963-67: The non-ergodic missing link between change points and long range dependence
The problem of 1/f noise has been with us for about a century. Because it is
so often framed in Fourier spectral language, the most famous solutions have
tended to be the stationary long range dependent (LRD) models such as
Mandelbrot's fractional Gaussian noise. In view of the increasing importance to
physics of non-ergodic fractional renewal models, I present preliminary results
of my research into the history of Mandelbrot's very little known work in that
area from 1963-67. I speculate about how the lack of awareness of this work in
the physics and statistics communities may have affected the development of
complexity science, and I discuss the differences between the Hurst effect, 1/f
noise and LRD, concepts which are often treated as equivalent.Comment: 11 pages. Corrected and improved version of a manuscript submitted to
ITISE 2016 meeting in Granada, Spai
Superaging correlation function and ergodicity breaking for Brownian motion in logarithmic potentials
We consider an overdamped Brownian particle moving in a confining
asymptotically logarithmic potential, which supports a normalized Boltzmann
equilibrium density. We derive analytical expressions for the two-time
correlation function and the fluctuations of the time-averaged position of the
particle for large but finite times. We characterize the occurrence of aging
and nonergodic behavior as a function of the depth of the potential, and
support our predictions with extensive Langevin simulations. While the
Boltzmann measure is used to obtain stationary correlation functions, we show
how the non-normalizable infinite covariant density is related to the
super-aging behavior.Comment: 16 pages, 6 figure
Residence Time Statistics for Normal and Fractional Diffusion in a Force Field
We investigate statistics of occupation times for an over-damped Brownian
particle in an external force field. A backward Fokker-Planck equation
introduced by
Majumdar and Comtet describing the distribution of occupation times is
solved. The solution gives a general relation between occupation time
statistics and probability currents which are found from solutions of the
corresponding problem of first passage time. This general relationship between
occupation times and first passage times, is valid for normal Markovian
diffusion and for non-Markovian sub-diffusion, the latter modeled using the
fractional Fokker-Planck equation. For binding potential fields we find in the
long time limit ergodic behavior for normal diffusion, while for the fractional
framework weak ergodicity breaking is found, in agreement with previous results
of Bel and Barkai on the continuous time random walk on a lattice. For
non-binding potential rich physical behaviors are obtained, and classification
of occupation time statistics is made possible according to whether or not the
underlying random walk is recurrent and the averaged first return time to the
origin is finite. Our work establishes a link between fractional calculus and
ergodicity breaking.Comment: 12 page
Π ΠΈΡΠΊΠΈ, Π²ΡΠ·ΠΎΠ²Ρ ΠΈ ΠΌΠ΅Ρ Π°Π½ΠΈΠ·ΠΌΡ ESG-ΡΡΠ°Π½ΡΡΠΎΡΠΌΠ°ΡΠΈΠΈ ΡΠΈΡΡΠ΅ΠΌ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ
Purpose: the article aims at justification and identification of the factors hindering the effective implementation of the management systems ESG-transformation, taking into account new risks and threats to sustainable development, and substantiation of the mechanisms that ensure its implementation.Methods: along with the traditional methods of scientific analysis, interdisciplinary approach typical for the study of sustainable development problems and the diagnosis of key factors associated with ESG-transformation of management systems, carried out a review of scientific literature, used various rating models, regulatory documents and guidelines for sustainable development, corporate social responsibility and diagnostics of ESG-factors.Results: the article performed diagnostics of managed and unmanaged risks of ESG-transformation of management systems, identified trends in the development of managerial personnel competencies that carry out such a transformation, and disclosed the features of achieving sustainable development goals. The essence of the author's position is that in order to achieve any of the sustainable development goals, two mandatory conditions must be met: ensuring effective interaction between the state, business and civil society and applying an integrated approach to considering economic, social and environmental aspects that reflect its specifics.Π‘onclusions and Relevance: the proposed approach makes it possible to develop scientifically based tools for minimizing risks and mechanisms for achieving sustainable development goals based on the ESG-transformation of management systems. Results obtained in the article may be useful for the professional community interested in promoting the ESG-agenda and achieving sustainable development goals based on the ESG-transformation of public and corporate governance.Π¦Π΅Π»Ρ ΡΡΠ°ΡΡΠΈ β Π²ΡΡΠ²Π»Π΅Π½ΠΈΠ΅ ΠΈ ΠΈΠ΄Π΅Π½ΡΠΈΡΠΈΠΊΠ°ΡΠΈΡ ΡΠ°ΠΊΡΠΎΡΠΎΠ², ΠΏΡΠ΅ΠΏΡΡΡΡΠ²ΡΡΡΠΈΡ
ΡΡΡΠ΅ΠΊΡΠΈΠ²Π½ΠΎΠΌΡ ΠΏΡΠΎΠ²Π΅Π΄Π΅Π½ΠΈΡ ESGΡΡΠ°Π½ΡΡΠΎΡΠΌΠ°ΡΠΈΠΈ ΡΠΈΡΡΠ΅ΠΌ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ, Ρ ΡΡΠ΅ΡΠΎΠΌ Π½ΠΎΠ²ΡΡ
ΡΠΈΡΠΊΠΎΠ² ΠΈ Π²ΡΠ·ΠΎΠ²ΠΎΠ² ΡΡΡΠΎΠΉΡΠΈΠ²ΠΎΠΌΡ ΡΠ°Π·Π²ΠΈΡΠΈΡ, ΠΈ ΠΎΠ±ΠΎΡΠ½ΠΎΠ²Π°Π½ΠΈΠ΅ ΠΌΠ΅Ρ
Π°Π½ΠΈΠ·ΠΌΠΎΠ², ΠΎΠ±Π΅ΡΠΏΠ΅ΡΠΈΠ²Π°ΡΡΠΈΡ
Π΅Π΅ ΡΠ΅Π°Π»ΠΈΠ·Π°ΡΠΈΡ.ΠΠ΅ΡΠΎΠ΄Ρ ΠΈΠ»ΠΈ ΠΌΠ΅ΡΠΎΠ΄ΠΎΠ»ΠΎΠ³ΠΈΡ ΠΏΡΠΎΠ²Π΅Π΄Π΅Π½ΠΈΡ ΡΠ°Π±ΠΎΡΡ. ΠΠ°ΡΡΠ΄Ρ Ρ ΡΡΠ°Π΄ΠΈΡΠΈΠΎΠ½Π½ΡΠΌΠΈ ΠΌΠ΅ΡΠΎΠ΄Π°ΠΌΠΈ Π½Π°ΡΡΠ½ΠΎΠ³ΠΎ Π°Π½Π°Π»ΠΈΠ·Π°, Π° ΡΠ°ΠΊΠΆΠ΅ ΠΌΠ΅ΠΆΠ΄ΠΈΡΡΠΈΠΏΠ»ΠΈΠ½Π°ΡΠ½ΠΎΠ³ΠΎ ΠΏΠΎΠ΄Ρ
ΠΎΠ΄Π°, Ρ
Π°ΡΠ°ΠΊΡΠ΅ΡΠ½ΠΎΠ³ΠΎ Π΄Π»Ρ ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΡ ΠΏΡΠΎΠ±Π»Π΅ΠΌ ΡΡΡΠΎΠΉΡΠΈΠ²ΠΎΠ³ΠΎ ΡΠ°Π·Π²ΠΈΡΠΈΡ ΠΈ Π΄ΠΈΠ°Π³Π½ΠΎΡΡΠΈΠΊΠΈ ΠΊΠ»ΡΡΠ΅Π²ΡΡ
ΡΠ°ΠΊΡΠΎΡΠΎΠ², ΡΠ²ΡΠ·Π°Π½Π½ΡΡ
Ρ ESG-ΡΡΠ°Π½ΡΡΠΎΡΠΌΠ°ΡΠΈΠ΅ΠΉ ΡΠΈΡΡΠ΅ΠΌ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ, Π² ΡΠ°Π±ΠΎΡΠ΅ Π²ΡΠΏΠΎΠ»Π½Π΅Π½ ΠΎΠ±Π·ΠΎΡ Π½Π°ΡΡΠ½ΠΎΠΉ Π»ΠΈΡΠ΅ΡΠ°ΡΡΡΡ. Π ΡΠ°ΠΌΠΊΠ°Ρ
ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΡ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π»ΠΈΡΡ ΡΠ°Π·Π»ΠΈΡΠ½ΡΠ΅ ΡΠ΅ΠΉΡΠΈΠ½Π³ΠΎΠ²ΡΠ΅ ΠΌΠΎΠ΄Π΅Π»ΠΈ, Π½ΠΎΡΠΌΠ°ΡΠΈΠ²Π½ΡΠ΅ Π΄ΠΎΠΊΡΠΌΠ΅Π½ΡΡ ΠΈ ΡΡΠΊΠΎΠ²ΠΎΠ΄ΡΡΠΈΠ΅ ΠΏΡΠΈΠ½ΡΠΈΠΏΡ ΡΡΡΠΎΠΉΡΠΈΠ²ΠΎΠ³ΠΎ ΡΠ°Π·Π²ΠΈΡΠΈΡ, ΠΊΠΎΡΠΏΠΎΡΠ°ΡΠΈΠ²Π½ΠΎΠΉ ΡΠΎΡΠΈΠ°Π»ΡΠ½ΠΎΠΉ ΠΎΡΠ²Π΅ΡΡΡΠ²Π΅Π½Π½ΠΎΡΡΠΈ ΠΈ Π΄ΠΈΠ°Π³Π½ΠΎΡΡΠΈΠΊΠΈ ESG-ΡΠ°ΠΊΡΠΎΡΠΎΠ².Π Π΅Π·ΡΠ»ΡΡΠ°ΡΡ ΡΠ°Π±ΠΎΡΡ. Π ΡΠ°Π±ΠΎΡΠ΅ ΠΏΡΠΎΠ²Π΅Π΄Π΅Π½Π° Π΄ΠΈΠ°Π³Π½ΠΎΡΡΠΈΠΊΠ° ΡΠΏΡΠ°Π²Π»ΡΠ΅ΠΌΡΡ
ΠΈ Π½Π΅ΡΠΏΡΠ°Π²Π»ΡΠ΅ΠΌΡΡ
ΡΠΈΡΠΊΠΎΠ² ESGΡΡΠ°Π½ΡΡΠΎΡΠΌΠ°ΡΠΈΠΈ ΡΠΈΡΡΠ΅ΠΌ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ, ΠΎΠΏΡΠ΅Π΄Π΅Π»Π΅Π½Ρ ΡΡΠ΅Π½Π΄Ρ ΡΠ°Π·Π²ΠΈΡΠΈΡ ΠΊΠΎΠΌΠΏΠ΅ΡΠ΅Π½ΡΠΈΠΉ ΡΠΏΡΠ°Π²Π»Π΅Π½ΡΠ΅ΡΠΊΠΈΡ
ΠΊΠ°Π΄ΡΠΎΠ², ΡΠ°ΠΊΡΡ ΡΡΠ°Π½ΡΡΠΎΡΠΌΠ°ΡΠΈΡ ΠΎΡΡΡΠ΅ΡΡΠ²Π»ΡΡΡΠΈΡ
, ΠΈ ΡΠ°ΡΠΊΡΡΡΡ ΠΎΡΠΎΠ±Π΅Π½Π½ΠΎΡΡΠΈ Π΄ΠΎΡΡΠΈΠΆΠ΅Π½ΠΈΡ ΡΠ΅Π»Π΅ΠΉ ΡΡΡΠΎΠΉΡΠΈΠ²ΠΎΠ³ΠΎ ΡΠ°Π·Π²ΠΈΡΠΈΡ. Π‘ΡΡΡ Π°Π²ΡΠΎΡΡΠΊΠΎΠΉ ΠΏΠΎΠ·ΠΈΡΠΈΠΈ Π·Π°ΠΊΠ»ΡΡΠ°Π΅ΡΡΡ Π² ΡΠΎΠΌ, ΡΡΠΎ Π΄Π»Ρ Π΄ΠΎΡΡΠΈΠΆΠ΅Π½ΠΈΡ Π»ΡΠ±ΠΎΠΉ ΠΈΠ· ΡΠ΅Π»Π΅ΠΉ ΡΡΡΠΎΠΉΡΠΈΠ²ΠΎΠ³ΠΎ ΡΠ°Π·Π²ΠΈΡΠΈΡ Π½Π΅ΠΎΠ±Ρ
ΠΎΠ΄ΠΈΠΌΠΎ Π²ΡΠΏΠΎΠ»Π½Π΅Π½ΠΈΠ΅ Π΄Π²ΡΡ
ΠΎΠ±ΡΠ·Π°ΡΠ΅Π»ΡΠ½ΡΡ
ΡΡΠ»ΠΎΠ²ΠΈΠΉ: ΠΎΠ±Π΅ΡΠΏΠ΅ΡΠ΅Π½ΠΈΠ΅ ΡΡΡΠ΅ΠΊΡΠΈΠ²Π½ΠΎΠ³ΠΎ Π²Π·Π°ΠΈΠΌΠΎΠ΄Π΅ΠΉΡΡΠ²ΠΈΡ Π³ΠΎΡΡΠ΄Π°ΡΡΡΠ²Π°, Π±ΠΈΠ·Π½Π΅ΡΠ° ΠΈ Π³ΡΠ°ΠΆΠ΄Π°Π½ΡΠΊΠΎΠ³ΠΎ ΠΎΠ±ΡΠ΅ΡΡΠ²Π° ΠΈ ΠΏΡΠΈΠΌΠ΅Π½Π΅Π½ΠΈΠ΅ ΠΊΠΎΠΌΠΏΠ»Π΅ΠΊΡΠ½ΠΎΠ³ΠΎ ΠΏΠΎΠ΄Ρ
ΠΎΠ΄Π° ΠΊ ΡΠ°ΡΡΠΌΠΎΡΡΠ΅Π½ΠΈΡ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΈΡ
, ΡΠΎΡΠΈΠ°Π»ΡΠ½ΡΡ
ΠΈ ΡΠΊΠΎΠ»ΠΎΠ³ΠΈΡΠ΅ΡΠΊΠΈΡ
Π°ΡΠΏΠ΅ΠΊΡΠΎΠ², ΠΎΡΡΠ°ΠΆΠ°ΡΡΠΈΡ
Π΅Π΅ ΡΠΏΠ΅ΡΠΈΡΠΈΠΊΡ.ΠΡΠ²ΠΎΠ΄Ρ. ΠΡΠ΅Π΄Π»ΠΎΠΆΠ΅Π½Π½ΡΠΉ ΠΏΠΎΠ΄Ρ
ΠΎΠ΄ Π΄Π°Π΅Ρ Π²ΠΎΠ·ΠΌΠΎΠΆΠ½ΠΎΡΡΡ ΡΠ°Π·ΡΠ°Π±ΠΎΡΠΊΠΈ Π½Π°ΡΡΠ½ΠΎ ΠΎΠ±ΠΎΡΠ½ΠΎΠ²Π°Π½Π½ΠΎΠ³ΠΎ ΠΈΠ½ΡΡΡΡΠΌΠ΅Π½ΡΠ°ΡΠΈΡ ΠΌΠΈΠ½ΠΈΠΌΠΈΠ·Π°ΡΠΈΠΈ ΡΠΈΡΠΊΠΎΠ² ΠΈ ΠΌΠ΅Ρ
Π°Π½ΠΈΠ·ΠΌΠΎΠ² Π΄ΠΎΡΡΠΈΠΆΠ΅Π½ΠΈΡ ΡΠ΅Π»Π΅ΠΉ ΡΡΡΠΎΠΉΡΠΈΠ²ΠΎΠ³ΠΎ ΡΠ°Π·Π²ΠΈΡΠΈΡ Π½Π° ΠΎΡΠ½ΠΎΠ²Π΅ ESG-ΡΡΠ°Π½ΡΡΠΎΡΠΌΠ°ΡΠΈΠΈ ΡΠΈΡΡΠ΅ΠΌ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ. Π Π΅Π·ΡΠ»ΡΡΠ°ΡΡ, ΠΏΠΎΠ»ΡΡΠ΅Π½Π½ΡΠ΅ Π² ΡΡΠ°ΡΡΠ΅, ΠΌΠΎΠ³ΡΡ Π±ΡΡΡ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½Ρ ΠΏΡΠΎΡΠ΅ΡΡΠΈΠΎΠ½Π°Π»ΡΠ½ΡΠΌ ΡΠΎΠΎΠ±ΡΠ΅ΡΡΠ²ΠΎΠΌ, Π·Π°ΠΈΠ½ΡΠ΅ΡΠ΅ΡΠΎΠ²Π°Π½Π½ΠΎΠΌ Π² ΠΏΡΠΎΠ΄Π²ΠΈΠΆΠ΅Π½ΠΈΠΈ ESG-ΠΏΠΎΠ²Π΅ΡΡΠΊΠΈ ΠΈ Π΄ΠΎΡΡΠΈΠΆΠ΅Π½ΠΈΠΈ ΡΠ΅Π»Π΅ΠΉ ΡΡΡΠΎΠΉΡΠΈΠ²ΠΎΠ³ΠΎ ΡΠ°Π·Π²ΠΈΡΠΈΡ Π½Π° ΠΎΡΠ½ΠΎΠ²Π΅ ESG-ΡΡΠ°Π½ΡΡΠΎΡΠΌΠ°ΡΠΈΠΈ Π³ΠΎΡΡΠ΄Π°ΡΡΡΠ²Π΅Π½Π½ΠΎΠ³ΠΎ ΠΈ ΠΊΠΎΡΠΏΠΎΡΠ°ΡΠΈΠ²Π½ΠΎΠ³ΠΎ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ
Weakly non-ergodic Statistical Physics
We find a general formula for the distribution of time averaged observables
for weakly non-ergodic systems. Such type of ergodicity breaking is known to
describe certain systems which exhibit anomalous fluctuations, e.g. blinking
quantum dots and the sub-diffusive continuous time random walk model. When the
fluctuations become normal we recover usual ergodic statistical mechanics.
Examples of a particle undergoing fractional dynamics in a binding force field
are worked out in detail. We briefly discuss possible physical applications in
single particle experiments
Reverse Engineering Gene Networks with ANN: Variability in Network Inference Algorithms
Motivation :Reconstructing the topology of a gene regulatory network is one
of the key tasks in systems biology. Despite of the wide variety of proposed
methods, very little work has been dedicated to the assessment of their
stability properties. Here we present a methodical comparison of the
performance of a novel method (RegnANN) for gene network inference based on
multilayer perceptrons with three reference algorithms (ARACNE, CLR, KELLER),
focussing our analysis on the prediction variability induced by both the
network intrinsic structure and the available data.
Results: The extensive evaluation on both synthetic data and a selection of
gene modules of "Escherichia coli" indicates that all the algorithms suffer of
instability and variability issues with regards to the reconstruction of the
topology of the network. This instability makes objectively very hard the task
of establishing which method performs best. Nevertheless, RegnANN shows MCC
scores that compare very favorably with all the other inference methods tested.
Availability: The software for the RegnANN inference algorithm is distributed
under GPL3 and it is available at the corresponding author home page
(http://mpba.fbk.eu/grimaldi/regnann-supmat
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