Power law spectra and intermittent fluctuations due to uncorrelated Lorentzian pulses

A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary process. A random distribution of pulse durations modifies the frequency spectrum and several examples are shown to result in power law spectra. The distribution of pulse durations does not influence the characteristic function and thus neither the moments nor the probability density function for the random variable. It is demonstrated that the fluctuations are intrinsically intermittent through a large excess kurtosis moment in the limit of weak pulse overlap. These results allow to estimate the basic properties of fluctuations from measurement data and describe the diversity of frequency spectra reported from measurements in magnetized plasmas.Comment: 12 pages, 4 figure

On bialgebras associated with paths and essential paths on ADE graphs

We define a graded multiplication on the vector space of essential paths on a graph $G$ (a tree) and show that it is associative. In most interesting applications, this tree is an ADE Dynkin diagram. The vector space of length preserving endomorphisms of essential paths has a grading obtained from the length of paths and possesses several interesting bialgebra structures. One of these, the Double Triangle Algebra (DTA) of A. Ocneanu, is a particular kind of quantum groupoid (a weak Hopf algebra) and was studied elsewhere; its coproduct gives a filtrated convolution product on the dual vector space. Another bialgebra structure is obtained by replacing this filtered convolution product by a graded associative product.It can be obtained from the former by projection on a subspace of maximal grade, but it is interesting to define it directly, without using the DTA. What is obtained is a weak bialgebra, not a weak Hopf algebra

Intermittent fluctuations due to uncorrelated Lorentzian pulses

Fluctuations due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes and duration times are considered. These are demonstrated to be strongly intermittent in the limit of weak pulse overlap, resulting in large skewness and flatness moments. The characteristic function and the lowest order moments are derived, revealing a parabolic relationship between the skewness and flatness moments. Numerical integration reveals the probability density functions in the case of exponential and Laplace distributed pulse amplitudes. This stochastic model describes the intermittent fluctuations and probability densities with exponential tails commonly observed in turbulent fluids and magnetized plasmas.Comment: 12 pages, 3 figure

Productivity of Nations: a Stochastic Frontier Approach to Tfp Decomposition

This Paper Tackles the Problem of Aggregate Tfp Measurement Using Stochastic Frontier Analysis (Sfa). Data From Penn World Table 6.1 are Used to Estimate a World Production Frontier For a Sample of 75 Countries Over a Long Period (1950-2000) Taking Advantage of the Model Offered By Battese and Coelli (1992). We Also Apply the Decomposition of Tfp Suggested By Bauer (1990) and Kumbhakar (2000) to a Smaller Sample of 36 Countries Over the Period 1970-2000 in Order to Evaluate the Effects of Changes in Efficiency (Technical and Allocative), Scale Effects and Technical Change. This Allows Us to Analyze the Role of Productivity and Its Components in Economic Growth of Developed and Developing Nations in Addition to the Importance of Factor Accumulation. Although not Much Explored in the Study of Economic Growth, Frontier Techniques Seem to Be of Particular Interest For That Purpose Since the Separation of Efficiency Effects and Technical Change Has a Direct Interpretation in Terms of the Catch-Up Debate. The Estimated Technical Efficiency Scores Reveal the Efficiency of Nations in the Production of Non Tradable Goods Since the Gdp Series Used is Ppp-Adjusted. We Also Provide a Second Set of Efficiency Scores Corrected in Order to Reveal Efficiency in the Production of Tradable Goods and Rank Them. When Compared to the Rankings of Productivity Indexes Offered By Non-Frontier Studies of Hall and Jones (1996) and Islam (1995) Our Ranking Shows a Somewhat More Intuitive Order of Countries. Rankings of the Technical Change and Scale Effects Components of Tfp Change are Also Very Intuitive. We Also Show That Productivity is Responsible For Virtually All the Differences of Performance Between Developed and Developing Countries in Terms of Rates of Growth of Income Per Worker. More Important, We Find That Changes in Allocative Efficiency Play a Crucial Role in Explaining Differences in the Productivity of Developed and Developing Nations, Even Larger Than the One Played By the Technology Gap