514 research outputs found
Measuring degree-degree association in networks
The Pearson correlation coefficient is commonly used for quantifying the
global level of degree-degree association in complex networks. Here, we use a
probabilistic representation of the underlying network structure for assessing
the applicability of different association measures to heavy-tailed degree
distributions. Theoretical arguments together with our numerical study indicate
that Pearson's coefficient often depends on the size of networks with equal
association structure, impeding a systematic comparison of real-world networks.
In contrast, Kendall-Gibbons' is a considerably more robust measure
of the degree-degree association
Density of near-extreme events
We provide a quantitative analysis of the phenomenon of crowding of
near-extreme events by computing exactly the density of states (DOS) near the
maximum of a set of independent and identically distributed random variables.
We show that the mean DOS converges to three different limiting forms depending
on whether the tail of the distribution of the random variables decays slower
than, faster than, or as a pure exponential function. We argue that some of
these results would remain valid even for certain {\em correlated} cases and
verify it for power-law correlated stationary Gaussian sequences. Satisfactory
agreement is found between the near-maximum crowding in the summer temperature
reconstruction data of western Siberia and the theoretical prediction.Comment: 4 pages, 3 figures, revtex4. Minor corrections, references updated.
This is slightly extended version of the Published one (Phys. Rev. Lett.
Performance Limitations of Flat Histogram Methods and Optimality of Wang-Landau Sampling
We determine the optimal scaling of local-update flat-histogram methods with
system size by using a perfect flat-histogram scheme based on the exact density
of states of 2D Ising models.The typical tunneling time needed to sample the
entire bandwidth does not scale with the number of spins N as the minimal N^2
of an unbiased random walk in energy space. While the scaling is power law for
the ferromagnetic and fully frustrated Ising model, for the +/- J
nearest-neighbor spin glass the distribution of tunneling times is governed by
a fat-tailed Frechet extremal value distribution that obeys exponential
scaling. We find that the Wang-Landau algorithm shows the same scaling as the
perfect scheme and is thus optimal.Comment: 5 pages, 6 figure
Dynamics of the Wang-Landau algorithm and complexity of rare events for the three-dimensional bimodal Ising spin glass
We investigate the performance of flat-histogram methods based on a
multicanonical ensemble and the Wang-Landau algorithm for the three-dimensional
+/- J spin glass by measuring round-trip times in the energy range between the
zero-temperature ground state and the state of highest energy. Strong
sample-to-sample variations are found for fixed system size and the
distribution of round-trip times follows a fat-tailed Frechet extremal value
distribution. Rare events in the fat tails of these distributions corresponding
to extremely slowly equilibrating spin glass realizations dominate the
calculations of statistical averages. While the typical round-trip time scales
exponential as expected for this NP-hard problem, we find that the average
round-trip time is no longer well-defined for systems with N >= 8^3 spins. We
relate the round-trip times for multicanonical sampling to intrinsic properties
of the energy landscape and compare with the numerical effort needed by the
genetic Cluster-Exact Approximation to calculate the exact ground state
energies. For systems with N >= 8^3 spins the simulation of these rare events
becomes increasingly hard. For N >= 14^3 there are samples where the
Wang-Landau algorithm fails to find the true ground state within reasonable
simulation times. We expect similar behavior for other algorithms based on
multicanonical sampling.Comment: 9 pages, 12 figure
Modeling long-range memory with stationary Markovian processes
In this paper we give explicit examples of power-law correlated stationary
Markovian processes y(t) where the stationary pdf shows tails which are
gaussian or exponential. These processes are obtained by simply performing a
coordinate transformation of a specific power-law correlated additive process
x(t), already known in the literature, whose pdf shows power-law tails 1/x^a.
We give analytical and numerical evidence that although the new processes (i)
are Markovian and (ii) have gaussian or exponential tails their autocorrelation
function still shows a power-law decay =1/T^b where b grows with a
with a law which is compatible with b=a/2-c, where c is a numerical constant.
When a<2(1+c) the process y(t), although Markovian, is long-range correlated.
Our results help in clarifying that even in the context of Markovian processes
long-range dependencies are not necessarily associated to the occurrence of
extreme events. Moreover, our results can be relevant in the modeling of
complex systems with long memory. In fact, we provide simple processes
associated to Langevin equations thus showing that long-memory effects can be
modeled in the context of continuous time stationary Markovian processes.Comment: 5 figure
Intermediate Tail Dependence: A Review and Some New Results
The concept of intermediate tail dependence is useful if one wants to
quantify the degree of positive dependence in the tails when there is no strong
evidence of presence of the usual tail dependence. We first review existing
studies on intermediate tail dependence, and then we report new results to
supplement the review. Intermediate tail dependence for elliptical, extreme
value and Archimedean copulas are reviewed and further studied, respectively.
For Archimedean copulas, we not only consider the frailty model but also the
recently studied scale mixture model; for the latter, conditions leading to
upper intermediate tail dependence are presented, and it provides a useful way
to simulate copulas with desirable intermediate tail dependence structures.Comment: 25 pages, 1 figur
Numerical convergence of the block-maxima approach to the Generalized Extreme Value distribution
In this paper we perform an analytical and numerical study of Extreme Value
distributions in discrete dynamical systems. In this setting, recent works have
shown how to get a statistics of extremes in agreement with the classical
Extreme Value Theory. We pursue these investigations by giving analytical
expressions of Extreme Value distribution parameters for maps that have an
absolutely continuous invariant measure. We compare these analytical results
with numerical experiments in which we study the convergence to limiting
distributions using the so called block-maxima approach, pointing out in which
cases we obtain robust estimation of parameters. In regular maps for which
mixing properties do not hold, we show that the fitting procedure to the
classical Extreme Value Distribution fails, as expected. However, we obtain an
empirical distribution that can be explained starting from a different
observable function for which Nicolis et al. [2006] have found analytical
results.Comment: 34 pages, 7 figures; Journal of Statistical Physics 201
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