Effect of nonlinear filters on detrended fluctuation analysis

We investigate how various linear and nonlinear transformations affect the scaling properties of a signal, using the detrended fluctuation analysis (DFA). Specifically, we study the effect of three types of transforms: linear, nonlinear polynomial and logarithmic filters. We compare the scaling properties of signals before and after the transform. We find that linear filters do not change the correlation properties, while the effect of nonlinear polynomial and logarithmic filters strongly depends on (a) the strength of correlations in the original signal, (b) the power of the polynomial filter and (c) the offset in the logarithmic filter. We further investigate the correlation properties of three analytic functions: exponential, logarithmic, and power-law. While these three functions have in general different correlation properties, we find that there is a broad range of variable values, common for all three functions, where they exhibit identical scaling behavior. We further note that the scaling behavior of a class of other functions can be reduced to these three typical cases. We systematically test the performance of the DFA method in accurately estimating long-range power-law correlations in the output signals for different parameter values in the three types of filters, and the three analytic functions we consider.Comment: 12 pages, 7 figure

Collected notes from the Benchmarks and Metrics Workshop

In recent years there has been a proliferation of proposals in the artificial intelligence (AI) literature for integrated agent architectures. Each architecture offers an approach to the general problem of constructing an integrated agent. Unfortunately, the ways in which one architecture might be considered better than another are not always clear. There has been a growing realization that many of the positive and negative aspects of an architecture become apparent only when experimental evaluation is performed and that to progress as a discipline, we must develop rigorous experimental methods. In addition to the intrinsic intellectual interest of experimentation, rigorous performance evaluation of systems is also a crucial practical concern to our research sponsors. DARPA, NASA, and AFOSR (among others) are actively searching for better ways of experimentally evaluating alternative approaches to building intelligent agents. One tool for experimental evaluation involves testing systems on benchmark tasks in order to assess their relative performance. As part of a joint DARPA and NASA funded project, NASA-Ames and Teleos Research are carrying out a research effort to establish a set of benchmark tasks and evaluation metrics by which the performance of agent architectures may be determined. As part of this project, we held a workshop on Benchmarks and Metrics at the NASA Ames Research Center on June 25, 1990. The objective of the workshop was to foster early discussion on this important topic. We did not achieve a consensus, nor did we expect to. Collected here is some of the information that was exchanged at the workshop. Given here is an outline of the workshop, a list of the participants, notes taken on the white-board during open discussions, position papers/notes from some participants, and copies of slides used in the presentations

Hadron Spin Dynamics

Spin effects in exclusive and inclusive reactions provide an essential new dimension for testing QCD and unraveling hadron structure. Remarkable new experiments from SLAC, HERMES (DESY), and the Jefferson Laboratory present many challenges to theory, including measurements at HERMES and SMC of the single spin asymmetries in pion electroproduction, where the proton is polarized normal to the scattering plane. This type of single spin asymmetry may be due to the effects of rescattering of the outgoing quark on the spectators of the target proton, an effect usually neglected in conventional QCD analyses. Many aspects of spin, such as single-spin asymmetries and baryon magnetic moments are sensitive to the dynamics of hadrons at the amplitude level, rather than probability distributions. I illustrate the novel features of spin dynamics for relativistic systems by examining the explicit form of the light-front wavefunctions for the two-particle Fock state of the electron in QED, thus connecting the Schwinger anomalous magnetic moment to the spin and orbital momentum carried by its Fock state constituents and providing a transparent basis for understanding the structure of relativistic composite systems and their matrix elements in hadronic physics. I also present a survey of outstanding spin puzzles in QCD, particularly the double transverse spin asymmetry A_{NN} in elastic proton-proton scattering, the J/psi to rho-pi puzzle, and J/psi polarization at the Tevatron.Comment: Concluding theory talk presented at SPIN2001, the Third Circum-Pan-Pacific Symposium on High Energy Physics, October, 2001, Beijin

Fragile to strong crossover coupled to liquid-liquid transition in hydrophobic solutions

Using discrete molecular dynamics simulations we study the relation between the thermodynamic and diffusive behaviors of a primitive model of aqueous solutions of hydrophobic solutes consisting of hard spheres in the Jagla particles solvent, close to the liquid-liquid critical point of the solvent. We find that the fragile-to-strong dynamic transition in the diffusive behavior is always coupled to the low-density/high-density liquid transition. Above the liquid-liquid critical pressure, the diffusivity crossover occurs at the Widom line, the line along which the thermodynamic response functions show maxima. Below the liquid-liquid critical pressure, the diffusivity crossover occurs when the limit of mechanical stability lines are crossed, as indicated by the hysteresis observed when going from high to low temperature and vice versa. These findings show that the strong connection between dynamics and thermodynamics found in bulk water persists in hydrophobic solutions for concentrations from low to moderate, indicating that experiments measuring the relaxation time in aqueous solutions represent a viable route for solving the open questions in the field of supercooled water.Comment: 6 pages, 4 figures. Accepted for publication on Physical Review

Discrete Symmetries on the Light Front and a General Relation Connecting Nucleon Electric Dipole and Anomalous Magnetic Moments

We consider the electric dipole form factor, F_3(q^2), as well as the Dirac and Pauli form factors, F_1(q^2) and F_2(q^2), of the nucleon in the light-front formalism. We derive an exact formula for F_3(q^2) to complement those known for F_1(q^2) and F_2(q^2). We derive the light-front representation of the discrete symmetry transformations and show that time-reversal- and parity-odd effects are captured by phases in the light-front wave functions. We thus determine that the contributions to F_2(q^2) and F_3(q^2), Fock state by Fock state, are related, independent of the fundamental mechanism through which CP violation is generated. Our relation is not specific to the nucleon, but, rather, is true of spin-1/2 systems in general, be they lepton or baryon. The empirical values of the anomalous magnetic moments, in concert with empirical bounds on the associated electric dipole moments, can better constrain theories of CP violation. In particular, we find that the neutron and proton electric dipole moments echo the isospin structure of the anomalous magnetic moments, kappa^n ~ - kappa^p.Comment: 25 pages, 1 figure. Published version. Ref. adde

Critical behavior of Born Infeld AdS black holes in higher dimensions

Based on a canonical framework, we investigate the critical behavior of Born-Infeld AdS black holes in higher dimensions. As a special case, considering the appropriate limit, we also analyze the critical phenomena for Reissner Nordstrom AdS black holes. The critical points are marked by the divergences in the heat capacity at constant charge. The static critical exponents associated with various thermodynamic entities are computed and shown to satisfy the thermodynamic scaling laws. These scaling laws have also been found to be compatible with the static scaling hypothesis. Furthermore, we show that the values of these exponents are universal and do not depend on the spatial dimensionality of the AdS space. We also provide a suggestive way to calculate the critical exponents associated with the spatial correlation which satisfy the scaling laws of second kind.Comment: LaTex, 22 pages, 12 figures, minor modifications in text, To appear in Phys. Rev.

Scaling behavior in economics: I. Empirical results for company growth

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean value and standard deviation remain approximately constant. We study the distribution of sizes of the ``new'' companies in each year and find it to be well approximated by a log-normal. We find (i) the distribution of the logarithm of the growth rates, for a fixed growth period of one year, and for companies with approximately the same size $S$ displays an exponential form, and (ii) the fluctuations in the growth rates -- measured by the width of this distribution $\sigma_1$ -- scale as a power law with $S$, $\sigma_1\sim S^{-\beta}$. We find that the exponent $\beta$ takes the same value, within the error bars, for several measures of the size of a company. In particular, we obtain: $\beta=0.20\pm0.03$ for sales, $\beta=0.18\pm0.03$ for number of employees, $\beta=0.18\pm0.03$ for assets, $\beta=0.18\pm0.03$ for cost of goods sold, and $\beta=0.20\pm0.03$ for property, plant, & equipment.Comment: 16 pages LateX, RevTeX 3, 10 figures, to appear J. Phys. I France (April 1997

Scaling behavior in economics: II. Modeling of company growth

In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we propose models that may lead to some insight into these phenomena. First, we study a model in which the growth rate of a company is affected by a tendency to retain an ``optimal'' size. That model leads to an exponential distribution of the logarithm of the growth rate in agreement with the empirical results. Then, we study a hierarchical tree-like model of a company that enables us to relate the two parameters of the model to the exponent $\beta$, which describes the dependence of the standard deviation of the distribution of growth rates on size. We find that $\beta = -\ln \Pi / \ln z$, where $z$ defines the mean branching ratio of the hierarchical tree and $\Pi$ is the probability that the lower levels follow the policy of higher levels in the hierarchy. We also study the distribution of growth rates of this hierarchical model. We find that the distribution is consistent with the exponential form found empirically.Comment: 19 pages LateX, RevTeX 3, 6 figures, to appear J. Phys. I France (April 1997

Alignment of Rods and Partition of Integers

We study dynamical ordering of rods. In this process, rod alignment via pairwise interactions competes with diffusive wiggling. Under strong diffusion, the system is disordered, but at weak diffusion, the system is ordered. We present an exact steady-state solution for the nonlinear and nonlocal kinetic theory of this process. We find the Fourier transform as a function of the order parameter, and show that Fourier modes decay exponentially with the wave number. We also obtain the order parameter in terms of the diffusion constant. This solution is obtained using iterated partitions of the integer numbers.Comment: 6 pages, 4 figure