2,415 research outputs found
Logics of variable inclusion and the lattice of consequence relations
In this paper, firstly, we determine the number of sublogics of variable
inclusion of an arbitrary finitary logic L with partition function. Then, we
investigate their position into the lattice of consequence relations over the
language of L.Comment: arXiv admin note: text overlap with arXiv:1804.08897,
arXiv:1809.0676
The role of disorder in the dynamics of critical fluctuations of mean field models
The purpose of this paper is to analyze how the disorder affects the dynamics
of critical fluctuations for two different types of interacting particle
system: the Curie-Weiss and Kuramoto model. The models under consideration are
a collection of spins and rotators respectively. They both are subject to a
mean field interaction and embedded in a site-dependent, i.i.d. random
environment. As the number of particles goes to infinity their limiting
dynamics become deterministic and exhibit phase transition. The main result
concern the fluctuations around this deterministic limit at the critical point
in the thermodynamic limit. From a qualitative point of view, it indicates that
when disorder is added spin and rotator systems belong to two different classes
of universality, which is not the case for the homogeneous models (i.e.,
without disorder).Comment: 41 page
Logarithmic Sobolev Inequality for Zero-Range Dynamics: independence of the number of particles
We prove that the logarithmic-Sobolev constant for Zero-Range Processes in a
box of diameter L may depend on L but not on the number of particles. This is a
first, but relevant and quite technical step, in the proof that this
logarithmic-Sobolev constant grows as L^2, that will be presented in a
forthcoming paper
Consumption of wood biomass in Italy: a strategic role based on a weak knowledge
Given the growing role of wood biomass as a strategic resource in the European and national renewable energy policies, the paper provides two new estimations of the internal consumption and supply levels, aiming at discussing the real role of this resource in the national energy mix and the implications of this market in terms of forest policies. The first estimation focuses on household consumption and expenditure based on the ISTAT \u201cSurvey on consumption by families\u201d, and the second analyzes how the wood biomass supply is structured and organized; this second estimation has been carried out with an expert panel consultation based on a Delphi-based approach. These two estimations are then compared and discussed with reference to the data and information provided by official sources and other publically-available studies and surveys conducted in recent years. The results provide evidence that wood biomass is the first source of renewable energy in Italy and that official data only partially quantify the consumption levels in the residential sector and domestic supply rates. The paper highlights the need for a new approach in data collection on this fast-growing market; these data are essential for a more effective implementation of the renewable energy policy and other relevant forest-related policies such as those on climate and wood mobilization
Logarithmic Sobolev inequality for zero-range Dynamics
We prove that the logarithmic Sobolev constant for zero-range processes in a
box of diameter grows as .Comment: Published at http://dx.doi.org/10.1214/009117905000000332 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Hitting times for special patterns in the symmetric exclusion process on Z^d
We consider the symmetric exclusion process {\eta_t,t>0} on {0,1}^{Z^d}. We
fix a pattern A:={\eta:\sum_{\Lambda}\eta(i)\ge k}, where \Lambda is a finite
subset of Z^d and k is an integer, and we consider the problem of establishing
sharp estimates for \tau, the hitting time of A. We present a novel argument
based on monotonicity which helps in some cases to obtain sharp tail
asymptotics for \tau in a simple way. Also, we characterize the trajectories
{\eta_s,s\le t} conditioned on {\tau>t}.Comment: Published at http://dx.doi.org/10.1214/009117904000000487 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Multi-scaling of moments in stochastic volatility models
We introduce a class of stochastic volatility models for
which the absolute moments of the increments exhibit anomalous scaling:
\E\left(|X_{t+h} - X_t|^q \right) scales as for , but as
with , for some threshold . This
multi-scaling phenomenon is observed in time series of financial assets. If the
dynamics of the volatility is given by a mean-reverting equation driven by a
Levy subordinator and the characteristic measure of the Levy process has power
law tails, then multi-scaling occurs if and only if the mean reversion is
superlinear
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