Nonergodicity and Central Limit Behavior for Long-range Hamiltonians

We present a molecular dynamics test of the Central Limit Theorem (CLT) in a paradigmatic long-range-interacting many-body classical Hamiltonian system, the HMF model. We calculate sums of velocities at equidistant times along deterministic trajectories for different sizes and energy densities. We show that, when the system is in a chaotic regime (specifically, at thermal equilibrium), ergodicity is essentially verified, and the Pdfs of the sums appear to be Gaussians, consistently with the standard CLT. When the system is, instead, only weakly chaotic (specifically, along longstanding metastable Quasi-Stationary States), nonergodicity (i.e., discrepant ensemble and time averages) is observed, and robust $q$-Gaussian attractors emerge, consistently with recently proved generalizations of the CLT.Comment: 6 pages 7 figures. Improved version accepted for publication on Europhysics Letter

On "Ergodicity and Central Limit Theorem in Systems with Long-Range Interactions" by Figueiredo et al

In the present paper we refute the criticism advanced in a recent preprint by Figueiredo et al [1] about the possible application of the $q$-generalized Central Limit Theorem (CLT) to a paradigmatic long-range-interacting many-body classical Hamiltonian system, the so-called Hamiltonian Mean Field (HMF) model. We exhibit that, contrary to what is claimed by these authors and in accordance with our previous results, $q$-Gaussian-like curves are possible and real attractors for a certain class of initial conditions, namely the one which produces nontrivial longstanding quasi-stationary states before the arrival, only for finite size, to the thermal equilibrium.Comment: 2 pages, 2 figures. Short version of the paper, accepted for publication in Europhysics Letters, (2009) in pres

Noise, Synchrony and Correlations at the Edge of Chaos

We study the effect of a weak random additive noise in a linear chain of N locally-coupled logistic maps at the edge of chaos. Maps tend to synchronize for a strong enough coupling, but if a weak noise is added, very intermittent fluctuations in the returns time series are observed. This intermittency tends to disappear when noise is increased. Considering the pdfs of the returns, we observe the emergence of fat tails which can be satisfactorily reproduced by $q$-Gaussians curves typical of nonextensive statistical mechanics. Interoccurrence times of these extreme events are also studied in detail. Similarities with recent analysis of financial data are also discussed.Comment: 6 pages, 8 figures, new figure added - Version accepted for publication in Physical Review

Collective Charge Fluctuations in Single-Electron Processes on Nano-Networks

Using numerical modeling we study emergence of structure and structure-related nonlinear conduction properties in the self-assembled nanoparticle films. Particularly, we show how different nanoparticle networks emerge within assembly processes with molecular bio-recognition binding. We then simulate the charge transport under voltage bias via single-electron tunnelings through the junctions between nanoparticles on such type of networks. We show how the regular nanoparticle array and topologically inhomogeneous nanonetworks affect the charge transport. We find long-range correlations in the time series of charge fluctuation at individual nanoparticles and of flow along the junctions within the network. These correlations explain the occurrence of a large nonlinearity in the simulated and experimentally measured current-voltage characteristics and non-Gaussian fluctuations of the current at the electrode.Comment: 10 pages, 7 figure

Ergodicity and Central Limit Theorem in Systems with Long-Range Interactions

In this letter we discuss the validity of the ergodicity hypothesis in theories of violent relaxation in long-range interacting systems. We base our reasoning on the Hamiltonian Mean Field model and show that the life-time of quasi-stationary states resulting from the violent relaxation does not allow the system to reach a complete mixed state. We also discuss the applicability of a generalization of the central limit theorem. In this context, we show that no attractor exists in distribution space for the sum of velocities of a particle other than the Gaussian distribution. The long-range nature of the interaction leads in fact to a new instance of sluggish convergence to a Gaussian distribution.Comment: 13 pages,6 figure