294 research outputs found
Record statistics in random vectors and quantum chaos
The record statistics of complex random states are analytically calculated,
and shown that the probability of a record intensity is a Bernoulli process.
The correlation due to normalization leads to a probability distribution of the
records that is non-universal but tends to the Gumbel distribution
asymptotically. The quantum standard map is used to study these statistics for
the effect of correlations apart from normalization. It is seen that in the
mixed phase space regime the number of intensity records is a power law in the
dimensionality of the state as opposed to the logarithmic growth for random
states.Comment: figures redrawn, discussion adde
Statistical Properties of the Final State in One-dimensional Ballistic Aggregation
We investigate the long time behaviour of the one-dimensional ballistic
aggregation model that represents a sticky gas of N particles with random
initial positions and velocities, moving deterministically, and forming
aggregates when they collide. We obtain a closed formula for the stationary
measure of the system which allows us to analyze some remarkable features of
the final `fan' state. In particular, we identify universal properties which
are independent of the initial position and velocity distributions of the
particles. We study cluster distributions and derive exact results for extreme
value statistics (because of correlations these distributions do not belong to
the Gumbel-Frechet-Weibull universality classes). We also derive the energy
distribution in the final state. This model generates dynamically many
different scales and can be viewed as one of the simplest exactly solvable
model of N-body dissipative dynamics.Comment: 19 pages, 5 figures include
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?
Long memory and volatility clustering are two stylized facts frequently
related to financial markets. Traditionally, these phenomena have been studied
based on conditionally heteroscedastic models like ARCH, GARCH, IGARCH and
FIGARCH, inter alia. One advantage of these models is their ability to capture
nonlinear dynamics. Another interesting manner to study the volatility
phenomena is by using measures based on the concept of entropy. In this paper
we investigate the long memory and volatility clustering for the SP 500, NASDAQ
100 and Stoxx 50 indexes in order to compare the US and European Markets.
Additionally, we compare the results from conditionally heteroscedastic models
with those from the entropy measures. In the latter, we examine Shannon
entropy, Renyi entropy and Tsallis entropy. The results corroborate the
previous evidence of nonlinear dynamics in the time series considered.Comment: 8 pages; 2 figures; paper presented in APFA 6 conferenc
Asian pollution climatically modulates mid-latitude cyclones following hierarchical modelling and observational analysis
Increasing levels of anthropogenic aerosols in Asia have raised considerable concern regarding its potential impact on the global atmosphere, but the magnitude of the associated climate forcing remains to be quantified. Here, using a novel hierarchical modelling approach and observational analysis, we demonstrate modulated mid-latitude cyclones by Asian pollution over the past three decades. Regional and seasonal simulations using a cloud-resolving model show that Asian pollution invigorates winter cyclones over the northwest Pacific, increasing precipitation by 7% and net cloud radiative forcing by 1.0 W m(-2) at the top of the atmosphere and by 1.7 W m(-2) at the Earth's surface. A global climate model incorporating the diabatic heating anomalies from Asian pollution produces a 9% enhanced transient eddy meridional heat flux and reconciles a decadal variation of mid-latitude cyclones derived from the Reanalysis data. Our results unambiguously reveal a large impact of the Asian pollutant outflows on the global general circulation and climate.Multidisciplinary SciencesSCI(E)[email protected]; [email protected]
Cosmic Rays Accelerated at Cosmological Shock Waves
Based on hydrodynamic numerical simulations and diffusive shock acceleration model, we calculated the ratio of cosmic ray (CR) to thermal energy. We found that the CR fraction can be less than similar to 0.1 in the intracluster medium, while it would be of order unity in the warm-hot intergalactic mediumopen2
Random sequential adsorption on a dashed line
We study analytically and numerically a model of random sequential adsorption
(RSA) of segments on a line, subject to some constraints suggested by two kinds
of physical situations:
- deposition of dimers on a lattice where the sites have a spatial extension;
- deposition of extended particles which must overlap one (or several)
adsorbing sites on the substrate.
Both systems involve discrete and continuous degrees of freedom, and, in one
dimension, are equivalent to our model, which depends on one length parameter.
When this parameter is varied, the model interpolates between a variety of
known situations : monomers on a lattice, "car-parking" problem, dimers on a
lattice. An analysis of the long-time behaviour of the coverage as a function
of the parameter exhibits an anomalous 1/t^2 approach to the jamming limit at
the transition point between the fast exponential kinetics, characteristic of
the lattice model, and the 1/t law of the continuous one.Comment: 14 pages (Latex) + 4 Postscript figure
Parking and the visual perception of space
Using measured data we demonstrate that there is an amazing correspondence
among the statistical properties of spacings between parked cars and the
distances between birds perching on a power line. We show that this observation
is easily explained by the fact that birds and human use the same mechanism of
distance estimation. We give a simple mathematical model of this phenomenon and
prove its validity using measured data
A relational database within the Leg Club Network – an audit
The growing prevalence of venous leg ulcers in an ageing population presents challenges for wound care and management. The Lindsay Leg Club model is an alternative approach to the management of leg health that can improve patient outcomes. This paper reports on an audit of a relational database held within the Leg Club Network, containing records of more than 17,000 patients (known as members) who attended a Leg Club in a 5-year period (2014-2019). In total, over 266,000 member leg assessments and treatments were entered into the database. The average nursemember attendance time was 28 minutes, with a skill-mix of 23% senior nurses, 70% qualified and associate nurses and 7% nurses in supervisory roles. Healing rates averaged 62% after 12 weeks. Recurrence rates were 20% after 12 weeks. Annual clinical and volunteer hours averaged 821 hours and 800 hours respectively. Staffing costs were £28 per wound treatment or leg assessment with a typical duration of 27 minutes. 71% of members were aged 70-94, which indicates the need for a service that caters for the specific requirements of this age group. However, no data on psychosocial and well-being outcomes were recorded. Their inclusion in further developments of this database is recommended
A record-driven growth process
We introduce a novel stochastic growth process, the record-driven growth
process, which originates from the analysis of a class of growing networks in a
universal limiting regime. Nodes are added one by one to a network, each node
possessing a quality. The new incoming node connects to the preexisting node
with best quality, that is, with record value for the quality. The emergent
structure is that of a growing network, where groups are formed around record
nodes (nodes endowed with the best intrinsic qualities). Special emphasis is
put on the statistics of leaders (nodes whose degrees are the largest). The
asymptotic probability for a node to be a leader is equal to the Golomb-Dickman
constant omega=0.624329... which arises in problems of combinatorical nature.
This outcome solves the problem of the determination of the record breaking
rate for the sequence of correlated inter-record intervals. The process
exhibits temporal self-similarity in the late-time regime. Connections with the
statistics of the cycles of random permutations, the statistical properties of
randomly broken intervals, and the Kesten variable are given.Comment: 30 pages,5 figures. Minor update
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