Family of generalized random matrix ensembles

Using the Generalized Maximium Entropy Principle based on the nonextensive q entropy a new family of random matrix ensembles is generated. This family unifies previous extensions of Random Matrix Theory and gives rise to an orthogonal invariant stable Levy ensemble with new statistical properties. Some of them are analytically derived.Comment: 13 pages and 2 figure

Levy flights in quenched random force fields

Levy flights, characterized by the microscopic step index f, are for f<2 (the case of rare events) considered in short range and long range quenched random force fields with arbitrary vector character to first loop order in an expansion about the critical dimension 2f-2 in the short range case and the critical fall-off exponent 2f-2 in the long range case. By means of a dynamic renormalization group analysis based on the momentum shell integration method, we determine flows, fixed point, and the associated scaling properties for the probability distribution and the frequency and wave number dependent diffusion coefficient. Unlike the case of ordinary Brownian motion in a quenched force field characterized by a single critical dimension or fall-off exponent d=2, two critical dimensions appear in the Levy case. A critical dimension (or fall-off exponent) d=f below which the diffusion coefficient exhibits anomalous scaling behavior, i.e, algebraic spatial behavior and long time tails, and a critical dimension (or fall-off exponent) d=2f-2 below which the force correlations characterized by a non trivial fixed point become relevant. As a general result we find in all cases that the dynamic exponent z, characterizing the mean square displacement, locks onto the Levy index f, independent of dimension and independent of the presence of weak quenched disorder.Comment: 27 pages, Revtex file, 17 figures in ps format attached, submitted to Phys. Rev.

Stochastic Feedback and the Regulation of Biological Rhythms

We propose a general approach to the question of how biological rhythms spontaneously self-regulate, based on the concept of ``stochastic feedback''. We illustrate this approach by considering the neuroautonomic regulation of the heart rate. The model generates complex dynamics and successfully accounts for key characteristics of cardiac variability, including the $1/f$ power spectrum, the functional form and scaling of the distribution of variations, and correlations in the Fourier phases. Our results suggest that in healthy systems the control mechanisms operate to drive the system away from extreme values while not allowing it to settle down to a constant output.Comment: 15 pages, latex2e using rotate and epsf, with 4 ps figures. Submitted to PR

Anomalous Spreading of Power-Law Quantum Wave Packets

We introduce power-law tail quantum wave packets. We show that they can be seen as eigenfunctions of a Hamiltonian with a physical potential. We prove that the free evolution of these packets presents an asymptotic decay of the maximum of the wave packets which is anomalous for an interval of the characterizing power-law exponent. We also prove that the number of finite moments of the wave packets is a conserved quantity during the evolution of the wave packet in the free space.Comment: 5 pages, 3 figures, to appear in Phys. Rev. Let

Theory of Systematic Computational Error in Free Energy Differences

Systematic inaccuracy is inherent in any computational estimate of a non-linear average, due to the availability of only a finite number of data values, N. Free energy differences (DF) between two states or systems are critically important examples of such averages in physical, chemical and biological settings. Previous work has demonstrated, empirically, that the ``finite-sampling error'' can be very large -- many times kT -- in DF estimates for simple molecular systems. Here, we present a theoretical description of the inaccuracy, including the exact solution of a sample problem, the precise asymptotic behavior in terms of 1/N for large N, the identification of universal law, and numerical illustrations. The theory relies on corrections to the central and other limit theorems, and thus a role is played by stable (Levy) probability distributions.Comment: 5 pages, 4 figure

Geometry-controlled kinetics

It has long been appreciated that transport properties can control reaction kinetics. This effect can be characterized by the time it takes a diffusing molecule to reach a target -- the first-passage time (FPT). Although essential to quantify the kinetics of reactions on all time scales, determining the FPT distribution was deemed so far intractable. Here, we calculate analytically this FPT distribution and show that transport processes as various as regular diffusion, anomalous diffusion, diffusion in disordered media and in fractals fall into the same universality classes. Beyond this theoretical aspect, this result changes the views on standard reaction kinetics. More precisely, we argue that geometry can become a key parameter so far ignored in this context, and introduce the concept of "geometry-controlled kinetics". These findings could help understand the crucial role of spatial organization of genes in transcription kinetics, and more generally the impact of geometry on diffusion-limited reactions.Comment: Submitted versio

Statistics of quantum transmission in one dimension with broad disorder

We study the statistics of quantum transmission through a one-dimensional disordered system modelled by a sequence of independent scattering units. Each unit is characterized by its length and by its action, which is proportional to the logarithm of the transmission probability through this unit. Unit actions and lengths are independent random variables, with a common distribution that is either narrow or broad. This investigation is motivated by results on disordered systems with non-stationary random potentials whose fluctuations grow with distance. In the statistical ensemble at fixed total sample length four phases can be distinguished, according to the values of the indices characterizing the distribution of the unit actions and lengths. The sample action, which is proportional to the logarithm of the conductance across the sample, is found to obey a fluctuating scaling law, and therefore to be non-self-averaging, in three of the four phases. According to the values of the two above mentioned indices, the sample action may typically grow less rapidly than linearly with the sample length (underlocalization), more rapidly than linearly (superlocalization), or linearly but with non-trivial sample-to-sample fluctuations (fluctuating localization).Comment: 26 pages, 4 figures, 1 tabl

Bimodality and hysteresis in systems driven by confined L\'evy flights

We demonstrate occurrence of bimodality and dynamical hysteresis in a system describing an overdamped quartic oscillator perturbed by additive white and asymmetric L\'evy noise. Investigated estimators of the stationary probability density profiles display not only a turnover from unimodal to bimodal character but also a change in a relative stability of stationary states that depends on the asymmetry parameter of the underlying noise term. When varying the asymmetry parameter cyclically, the system exhibits a hysteresis in the occupation of a chosen stationary state.Comment: 4 pages, 5 figures, 30 reference

Avalanches in the lung: A statistical mechanical model

We study a statistical mechanical model for the dynamics of lung inflation which incorporates recent experimental observations on the opening of individual airways by a cascade or avalanche mechanism. Using an exact mapping of the avalanche problem onto percolation on a Cayley tree, we analytically derive the exponents describing the size distribution of the first avalanches and test the analytical solution by numerical simulations. We find that the tree-like structure of the airways together with the simplest assumptions concerning opening threshold pressures of each airway, is sufficient to explain the existence of power-law distributions observed experimentally.Comment: 4 pages, Figures avaliable by mail from [email protected], REVTE

Anomalous diffusion and generalized Sparre-Andersen scaling

We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between truly memory-less process and the non-Markov one, we are analyzing deviation of the survival probability from the (standard) Sparre-Andersen scaling.Comment: 5 pages, 3 figure