53,608 research outputs found

    Antipersistant Effects in the Dynamics of a Competing Population

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    We consider a population of agents competing for finite resources using strategies based on two channels of signals. The model is applicable to financial markets, ecosystems and computer networks. We find that the dynamics of the system is determined by the correlation between the two channels. In particular, occasional mismatches of the signals induce a series of transitions among numerous attractors. Surprisingly, in contrast to the effects of noises on dynamical systems normally resulting in a large number of attractors, the number of attractors due to the mismatched signals remains finite. Both simulations and analyses show that this can be explained by the antipersistent nature of the dynamics. Antipersistence refers to the response of the system to a given signal being opposite to that of the signal's previous occurrence, and is a consequence of the competition of the agents to make minority decisions. Thus, it is essential for stabilizing the dynamical systems.Comment: 4 pages, 6 figure

    Self-Organization of Balanced Nodes in Random Networks with Transportation Bandwidths

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    We apply statistical physics to study the task of resource allocation in random networks with limited bandwidths along the transportation links. The mean-field approach is applicable when the connectivity is sufficiently high. It allows us to derive the resource shortage of a node as a well-defined function of its capacity. For networks with uniformly high connectivity, an efficient profile of the allocated resources is obtained, which exhibits features similar to the Maxwell construction. These results have good agreements with simulations, where nodes self-organize to balance their shortages, forming extensive clusters of nodes interconnected by unsaturated links. The deviations from the mean-field analyses show that nodes are likely to be rich in the locality of gifted neighbors. In scale-free networks, hubs make sacrifice for enhanced balancing of nodes with low connectivity.Comment: 7 pages, 8 figure

    Asymptotic properties of eigenmatrices of a large sample covariance matrix

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    Let Sn=1nXnXnS_n=\frac{1}{n}X_nX_n^* where Xn={Xij}X_n=\{X_{ij}\} is a p×np\times n matrix with i.i.d. complex standardized entries having finite fourth moments. Let Yn(t1,t2,σ)=p(xn(t1)(Sn+σI)1xn(t2)xn(t1)xn(t2)mn(σ))Y_n(\mathbf {t}_1,\mathbf {t}_2,\sigma)=\sqrt{p}({\mathbf {x}}_n(\mathbf {t}_1)^*(S_n+\sigma I)^{-1}{\mathbf {x}}_n(\mathbf {t}_2)-{\mathbf {x}}_n(\mathbf {t}_1)^*{\mathbf {x}}_n(\mathbf {t}_2)m_n(\sigma)) in which σ>0\sigma>0 and mn(σ)=dFyn(x)x+σm_n(\sigma)=\int\frac{dF_{y_n}(x)}{x+\sigma} where Fyn(x)F_{y_n}(x) is the Mar\v{c}enko--Pastur law with parameter yn=p/ny_n=p/n; which converges to a positive constant as nn\to\infty, and xn(t1){\mathbf {x}}_n(\mathbf {t}_1) and xn(t2){\mathbf {x}}_n(\mathbf {t}_2) are unit vectors in Cp{\Bbb{C}}^p, having indices t1\mathbf {t}_1 and t2\mathbf {t}_2, ranging in a compact subset of a finite-dimensional Euclidean space. In this paper, we prove that the sequence Yn(t1,t2,σ)Y_n(\mathbf {t}_1,\mathbf {t}_2,\sigma) converges weakly to a (2m+1)(2m+1)-dimensional Gaussian process. This result provides further evidence in support of the conjecture that the distribution of the eigenmatrix of SnS_n is asymptotically close to that of a Haar-distributed unitary matrix.Comment: Published in at http://dx.doi.org/10.1214/10-AAP748 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org
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