Nonlinear Volatility of River Flux Fluctuations

We study the spectral properties of the magnitudes of river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) strongly power-law correlations for time scales less than one year. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than one year. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.Comment: 5 revtex pages, 6 page

Fractional derivatives of random walks: Time series with long-time memory

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-known fractionally integrated autoregressive (FIGARCH) models, commonly used in econometric studies, is discussed. The application of correlated random walks to simulate empirical financial times series is considered and compared with the predictions from FIGARCH and the simpler FIARCH processes. A comparison with empirical data is performed.Comment: 10 pages, 14 figure

Electron affinity of Li: A state-selective measurement

We have investigated the threshold of photodetachment of Li^- leading to the formation of the residual Li atom in the $2p ^2P$ state. The excited residual atom was selectively photoionized via an intermediate Rydberg state and the resulting Li^+ ion was detected. A collinear laser-ion beam geometry enabled both high resolution and sensitivity to be attained. We have demonstrated the potential of this state selective photodetachment spectroscopic method by improving the accuracy of Li electron affinity measurements an order of magnitude. From a fit to the Wigner law in the threshold region, we obtained a Li electron affinity of 0.618 049(20) eV.Comment: 5 pages,6 figures,22 reference

A Multi Agent Model for the Limit Order Book Dynamics

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The agents follow a noise decision making process where their actions are related to a stochastic variable, "the market sentiment", which we define as a mixture of public and private information. The model, despite making just few basic assumptions over the trading strategies of the agents, is able to reproduce several empirical features of the high-frequency dynamics of the market microstructure not only related to the price movements but also to the deposition of the orders in the book.Comment: 20 pages, 11 figures, in press European Physical Journal B (EPJB

Long-range correlation and multifractality in Bach's Inventions pitches

We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view we find same second moment exponents (after double profiling) in ranges (1.7-1.8) in his works. Comparing MF-DFA results of original series to those for shuffled and surrogate series we can distinguish multifractality due to long-range correlations and a broad probability density function. Finally we determine the scaling exponents and singularity spectrum. We conclude fat tail has more effect in its multifractality nature than long-range correlations.Comment: 18 page, 6 figures, to appear in JSTA

An integrated approach to the assessment of long range correlation in time series data

To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective of this work is to show that each one of these methods used alone can be susceptible to producing false results. We thus advocate an integrated approach which requires the use of both methods in a consistent fashion. We provide the theoretical foundation of this approach and illustrate the main ideas using examples. The second objective relates to the observation of long range anticorrelation (Hurst exponent H < 1/2) in real world time series data. The very peculiar nature of such processes is emphasized in light of the stringent condition under which such processes can occur. Using examples we discuss the possible factors that could contribute to the false claim of long range anticorrelations and demonstrate the particular importance of the integrated approach in this case.Comment: 15 pages, 33 figure

Widespread Wolbachia infection in an insular radiation of damselflies (Odonata, Coenagrionidae)

Wolbachia is one of the most common endosymbionts found infecting arthropods. Theory predicts symbionts like Wolbachia will be more common in species radiations, as host shift events occur with greatest frequency between closely related species. Further, the presence of Wolbachia itself may engender reproductive isolation, and promote speciation of their hosts. Here we screened 178 individuals belonging to 30 species of the damselfly genera Nesobasis and Melanesobasis — species radiations endemic to the Fiji archipelago in the South Pacific — for Wolbachia, using multilocus sequence typing to characterize bacterial strains. Incidence of Wolbachia was 71% in Nesobasis and 40% in Melanesobasis, and prevalence was also high, with an average of 88% in the Nesobasis species screened. We identified a total of 25 Wolbachia strains, belonging to supergroups A, B and F, with some epidemic strains present in multiple species. The occurrence of Wolbachia in both males and females, and the similar global prevalence found in both sexes rules out any strong effect of Wolbachia on the primary sex-ratio, but are compatible with the phenotype of cytoplasmic incompatibility. Nesobasis has higher species richness than most endemic island damselfly genera, and we discuss the potential for endosymbiont-mediated speciation within this group.Ministerio de Ciencia e Innovación | Ref. CGL2008-02799Ministerio de Economía y Competitividad | Ref. CGL2014-53140-

Multifractality in Human Heartbeat Dynamics

Recent evidence suggests that physiological signals under healthy conditions may have a fractal temporal structure. We investigate the possibility that time series generated by certain physiological control systems may be members of a special class of complex processes, termed multifractal, which require a large number of exponents to characterize their scaling properties. We report on evidence for multifractality in a biological dynamical system --- the healthy human heartbeat. Further, we show that the multifractal character and nonlinear properties of the healthy heart rate are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure.Comment: 19 pages, latex2e using rotate and epsf, with 5 ps figures; to appear in Nature, 3 June, 199

Fermions and Disorder in Ising and Related Models in Two Dimensions

The aspects of phase transitions in the two-dimensional Ising models modified by quenched and annealed site disorder are discussed in the framework of fermionic approach based on the reformulation of the problem in terms of integrals with anticommuting Grassmann variables.Comment: 11 pages, 1 table, no figures. The discussion is merely based on a talk given at the International Bogoliubov Conference on Problems of Theoretical and Mathematical Physics, MIRAS--JINR, Moscow--Dubna, Russia, August 21--27, 200

Emotional persistence in online chatting communities

How do users behave in online chatrooms, where they instantaneously read and write posts? We analyzed about 2.5 million posts covering various topics in Internet relay channels, and found that user activity patterns follow known power-law and stretched exponential distributions, indicating that online chat activity is not different from other forms of communication. Analysing the emotional expressions (positive, negative, neutral) of users, we revealed a remarkable persistence both for individual users and channels. I.e. despite their anonymity, users tend to follow social norms in repeated interactions in online chats, which results in a specific emotional "tone" of the channels. We provide an agent-based model of emotional interaction, which recovers qualitatively both the activity patterns in chatrooms and the emotional persistence of users and channels. While our assumptions about agent's emotional expressions are rooted in psychology, the model allows to test different hypothesis regarding their emotional impact in online communication.Comment: 34 pages, 4 main and 12 supplementary figure