137 research outputs found
When the spatial networks split?
We consider a three dimensional spatial network, where nodes are randomly
distributed within a cube . Each two nodes are connected if
their mutual distance does not excess a given cutoff . We analyse
numerically the probability distribution of the critical density
, where one or more nodes become separated; is
found to increase with as , where is between 20 and 300. The
results can be useful for a design of protocols to control sets of wearable
sensors.Comment: 7 pages, 6 figures, prepared for the Physical, Biological and Social
Networks - Workshop in the International Conference on Computational Science
ICCS 200
Universal Magnetic Fluctuations with a Field Induced Length Scale
We calculate the probability density function for the order parameter
fluctuations in the low temperature phase of the 2D-XY model of magnetism near
the line of critical points. A finite correlation length, \xi, is introduced
with a small magnetic field, h, and an accurate expression for \xi(h) is
developed by treating non-linear contributions to the field energy using a
Hartree approximation. We find analytically a series of universal non-Gaussian
distributions with a finite size scaling form and present a Gumbel-like
function that gives the PDF to an excellent approximation. We propose the
Gumbel exponent, a(h), as an indirect measure of the length scale of
correlations in a wide range of complex systems.Comment: 7 pages, 4 figures, 1 table. To appear in Phys. Rev.
Exact Minimum Eigenvalue Distribution of an Entangled Random Pure State
A recent conjecture regarding the average of the minimum eigenvalue of the
reduced density matrix of a random complex state is proved. In fact, the full
distribution of the minimum eigenvalue is derived exactly for both the cases of
a random real and a random complex state. Our results are relevant to the
entanglement properties of eigenvectors of the orthogonal and unitary ensembles
of random matrix theory and quantum chaotic systems. They also provide a rare
exactly solvable case for the distribution of the minimum of a set of N {\em
strongly correlated} random variables for all values of N (and not just for
large N).Comment: 13 pages, 2 figures included; typos corrected; to appear in J. Stat.
Phy
Adaptive cluster expansion for the inverse Ising problem: convergence, algorithm and tests
We present a procedure to solve the inverse Ising problem, that is to find
the interactions between a set of binary variables from the measure of their
equilibrium correlations. The method consists in constructing and selecting
specific clusters of variables, based on their contributions to the
cross-entropy of the Ising model. Small contributions are discarded to avoid
overfitting and to make the computation tractable. The properties of the
cluster expansion and its performances on synthetic data are studied. To make
the implementation easier we give the pseudo-code of the algorithm.Comment: Paper submitted to Journal of Statistical Physic
An extreme value theory approach to calculating minimum capital risk requirements
This paper investigates the frequency of extreme events for three LIFFE futures contracts for
the calculation of minimum capital risk requirements (MCRRs). We propose a semiparametric
approach where the tails are modelled by the Generalized Pareto Distribution and
smaller risks are captured by the empirical distribution function. We compare the capital
requirements form this approach with those calculated from the unconditional density and
from a conditional density - a GARCH(1,1) model. Our primary finding is that both in-sample
and for a hold-out sample, our extreme value approach yields superior results than either of
the other two models which do not explicitly model the tails of the return distribution. Since
the use of these internal models will be permitted under the EC-CAD II, they could be widely
adopted in the near future for determining capital adequacies. Hence, close scrutiny of
competing models is required to avoid a potentially costly misallocation capital resources
while at the same time ensuring the safety of the financial system
Continuous-time statistics and generalized relaxation equations
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss continuous-time random statistics in a general setting, for statistics of convolution-type. Two examples are presented in some detail: the sum statistic and the maximum statistic
Numerical convergence of the block-maxima approach to the Generalized Extreme Value distribution
In this paper we perform an analytical and numerical study of Extreme Value
distributions in discrete dynamical systems. In this setting, recent works have
shown how to get a statistics of extremes in agreement with the classical
Extreme Value Theory. We pursue these investigations by giving analytical
expressions of Extreme Value distribution parameters for maps that have an
absolutely continuous invariant measure. We compare these analytical results
with numerical experiments in which we study the convergence to limiting
distributions using the so called block-maxima approach, pointing out in which
cases we obtain robust estimation of parameters. In regular maps for which
mixing properties do not hold, we show that the fitting procedure to the
classical Extreme Value Distribution fails, as expected. However, we obtain an
empirical distribution that can be explained starting from a different
observable function for which Nicolis et al. [2006] have found analytical
results.Comment: 34 pages, 7 figures; Journal of Statistical Physics 201
Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence
We provide a comprehensive report on scale-invariant fluctuations of growing
interfaces in liquid-crystal turbulence, for which we recently found evidence
that they belong to the Kardar-Parisi-Zhang (KPZ) universality class for 1+1
dimensions [Phys. Rev. Lett. 104, 230601 (2010); Sci. Rep. 1, 34 (2011)]. Here
we investigate both circular and flat interfaces and report their statistics in
detail. First we demonstrate that their fluctuations show not only the KPZ
scaling exponents but beyond: they asymptotically share even the precise forms
of the distribution function and the spatial correlation function in common
with solvable models of the KPZ class, demonstrating also an intimate relation
to random matrix theory. We then determine other statistical properties for
which no exact theoretical predictions were made, in particular the temporal
correlation function and the persistence probabilities. Experimental results on
finite-time effects and extreme-value statistics are also presented. Throughout
the paper, emphasis is put on how the universal statistical properties depend
on the global geometry of the interfaces, i.e., whether the interfaces are
circular or flat. We thereby corroborate the powerful yet geometry-dependent
universality of the KPZ class, which governs growing interfaces driven out of
equilibrium.Comment: 31 pages, 21 figures, 1 table; references updated (v2,v3); Fig.19
updated & minor changes in text (v3); final version (v4); J. Stat. Phys.
Online First (2012
Ecological Invasion, Roughened Fronts, and a Competitor's Extreme Advance: Integrating Stochastic Spatial-Growth Models
Both community ecology and conservation biology seek further understanding of
factors governing the advance of an invasive species. We model biological
invasion as an individual-based, stochastic process on a two-dimensional
landscape. An ecologically superior invader and a resident species compete for
space preemptively. Our general model includes the basic contact process and a
variant of the Eden model as special cases. We employ the concept of a
"roughened" front to quantify effects of discreteness and stochasticity on
invasion; we emphasize the probability distribution of the front-runner's
relative position. That is, we analyze the location of the most advanced
invader as the extreme deviation about the front's mean position. We find that
a class of models with different assumptions about neighborhood interactions
exhibit universal characteristics. That is, key features of the invasion
dynamics span a class of models, independently of locally detailed demographic
rules. Our results integrate theories of invasive spatial growth and generate
novel hypotheses linking habitat or landscape size (length of the invading
front) to invasion velocity, and to the relative position of the most advanced
invader.Comment: The original publication is available at
www.springerlink.com/content/8528v8563r7u2742
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