On Renyi entropies characterizing the shape and the extension of the phase space representation of quantum wave functions in disordered systems

We discuss some properties of the generalized entropies, called Renyi entropies and their application to the case of continuous distributions. In particular it is shown that these measures of complexity can be divergent, however, their differences are free from these divergences thus enabling them to be good candidates for the description of the extension and the shape of continuous distributions. We apply this formalism to the projection of wave functions onto the coherent state basis, i.e. to the Husimi representation. We also show how the localization properties of the Husimi distribution on average can be reconstructed from its marginal distributions that are calculated in position and momentum space in the case when the phase space has no structure, i.e. no classical limit can be defined. Numerical simulations on a one dimensional disordered system corroborate our expectations.Comment: 8 pages with 2 embedded eps figures, RevTex4, AmsMath included, submitted to PR

A new approach of analyzing GRB light curves

We estimated the Txx quantiles of the cumulative GRB light curves using our recalculated background. The basic information of the light curves was extracted by multivariate statistical methods. The possible classes of the light curves are also briefly discussed.Comment: 4 pages, 8 figure

Rupture cascades in a discrete element model of a porous sedimentary rock

We investigate the scaling properties of the sources of crackling noise in a fully-dynamic numerical model of sedimentary rocks subject to uniaxial compression. The model is initiated by filling a cylindrical container with randomly-sized spherical particles which are then connected by breakable beams. Loading at a constant strain rate the cohesive elements fail and the resulting stress transfer produces sudden bursts of correlated failures, directly analogous to the sources of acoustic emissions in real experiments. The source size, energy, and duration can all be quantified for an individual event, and the population analyzed for their scaling properties, including the distribution of waiting times between consecutive events. Despite the non-stationary loading, the results are all characterized by power law distributions over a broad range of scales in agreement with experiments. As failure is approached temporal correlation of events emerge accompanied by spatial clustering.Comment: 5 pages, 4 figure

Divergent estimation error in portfolio optimization and in linear regression

The problem of estimation error in portfolio optimization is discussed, in the limit where the portfolio size N and the sample size T go to infinity such that their ratio is fixed. The estimation error strongly depends on the ratio N/T and diverges for a critical value of this parameter. This divergence is the manifestation of an algorithmic phase transition, it is accompanied by a number of critical phenomena, and displays universality. As the structure of a large number of multidimensional regression and modelling problems is very similar to portfolio optimization, the scope of the above observations extends far beyond finance, and covers a large number of problems in operations research, machine learning, bioinformatics, medical science, economics, and technology.Comment: 5 pages, 2 figures, Statphys 23 Conference Proceedin

Information Length and Localization in One Dimension

The scaling properties of the wave functions in finite samples of the one dimensional Anderson model are analyzed. The states have been characterized using a new form of the information or entropic length, and compared with analytical results obtained by assuming an exponential envelope function. A perfect agreement is obtained already for systems of $10^3$--$10^4$ sites over a very wide range of disorder parameter $10^{-4}<W<10^4$. Implications for higher dimensions are also presented.Comment: 11 pages (+3 Figures upon request), Plain TE