Search results for " Statistics and Probability"
showing 10 items of 117 documents
On the Multifractal Character of the Lorenz Attractor
1992
A detailed analysis of the Lorenz attractor in connection with generalized dimensions is presented in this work. Different methods have been employed to estimate these dimensions. Two of them are of standard type. A new method, based on the minimal spanning tree of the point distribution, is extensively tested in this work. It turns out that the Lorenz attractor is very appropriate for being analyzed through this technique, which produces a very clean estimate of the extrema scaling indices α min and α max . The different methods give qualitatively the same result: The Lorenz attractor has a multifractal character
Synergetic and redundant information flow detected by unnormalized Granger causality: application to resting state fMRI
2015
Objectives: We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. Methods: The presence of redundancy and/or synergy in multivariate time series data renders difficult to estimate the neat flow of information from each driver variable to a given target. We show that adopting an unnormalized definition of Granger causality one may put in evidence redundant multiplets of variables influencing the target by maximizing the total Granger causality to a given target, over all the possible partitions of the set of driving variables. Consequently we introduce a pairwise index of synergy which is zero when two in…
Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions
2015
We numerically investigate the generation of solitons in current-biased long Josephson junctions in relation to the superconducting lifetime and the voltage drop across the device. The dynamics of the junction is modelled with a sine-Gordon equation driven by an oscillating field and subject to an external non-Gaussian noise. A wide range of $\alpha$-stable L\'evy distributions is considered as noise source, with varying stability index $\alpha$ and asymmetry parameter $\beta$. In junctions longer than a critical length, the mean switching time (MST) from superconductive to the resistive state assumes a values independent of the device length. Here, we demonstrate that such a value is direc…
Observation of time-invariant coherence in a room temperature quantum simulator
2015
The ability to live in coherent superpositions is a signature trait of quantum systems and constitutes an irreplaceable resource for quantum-enhanced technologies. However, decoherence effects usually destroy quantum superpositions. It has been recently predicted that, in a composite quantum system exposed to dephasing noise, quantum coherence in a transversal reference basis can stay protected for indefinite time. This can occur for a class of quantum states independently of the measure used to quantify coherence, and requires no control on the system during the dynamics. Here, such an invariant coherence phenomenon is observed experimentally in two different setups based on nuclear magnet…
Do firms share the same functional form of their growth rate distribution? A statistical test
2014
We introduce a new statistical test of the hypothesis that a balanced panel of firms have the same growth rate distribution or, more generally, that they share the same functional form of growth rate distribution. We applied the test to European Union and US publicly quoted manufacturing firms data, considering functional forms belonging to the Subbotin family of distributions. While our hypotheses are rejected for the vast majority of sets at the sector level, we cannot rejected them at the subsector level, indicating that homogenous panels of firms could be described by a common functional form of growth rate distribution.
Girsanov Theorem for Multifractional Brownian Processes
2017
In this article we will present a new perspective on the variable order fractional calculus, which allows for differentiation and integration to a variable order, i.e. one differentiates (or integrates) a function along the path of a regularity function. The concept of multifractional calculus has been a scarcely studied topic within the field of functional analysis in the last 20 years. We develop a multifractional derivative operator which acts as the inverse of the multifractional integral operator. This is done by solving the Abel integral equation generalized to a multifractional order. With this new multifractional derivative operator, we are able to analyze a variety of new problems,…
A fast algorithm for muon track reconstruction and its application to the ANTARES neutrino telescope.
2011
An algorithm is presented, that provides a fast and robust reconstruction of neutrino induced upward-going muons and a discrimination of these events from downward-going atmospheric muon background in data collected by the ANTARES neutrino telescope. The algorithm consists of a hit merging and hit selection procedure followed by fitting steps for a track hypothesis and a point-like light source. It is particularly well-suited for real time applications such as online monitoring and fast triggering of optical follow-up observations for multi-messenger studies. The performance of the algorithm is evaluated with Monte Carlo simulations and various distributions are compared with that obtained …
Levy flights in confining environments: Random paths and their statistics
2013
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental inhomogeneities), the pertinent random motion asymptotically sets down at the Boltzmann-type equilibrium, represented by a probability density function (pdf) $\rho_*(x) \sim \exp [-\Phi (x)]$. Since there is no Langevin representation of the dynamics in question, our main goal here is to establish the appropriate path-wise description of the underlying jump-type process and next infer the $\rho (x,t)$ dynamics directly from the random paths statistics. A pr…
Hidden attractors on one path : Glukhovsky-Dolzhansky, Lorenz, and Rabinovich systems
2017
In this report, by the numerical continuation method we visualize and connect hidden chaotic sets in the Glukhovsky-Dolzhansky, Lorenz and Rabinovich systems using a certain path in the parameter space of a Lorenz-like system.
Study and Comparison of Surface Roughness Measurements
2014
Journées du Groupe de Travail en Modélisation Géométrique (GTMG'14), Lyon; This survey paper focus on recent researches whose goal is to optimize treatments on 3D meshes, thanks to a study of their surface features, and more precisely their roughness and saliency. Applications like watermarking or lossy compression can benefit from a precise roughness detection, to better hide the watermarks or quantize coarsely these areas, without altering visually the shape. Despite investigations on scale dependence leading to multi-scale approaches, an accurate roughness or pattern characterization is still lacking, but challenging for those treatments. We think there is still room for investigations t…