Search results for " Statistics and Probability"
showing 10 items of 117 documents
A machine learning algorithm for direct detection of axion-like particle domain walls
2021
The Global Network of Optical Magnetometers for Exotic physics searches (GNOME) conducts an experimental search for certain forms of dark matter based on their spatiotemporal signatures imprinted on a global array of synchronized atomic magnetometers. The experiment described here looks for a gradient coupling of axion-like particles (ALPs) with proton spins as a signature of locally dense dark matter objects such as domain walls. In this work, stochastic optimization with machine learning is proposed for use in a search for ALP domain walls based on GNOME data. The validity and reliability of this method were verified using binary classification. The projected sensitivity of this new analy…
Quantum dissipative dynamics of a bistable system in the sub-Ohmic to super-Ohmic regime
2016
We investigate the quantum dynamics of a multilevel bistable system coupled to a bosonic heat bath beyond the perturbative regime. We consider different spectral densities of the bath, in the transition from sub-Ohmic to super-Ohmic dissipation, and different cutoff frequencies. The study is carried out by using the real-time path integral approach of the Feynman-Vernon influence functional. We find that, in the crossover dynamical regime characterized by damped \emph{intrawell} oscillations and incoherent tunneling, the short time behavior and the time scales of the relaxation starting from a nonequilibrium initial condition depend nontrivially on the spectral properties of the heat bath.
Comments on “Unobservable Selection and Coefficient Stability
2019
Abstract–: We establish a link between the approaches proposed by Oster (2019) and Pei, Pischke, and Schwandt (2019) which contribute to the development of inferential procedures for causal effects in the challenging and empirically relevant situation where the unknown data-generation process is not included in the set of models considered by the investigator. We use the general misspecification framework recently proposed by De Luca, Magnus, and Peracchi (2018) to analyze and understand the implications of the restrictions imposed by the two approaches.
Characterization of the parameters of interior permanent magnet synchronous motors for a loss model algorithm
2017
Abstract The paper provides the results of a detailed experimental study on the variations of the characteristics of an interior permanent magnet synchronous motor, when load, speed and/or magnetization conditions vary. In particular, the characterization is carried out by assessing, for several working conditions, the motor parameters that influence its efficiency. From the knowledge of the variability of these parameters, it is possible to develop a dynamic model of the motor, which accurately describes its behaviour and allows estimating the power losses for whatever speed and load. In order to validate the model, the values of the power losses obtained by using the model are compared wi…
Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments
2015
Abstract The probability density function of the response of a nonlinear system under external α -stable Levy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes α . Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white nois…
Stochastic model for the epitaxial growth of two-dimensional islands in the submonolayer regime
2016
The diffusion-based growth of islands composed of clusters of metal atoms on a substrate is considered in the aggregation regime. A stochastic approach is proposed to describe the dynamics of island growth based on a Langevin equation with multiplicative noise. The distribution of island sizes, obtained as a solution of the corresponding Fokker-Planck equation, is derived. The time-dependence of island growth on its fractal dimension is analysed. The effect of mobility of the small islands on the growth of large islands is considered. Numerical simulations are in a good agreement with theoretical results.
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,…
Hitting Time Distributions in Financial Markets
2006
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, the second one is composed by high frequency data for 100 stocks for the 4-year period 1995-1998. We compare the probability distribution obtained by our empirical analysis with those obtained from different models for stock market evolution. Specifically by focusing on the statistical properties of the hitting times to reach a barrier or a given threshold, we compare the prob…
Structure and evolution of a European Parliament via a network and correlation analysis
2016
We present a study of the network of relationships among elected members of the Finnish parliament, based on a quantitative analysis of initiative co-signatures, and its evolution over 16 years. To understand the structure of the parliament, we constructed a statistically validated network of members, based on the similarity between the patterns of initiatives they signed. We looked for communities within the network and characterized them in terms of members' attributes, such as electoral district and party. To gain insight on the nested structure of communities, we constructed a hierarchical tree of members from the correlation matrix. Afterwards, we studied parliament dynamics yearly, wi…
Thermalization of Random Motion in Weakly Confining Potentials
2010
We show that in weakly confining conservative force fields, a subclass of diffusion-type (Smoluchowski) processes, admits a family of "heavy-tailed" non-Gaussian equilibrium probability density functions (pdfs), with none or a finite number of moments. These pdfs, in the standard Gibbs-Boltzmann form, can be also inferred directly from an extremum principle, set for Shannon entropy under a constraint that the mean value of the force potential has been a priori prescribed. That enforces the corresponding Lagrange multiplier to play the role of inverse temperature. Weak confining properties of the potentials are manifested in a thermodynamical peculiarity that thermal equilibria can be approa…