Search results for "Correlation"

A form factor approach to the asymptotic behavior of correlation functions in critical models

2011

We propose a form factor approach for the computation of the large distance asymptotic behavior of correlation functions in quantum critical (integrable) models. In the large distance regime we reduce the summation over all excited states to one over the particle/hole excitations lying on the Fermi surface in the thermodynamic limit. We compute these sums, over the so-called critical form factors, exactly. Thus we obtain the leading large distance behavior of each oscillating harmonic of the correlation function asymptotic expansion, including the corresponding amplitudes. Our method is applicable to a wide variety of integrable models and yields precisely the results stemming from the Lutt…

Asymptotics of correlation functions of the Heisenberg-Ising chain in the easy-axis regime

2016

We analyze the long-time large-distance asymptotics of the longitudinal correlation functions of the Heisenberg-Ising chain in the easy-axis regime. We show that in this regime the leading asymptotics of the dynamical two-point functions is entirely determined by the two-spinon contribution to their form factor expansion. Its explicit form is obtained from a saddle-point analysis of the corresponding double integral. It describes the propagation of a wave front with velocity $v_{c_1}$ which is found to be the maximal possible group velocity. Like in wave propagation in dispersive media the wave front is preceded by a precursor running ahead with velocity $v_{c_2}$. As a special case we obta…

Accounting for previous events to model and predict traffic accidents at the road segment level: A study in Valencia (Spain)

2022

Abstract Predicting the occurrence of traffic accidents is essential for establishing preventive measures and reducing the impact of traffic accidents. In particular, it is fundamental to make predictions using fine spatio-temporal units. In this paper, the daily risk of traffic accident occurrence across the road network of Valencia (Spain) is modeled through logistic regression models. The spatio-temporal dependence between the observations is accounted for through the inclusion of lagged binary covariates representing the previous occurrence of a traffic accident within a spatio-temporal window centered at each combination of day and segment of the network. A temporal distance of 28 days…

Weighting Elementary Prices in Consumer Price Index Construction Using Spatial Autocorrelation

2013

The Consumer Price Indexes (CPI) are used in current economic systems to measure inflation. When constructing CPIs, however, official institutions have systematically overlooked the spatial dimension of elementary prices. Ignoring the fact that prices are collected at geographical locations implicitly implies considering prices as spatially independent, when in fact they are not. To solve this problem, this article proposes to weight basic price data by taking into account the spatial correlation they display. The weighted geometric and arithmetic means suggested generalize and improve the simple geometric and arithmetic means currently in use.

Point process diagnostics based on weighted second-order statistics and their asymptotic properties

2008

A new approach for point process diagnostics is presented. The method is based on extending second-order statistics for point processes by weighting each point by the inverse of the conditional intensity function at the point’s location. The result is generalized versions of the spectral density, R/S statistic, correlation integral and K-function, which can be used to test the fit of a complex point process model with an arbitrary conditional intensity function, rather than a stationary Poisson model. Asymptotic properties of these generalized second-order statistics are derived, using an approach based on martingale theory.

Algorithm AS 105: Fitting a Covariance Selection Model to a Matrix

1977

Multicanonical Monte Carlo simulations

1998

Canonical Monte Carlo simulations of disordered systems like spin glasses and systems undergoing first-order phase transitions are severely hampered by rare event states which lead to exponentially diverging autocorrelation times with increasing system size and hence to exponentially large statistical errors. One possibility to overcome this problem is the multicanonical reweighting method. Using standard local update algorithms it could be demonstrated that the dependence of autocorrelation times on the system size V is well described by a less divergent power law, τ∝Vα, with 1<α<3, depending on the system. After a brief review of the basic ideas, combinations of multicanonical reweighting…

Multivariate nonparametric tests of independence

2005

New test statistics are proposed for testing whether two random vectors are independent. Gieser and Randles, as well as Taskinen, Kankainen, and Oja have introduced and discussed multivariate extensions of the quadrant test of Blomqvist. This article serves as a sequel to this work and presents new multivariate extensions of Kendall's tau and Spearman's rho statistics. Two different approaches are discussed. First, interdirection proportions are used to estimate the cosines of angles between centered observation vectors and between differences of observation vectors. Second, covariances between affine-equivariant multivariate signs and ranks are used. The test statistics arising from these …

Taxonomy of correlations of wind velocity;an application to the Sicilian area.

2008

Abstract We present an algorithm that allows us to analyze the cross-correlation of wind velocity measured in different locations; this algorithm is applied to 29 recording stations in Sicily. The results show that such correlations present a significant and persistent ultrametric structure that is influenced by the geographical neighborhood as well as by the presence of mountain and the sea. The algorithm presented, that is also able to reveal weak correlations, can be used as a starting point for the development of multivariate models of wind.

Noise-induced resonance-like phenomena in InP crystals embedded in fluctuating electric fields

2016

We explore and discuss the complex electron dynamics inside a low-doped n-type InP bulk embedded in a sub-THz electric field, fluctuating for the superimposition of an external source of Gaussian correlated noise. The results presented in this study derive from numerical simulations obtained by means of a multi-valley Monte Carlo approach to simulate the nonlinear transport of electrons inside the semiconductor crystal. The electronic noise characteristics are statistically investigated by calculating the correlation function of the velocity fluctuations, its spectral density and the integrated spectral density, i.e. the total noise power, for different values of both amplitude and frequenc…