Search results for "Density"
showing 10 items of 4402 documents
Stock market dynamics and turbulence: parallel analysis of fluctuation phenomena
1997
Abstract We report analogies and differences between the fluctuations in an economic index and the fluctuations in velocity of a fluid in a fully turbulent state. Specifically, we systematically compare (i) the statistical properties of the S&P 500 cash index recorded during the period January 84–December 89 with (ii) the statistical properties of the velocity of turbulent air measured in the atmospheric surface layer about 6 m above a wheat canopy in the Connecticut Agricultural Research Station. We find non-Gaussian statistics, and intermittency, for both processes (i) and (ii) but the deviation from a Gaussian probability density function are different for stock market dynamics and turbu…
Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
2020
International audience; We propose an adaptive estimator for the stationary distribution of a bifurcating Markov Chain onRd. Bifurcating Markov chains (BMC for short) are a class of stochastic processes indexed by regular binary trees. A kernel estimator is proposed whose bandwidths are selected by a method inspired by the works of Goldenshluger and Lepski [(2011), 'Bandwidth Selection in Kernel Density Estimation: Oracle Inequalities and Adaptive Minimax Optimality',The Annals of Statistics3: 1608-1632). Drawing inspiration from dimension jump methods for model selection, we also provide an algorithm to select the best constant in the penalty. Finally, we investigate the performance of the…
Combined SANS and SAXS experiments in polyolefins-hydrogenated oligocyclopentadiene (HOCP) blends
1998
Abstract Lamellar morphology in semicrystyalline polymer blends (iPP/HOCP and HDPE/HOCP) is investigated by means of Small Angle X-ray Scattering (SAXS) and Small Angle Neutron Scattering (SANS). The investigated blends present a complex phase diagram, as they show a miscibility gap. SAXS scattering curves of blends lying outside the miscibility gap can be analysed in the frame of the psuedo two phase model. In order to describe the complex morphology of blends lying inside the miscibility gap, the SANS technique revealed necessary. In this paper a novel method to describe the morphology of these complex systems by means of SANS is presented.
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.
RNA viruses as complex adaptive systems
2004
RNA viruses have high mutation rates and so their populations exist as dynamic and complex mutant distributions. It has been consistently observed that when challenged with a new environment, viral populations adapt following hyperbolic-like kinetics: adaptation is initially very rapid, but then slows down as fitness reaches an asymptotic value. These adaptive dynamics have been explained in terms of populations moving towards the top of peaks on rugged fitness landscapes. Fitness fluctuations of varying magnitude are observed during adaptation. Often the presence of fluctuations in the evolution of physical systems indicates some form of self-organization, or where many components of the s…
The influence of noise on electron dynamics in semiconductors driven by a periodic electric field
2009
Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the possibility to reduce the diffusion noise in semiconductor bulk materials by adding a random fluctuating contribution to the driving static electric field has been tested. The present work extends the previous theories by considering the noise-induced effects on the electron transport dynamics in low-doped n-type GaAs samples driven by a high-frequency periodic electric field (cyclostationary conditions). By means of Monte Carlo simulations, we calculate the change…
Gamma Kernel Intensity Estimation in Temporal Point Processes
2011
In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately. Some characteristics of these estimators are analyzed and discussed both through simulated results and applications to real data from different seismic catalogs.
Uncertainty in 2-point correlation function estimators and baryon acoustic oscillation detection in galaxy surveys
2012
Abstract We study the uncertainty in different two-point correlation function (2PCF) estimators in currently available galaxy surveys. This is motivated by the active subject of using the baryon acoustic oscillations (BAOs) feature in the correlation function as a tool to constrain cosmological parameters, which requires a fine analysis of the statistical significance. We discuss how estimators are affected by both the uncertainty in the mean density n and the integral constraint 1 V 2 ∫ V 2 ξ ˆ ( r ) d 3 r = 0 which necessarily causes a bias. We quantify both effects for currently available galaxy samples using simulated mock catalogues of the Sloan Digital Sky Survey (SDSS) following a lo…
Thermodynamic properties of a classical d-dimensional spin-S Heisenberg ferromagnet with long-range interactions via the spectral density method
2003
The thermodynamic properties of a classical d-dimensional spin-S Heisenberg ferromagnet, with long-range interactions decaying as $r^{-p}$ and in the presence of an external magnetic field, is investigated by means of the spectral density method in the framework of classical statistical mechanics. We find that long-range order exists at finite temperature for $dd$ with $d>2$, consistently with known theorems. Besides, the related critical temperature is determined and a study of the critical properties is performed.
Duality of reduced density matrices and their eigenvalues
2014
For states of quantum systems of N particles with harmonic interactions we prove that each reduced density matrix ρ obeys a duality condition. This condition implies duality relations for the eigenvalues λk of ρ and relates a harmonic model with length scales ${{\ell }_{1}},{{\ell }_{2}},\ldots ,{{\ell }_{N}}$ with another one with inverse lengths $1/{{\ell }_{1}},1/{{\ell }_{2}},\ldots ,1/{{\ell }_{N}}$. Entanglement entropies and correlation functions inherit duality from ρ. Self-duality can only occur for noninteracting particles in an isotropic harmonic trap.