Search results for "Statistica"
showing 10 items of 5969 documents
Exchange rates expectations and chaotic dynamics: a replication study
2018
Abstract In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not supportive of chaos in exchange rates expectations, although the so-called 0–1 test strongly supports the chaos hypothesis.
Mathematical modelling of physical phenomena
1996
The word “physics” is derived from the Greek “fysis” which means nature. Physics investigates fundamental natural phenomena and thus physical knowledge has a very general character. This is also the reason why physics penetrates other areas including electrical engineering.
On the use of fractional calculus for the probabilistic characterization of random variables
2009
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the characteristic function (CF). The CF can be further expressed by a Taylor series involving the moments of the random variable. However, in some circumstances, the moments do not exist and the Taylor expansion of the CF is useless. This happens for example in the case of $\alpha$--stable random variables. Here, the problem of representing the CF or the PDF of random variables (r.vs) is examined by introducing fractional calculus. Two very remarkable results are o…
Path integral solution for non-linear system enforced by Poisson White Noise
2008
Abstract In this paper the response in terms of probability density function of non-linear systems under Poisson White Noise is considered. The problem is handled via path integral (PI) solution that may be considered as a step-by-step solution technique in terms of probability density function. First the extension of the PI to the case of Poisson White Noise is derived, then it is shown that at the limit when the time step becomes an infinitesimal quantity the Kolmogorov–Feller (K–F) equation is fully restored enforcing the validity of the approximations made in obtaining the conditional probability appearing in the Chapman Kolmogorov equation (starting point of the PI). Spectral counterpa…
A method for the probabilistic analysis of nonlinear systems
1995
Abstract The probabilistic description of the response of a nonlinear system driven by stochastic processes is usually treated by means of evaluation of statistical moments and cumulants of the response. A different kind of approach, by means of new quantities here called Taylor moments, is proposed. The latter are the coefficients of the Taylor expansion of the probability density function and the moments of the characteristic function too. Dual quantities with respect to the statistical cumulants, here called Taylor cumulants, are also introduced. Along with the basic scheme of the method some illustrative examples are analysed in detail. The examples show that the proposed method is an a…
Probabilistic response of nonlinear systems under combined normal and Poisson white noise via path integral method
2011
In this paper the response in terms of probability density function of nonlinear systems under combined normal and Poisson white noise is considered. The problem is handled via a Path Integral Solution (PIS) that may be considered as a step-by-step solution technique in terms of probability density function. A nonlinear system under normal white noise, Poissonian white noise and under the superposition of normal and Poisson white noise is performed through PIS. The spectral counterpart of the PIS, ruling the evolution of the characteristic functions is also derived. It is shown that at the limit when the time step becomes an infinitesimal quantity an equation ruling the evolution of the pro…
The vegetation of a historic road system in the suburban area of Monte Pellegrino (Palermo, Sicily)
2020
Knowledge of the processes by which plants colonize old structures is a key element for nature-based design both in urban and suburban contexts. This paper analyses the natural vegetation on walls and in other microhabitats of the roadway structures of Monte Pellegrino (606 m a.s.l.) near Palermo (Sicily), built in the first half of the 1900s. The historical road has particular construction and architectural features, and its characteristics have been maintained to this day. The route, approximately 16 kilometers long, is well integrated within a site of high naturalistic value which has been designated as a Special Area of Conservation (ITA020014) of the Natura 2000 network, and it is also…
A Multivariate Approach to Study the Bacterial Diversity Associated to the Wooden Shelves Used for Aging Traditional Sicilian Cheeses.
2022
The present study was carried to correlate the microbial diversity of the biofilms developed on the wooden boards used for aging traditional Sicilian cheeses with cheese typology. To this end, the microbial diversity of the shelves in contact with the cheeses PDO Pecorino Siciliano, PDO Piacentinu Ennese, and TAP Caciocavallo Palermitano, during ripening, was evaluated by a multivariate statistical approach. The shelf biofilms of this study were previously analyzed for their microbial composition, but no correlation between biodiversity and cheese type was investigated. Canonical discriminant analysis confirmed a cheese typology effect on the microbial loads of the wooden shelves investigat…
Many-Body Expanded Full Configuration Interaction. II. Strongly Correlated Regime
2019
In this second part of our series on the recently proposed many-body expanded full configuration interaction (MBE-FCI) method, we introduce the concept of multideterminantal expansion references. Through theoretical arguments and numerical validations, the use of this class of starting points is shown to result in a focussed compression of the MBE decomposition of the FCI energy, thus allowing chemical problems dominated by strong correlation to be addressed by the method. The general applicability and performance enhancements of MBE-FCI are verified for standard stress tests such as the bond dissociations in H$_2$O, N$_2$, C$_2$, and a linear H$_{10}$ chain. Furthermore, the benefits of em…
Critical point and coexistence curve properties of the Lennard-Jones fluid: A finite-size scaling study
1995
Monte Carlo simulations within the grand canonical ensemble are used to explore the liquid-vapour coexistence curve and critical point properties of the Lennard-Jones fluid. Attention is focused on the joint distribution of density and energy fluctuations at coexistence. In the vicinity of the critical point, this distribution is analysed using mixed-field finite-size scaling techniques aided by histogram reweighting methods. The analysis yields highly accurate estimates of the critical point parameters, as well as exposing the size and character of corrections to scaling. In the sub-critical coexistence region the density distribution is obtained by combining multicanonical simulations wit…