Search results for "Statistical"

showing 10 items of 4960 documents

Classical Statistical Mechanics

2003

Some aspects of statistical mechanics that are particularly important for computer simulation approaches are recalled. Using Ising and classical Heisenberg models as examples, various statistical ensembles and appropriate thermodynamic potentials are introduced, and concepts such as Legendre transformations between ensembles and the thermodynamic integration method to obtain the entropy are mentioned. Probability distributions characterizing statistical fluctuations are discussed, fluctuation relations for response functions are derived, and the behavior of these quantities at first and second order phase transitions are described qualitatively. Also the general consequences of phase coexis…

Statistical ensembleEntropy (statistical thermodynamics)Thermodynamic limitStatistical physicsStatistical mechanicsStatistical fluctuationsQuantum statistical mechanicsAnalytical dynamicsThermodynamic potentialMathematics
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Transitions between imperfectly ordered crystalline structures: A phase switch Monte Carlo study

2012

A model for two-dimensional colloids confined laterally by ``structured boundaries'' (i.e., ones that impose a periodicity along the slit) is studied by Monte Carlo simulations. When the distance $D$ between the confining walls is reduced at constant particle number from an initial value ${D}_{0}$, for which a crystalline structure commensurate with the imposed periodicity fits, to smaller values, a succession of phase transitions to imperfectly ordered structures occur. These structures have a reduced number of rows parallel to the boundaries (from $n$ to $n\ensuremath{-}1$ to $n\ensuremath{-}2$, etc.) and are accompanied by an almost periodic strain pattern, due to ``soliton staircases'' …

Statistical ensemblePhase transitionMathematical optimizationStatistical Mechanics (cond-mat.stat-mech)Monte Carlo methodPhase (waves)Thermodynamic integrationFOS: Physical sciencesStatistical mechanicsOrders of magnitude (time)Statistical physicsEnergy (signal processing)Condensed Matter - Statistical MechanicsMathematics
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Statistical Properties of Statistical Ensembles of Stock Returns

1999

We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fluctuating in time and are stochastic processes themselves. We characterize the statistical properties of central moments by investigating their probability density function and temporal correlation properties.

Statistical ensemblePhysics::Physics and SocietyStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic processFinancial economicsQuantitative Finance - Statistical FinanceFOS: Physical sciencesProbability density functionTemporal correlationStock priceFOS: Economics and businessStock exchangeComputer Science::Computational Engineering Finance and ScienceEconomicsEconometricsGeneral Economics Econometrics and FinanceFinanceStock (geology)Condensed Matter - Statistical Mechanics
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Sub-threshold signal processing in arrays of non-identical nanostructures

2011

Weak input signals are routinely processed by molecular-scaled biological networks composed of non-identical units that operate correctly in a noisy environment. In order to show that artificial nanostructures can mimic this behavior, we explore theoretically noise-assisted signal processing in arrays of metallic nanoparticles functionalized with organic ligands that act as tunneling junctions connecting the nanoparticle to the external electrodes. The electronic transfer through the nanostructure is based on the Coulomb blockade and tunneling effects. Because of the fabrication uncertainties, these nanostructures are expected to show a high variability in their physical characteristics and…

Statistical ensembleSignal processingMaterials scienceMechanical EngineeringThermal fluctuationsCoulomb blockadeSignal Processing Computer-AssistedBioengineeringNanotechnologyElectrochemical TechniquesEquipment DesignGeneral ChemistryNanostructuresModels ChemicalMechanics of MaterialsNanotechnologyGeneral Materials ScienceKinetic Monte CarloElectrical and Electronic EngineeringBiological systemElectrodesParallel arrayElectronic circuitVoltageNanotechnology
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Variety and volatility in financial markets

2000

We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously. We use the $n$ stocks traded in the New York Stock Exchange to form a statistical ensemble of daily stock returns. For each trading day of our database, we study the ensemble return distribution. We find that a typical ensemble return distribution exists in most of the trading days with the exception of crash and rally days and of the days subsequent to these extreme events. We analyze each ensemble return distribution by extracting its first two central moments. We observe that these moments are fluctua…

Statistical ensembleStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic processFinancial marketQuantitative Finance - Statistical FinanceFOS: Physical sciencesProbability density functionRelative strengthFOS: Economics and businessStock exchangeEconometricsVolatility (finance)Condensed Matter - Statistical MechanicsStock (geology)MathematicsPhysical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
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Water absorption and hydrothermal performance of PHBV/sisal biocomposites

2014

[EN] The performance of biocomposites of poly(hydroxybutyrate-co-valerate) (PHBV) and sisal fibre subjected to hydrothermal tests at different temperatures above the glass transition of PHBV (TH ¿ 26, 36 and 46 C) was evaluated in this study. The influences of both the fibre content and presence of coupling agent were focused. The water absorption capability and water diffusion rate were considered for a statistical factorial analysis. Afterwards, the physico-chemical properties of water-saturated biocomposites were assessed by Fourier-Transform Infrared Analysis, Size Exclusion Chromatography, Differential Scanning Calorimetry and Scanning Electron Microscopy. It was found that the water d…

Statistical factorial analysis (SFA)Materials scienceAbsorption of waterBiocompositesPolymers and PlasticsMaterials compostosTermoplàsticsCondensed Matter PhysicsHydrothermal degradationHydrothermal circulationLignocellulosic fibresSisalPoly(hydroxybutyrate-co-valerate) (PHBV)Mechanics of MaterialsMAQUINAS Y MOTORES TERMICOSMaterials ChemistrySisal fibreComposite materialGlass transitioncomputerSISALcomputer.programming_language
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Statistical distributions for hamiltonian systems coupled to energy reservoirs and applications to molecular energy conversion

2008

We study systems with Hamiltonian dynamics type coupled to reservoirs providing free energy which may be converted into acceleration. In the first part we introduce general concepts, like canonical dissipative systems and find exact solutions of associated Fokker–Planck equations that describe time evolutions of systems at hand. Next we analyze dynamics in ratchets with energy support which might be treated by perturbation theory around canonical dissipative systems. Finally we discuss possible applications of these ratchet systems to model the mechanism of biological energy conversion and molecular motors.

Statistical mechanics noise active Brownian motion
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TheINTEGRALspectrometer SPI: performance of point-source data analysis

2005

The performance of the SPI point-source data analysis system is assessed using a combination of simulations and of observations gathered during the first year of INTEGRAL operations. External error estimates are derived by comparing source positions and fluxes obtained from independent analyses. When the source detection significance provided by the SPIROS imaging reconstruction program increases from ∼10 to ∼100, the errors decrease as the inverse of the detection significance, with values from ∼10 to ∼1 arcmin in positions, and from ∼10 to ∼1 per cent in relative flux. These errors are dominated by Poisson counting noise. Our error estimates are consistent with those provided by the SPIRO…

Statistical noisePoint sourceInstrumentationdata analysis -gamma raysPoisson distribution01 natural sciencesNoise (electronics)[PHYS.ASTR.CO]Physics [physics]/Astrophysics [astro-ph]/Cosmology and Extra-Galactic Astrophysics [astro-ph.CO]symbols.namesakeSignal-to-noise ratioOptics0103 physical sciencesSpurious relationship010303 astronomy & astrophysicsinstrumentationPhysics[SDU.ASTR]Sciences of the Universe [physics]/Astrophysics [astro-ph]010308 nuclear & particles physicsbusiness.industryAstronomy and AstrophysicsComputational physicsobservationsSpace and Planetary SciencesymbolsDeconvolutionbusinessmiscellaneous -methodsMonthly Notices of the Royal Astronomical Society
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DETECTION OF THE DIFFUSION AND KNOWLEDGE OF ENERGY DRINKS, CONDUCTED THROUGH A STATISTICAL SURVEY ON PALERMO AREA

2019

In recent years energy drinks consumption has increased, due to their ability to improve physical and cognitive performance. Unfortunately, because of poor or incorrect information, people are not always aware of the harmful consequences of these drinks such as obesity, diabetes, hypertension, tachycardia until death. Therefore, we conducted a statistical survey in Palermo area, submitting a paper questionnaire to 1003 people. Data analysis shows that: only 29% of the audience never consumed energy drinks, while 71% tried them at least once in their life, especially in adolescence; 81% never or rarely drink them, 14% drink them a few times a month, while 5% drink them several times a week; …

Statistical surveySettore BIO/14 - FarmacologiaEnergy Drink
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Statistical mechanics and thermodynamics of turbulent quantum vortex tangles

2010

In this paper we present some phenomenological ideas about the thermodynamics of quantized vortex loops arising in superfluid turbulence. The system of vortex loops may be seen as a dissipative structure, not existing on its own but only under the influence of an external heat flux. Starting from a simple definition of the temperature of the vortex tangle and from the relation between energy and vortex length, we obtain the entropy of the system, as well as the caloric and thermal equations of state, relating internal energy and pressure to temperature and volume. We discuss the connection between our macroscopic results and microscopic results on vortex length distribution function having …

Statistical thermodynamics.Superfluid turbulenceSettore MAT/07 - Fisica Matematica
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