Search results for "Statistical"
showing 10 items of 4960 documents
Non-linear dynamics of alpha and theta rhythm: correlation dimensions and Lyapunov exponents from healthy subject's spontaneous EEG.
1997
The aim of the present paper was to analyze some non-linear dynamic properties of the resting EEG from healthy subjects under eyes closed conditions. For this purpose we digitally filtered the spontaneous EEG in the theta (3-8 Hz) and alpha frequency range (8-13 Hz) and considered these independent rhythms as signals from a deterministic system. Under certain conditions non-linear dynamic systems are able to generate deterministic chaos, which means that similar causes do not produce similar effects. This phenomenon is called sensitive dependence on initial conditions. From different lead positions (F3, F4, Cz, P3, P4, O1 and O2) we calculated the so-called correlation dimension D2, which i…
Monte Carlo Studies of Relations between Fractal Dimensions in Monofractal Data Sets
1998
Within the fractal approach to studying the distribution of seismic event locations, different fractal dimension definitions and estimation algorithms are in use. Although one expects that for the same data set, values of different dimensions will be different, it is usually anticipated that the direction of fractal dimension changes among different data sets will be the same for every fractal dimension. Mutual relations between the three most popular fractal dimensions, namely: the capacity, cluster and correlation dimensions, have been investigated in the present work. The studies were performed on the Monte Carlo generated data sets. The analysis has shown that dependence of the fractal …
A note on correlation and local dimensions
2015
Abstract Under very mild assumptions, we give formulas for the correlation and local dimensions of measures on the limit set of a Moran construction by means of the data used to construct the set.
Nonlinear dynamical aspects of the human sleep EEG.
1994
This article deals with the application of methods from the theory of nonlinear dynamical systems to EEG signals. Theoretical background, mathematical concepts and algorithms for the calculation of "non-linear parameters" are reviewed and influences of the structure of reconstructed data sets on the calculations are pointed out. We present results for the estimation of the correlation dimension D2 and the principal Lyapunov-exponent lambda 1 for sleep EEG data respectively from 10 and 15 healthy subjects corresponding to different sleep stages. Essentially, we found a statistically significant decrease of both D2 and lambda 1 as sleep moves towards slow wave stages. The values for REM sleep…
Aging in a free-energy landscape model for glassy relaxation. II. Fluctuation-dissipation relations.
2006
Several fluctuation-dissipation relations are investigated for a simple free-energy landscape model designed to describe the primary relaxation in supercooled liquids. The calculations of the response and of the correlation functions are performed for a quench from a high temperature to a low temperature. In the model, all dynamical quantities reach equilibrium after long times, but for times shorter than the re-equilibration time they do not exhibit time-translational invariance and the fluctuation-dissipation theorem is violated. Two measures for these violations are considered. One such measure is given by the slope in a plot of the integrated response versus the correlation function and…
A wideband car-to-car channel model based on a geometrical semicircular tunnel scattering model
2013
In this paper, we present a wideband single-input single-output (SISO) car-to-car (C2C) channel model based on a geometrical semicircular tunnel (SCT) scattering model. Starting from the geometrical scattering model, a reference channel model is derived under the assumption of single-bounce scattering in line-of-sight (LOS) and non-LOS (NLOS) propagation environments. In the proposed channel model, it is assumed that an infinite number of scatterers are uniformly distributed on the tunnel wall. Starting from the geometrical scattering model, the time-variant transfer function (TVTF) is derived and its correlation properties are studied. Expressions are presented for the two-dimensional (2D)…
<title>Correlation effects in the disordered ferroelectrics</title>
2003
ABSTRACT The calculation of the correlation radius distribution function is performed for the cases of undamped and overdamped softmode dispersion laws. Taking into account the correlation radius dependence on the random field and this field distribution function we carried out the theoretical calculation of the correlation radius distribution function dependence ontemperature, damping coefficient and random field distribution function parameters. It was shown that at temperaturehigher than Burns temperature Td the most probable value of the correlation radius is equal to its maximal valueindependently on the system disorder, while in the dipole glass state it is close to the minimal value …
Surface-directed spinodal decomposition in a thin-film geometry: A computer simulation
1994
The phase separation kinetics of a two-dimensional binary mixture at critical composition confined between (one-dimensional) straight walls which preferentially attract one component of the mixture is studied for a wide range of distancesD between the walls. Following earlier related work on semiinfinite systems, two choices of surface forces at the walls are considered, one corresponding to an incompletely wet state of the walls, the other to a completely wet state (forD→∞). The nonlinear Cahn-Hilliard-type equation, supplemented with appropriate boundary conditions which account for the presence of surfaces, is replaced by a discrete equivalent and integrated numerically. Starting from a …
Reconstruction of random media using Monte Carlo methods.
1998
A simulated annealing algorithm is applied to the reconstruction of two-dimensional porous media with prescribed correlation functions. The experimental correlation function of an isotropic sample of Fontainebleau sandstone and a synthetic correlation function with damped oscillations are used in the reconstructions. To reduce the numerical effort we follow a proposal suggesting the evaluation of the correlation functions only along certain directions. The results show that this simplification yields significantly different microstructures as compared to a full evaluation of the correlation function. In particular, we find that the simplified reconstruction method introduces an artificial a…
Finite Sample Sizes of the GRS Test in the Presence of Dynamic Correlation and Conditional Heteroskedasticity
2017
This paper investigates the finite sample properties of the widely-used Gibbons, Ross, Shanken (1989) (GRS) test in the presence of both conditional correlation and conditional heteroskedasticity. It finds that the GRS test exhibits serious size distortions resulting in potentially misleading statistical inferences. The correct critical values, as reported in the study, are considerably larger than suggested by the GRS test.