Search results for "autocorrelation"
showing 10 items of 146 documents
A Wideband One-Ring MIMO Channel Model Under Non-Isotropic Scattering Conditions
2008
In this paper, we present a wideband one-ring multiple-input multiple-output (MIMO) channel model for non-isotropic scattering environments. The model is designed in such a way that the delay power spectral density (PSD) of the resulting reference channel model is identical to a given delay PSD. Furthermore, we present an efficient deterministic channel simulation model obtained by using the principle of deterministic channel modeling. The statistical properties of both the reference model and the simulation model are also studied. Analytical expressions will be presented for the temporal autocorrelation function (ACF), the two-dimensional (2D) space cross-correlation function (CCF), and th…
Self-normalized and randomly centered spectral estimates
1996
We review some limit theory for the periodogram and for integrated versions of it and explain the use of random normalizing and centering techniques.
Fracture Processes Observed with A Cryogenic Detector
2006
In the early stages of running of the CRESST dark matter search using sapphire detectors at very low temperature, an unexpectedly high rate of signal pulses appeared. Their origin was finally traced to fracture events in the sapphire due to the very tight clamping of the detectors. During extensive runs the energy and time of each event was recorded, providing large data sets for such phenomena. We believe this is the first time the energy release in fracture has been directly and accurately measured on a microscopic event-by-event basis. The energy threshold corresponds to the breaking of only a few hundred covalent bonds, a sensitivity some orders of magnitude greater than that of previou…
Scaling and data collapse for the mean exit time of asset prices
2005
We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a pre-factor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both a two-state and a three-state Markov chain models. The analytical results obtained with the two-state Markov chain model …
Dynamics of single semiflexible polymers in dilute solution
2016
We study the dynamics of a single semiflexible chain in solution using computer simulations, where we systematically investigate the effect of excluded volume, chain stiffness, and hydrodynamic interactions. We achieve excellent agreement with previous theoretical considerations, but find that the crossover from the time τb, up to which free ballistic motion of the monomers describes the chain dynamics, to the times W−1 or τ0, where anomalous monomer diffusion described by Rouse-type and Zimm-type models sets in, requires two decades of time. While in the limit of fully flexible chains the visibility of the anomalous diffusion behavior is thus rather restricted, the t3/4 power law predicted…
Problems of Clustering of Radiogalaxies
2012
We present the preliminary analysis of clustering of a sample of 1157 radio-identified galaxies from Machalski & Condon (1999). We found that for separations $2-15 h^{-1}$Mpc their redshift space autocorrelation function $\xi(s)$ can be approximated by the power law with the correlation length $\sim 3.75h^{-1}$Mpc and slope $\gamma \sim 1.8$. The correlation length for radiogalaxies is found to be lower and the slope steeper than the corresponding parameters of the control sample of optically observed galaxies. Analysis the projected correlation function $\Xi(r)$ displays possible differences in the clustering properties between active galactic nuclei (AGN) and starburst (SB) galaxies.
Evidence against a glass transition in the 10-state short range Potts glass
2002
We present the results of Monte Carlo simulations of two different 10-state Potts glasses with random nearest neighbor interactions on a simple cubic lattice. In the first model the interactions come from a \pm J distribution and in the second model from a Gaussian one, and in both cases the first two moments of the distribution are chosen to be equal to J_0=-1 and Delta J=1. At low temperatures the spin autocorrelation function for the \pm J model relaxes in several steps whereas the one for the Gaussian model shows only one. In both systems the relaxation time increases like an Arrhenius law. Unlike the infinite range model, there are only very weak finite size effects and there is no evi…
The high-temperature dynamics of a mean-field Potts glass
2002
Abstract We use Monte Carlo simulations to investigate the dynamic properties of the ten-state infinite-range Potts glass. By analyzing the spin autocorrelation function for system sizes up to N = 2560, we show that strong finite size effects are present around the predicted dynamic transition temperature. The autocorrelation function shows strong self-averaging at high temperatures, whereas close to the dynamic transition shows lack of self-averaging.
REMARKS ON THE METHODS OF INVESTIGATIONS OF ALIGNMENT OF GALAXIES
2011
In the 1975 Hawley and Peebles gave the proposal to use three statistical tests for investigations of the galaxies orientation in the large structures. Nowadays, it has been considered as the standard method of searching for galactic alignments. In the present paper we analyzed the tests in details and proposed a few improvements. Basing on the improvements, the new method of analysis of the alignment of galaxies in clusters is proposed. The power of this method is demonstrated on the sample of 247 Abell clusters with at least 100 objects in each. The distributions of the position angles for galaxies in each cluster are analyzed using statistical tests: $\chi^2$, Fourier, autocorrelation an…
Euclidean random matrix theory: low-frequency non-analyticities and Rayleigh scattering
2011
By calculating all terms of the high-density expansion of the euclidean random matrix theory (up to second-order in the inverse density) for the vibrational spectrum of a topologically disordered system we show that the low-frequency behavior of the self energy is given by $\Sigma(k,z)\propto k^2z^{d/2}$ and not $\Sigma(k,z)\propto k^2z^{(d-2)/2}$, as claimed previously. This implies the presence of Rayleigh scattering and long-time tails of the velocity autocorrelation function of the analogous diffusion problem of the form $Z(t)\propto t^{(d+2)/2}$.