Search results for "probability"
showing 10 items of 3417 documents
Entropic measure of spatial disorder for systems of finite-sized objects
2000
We consider the relative configurational entropy per cell S_Delta as a measure of the degree of spatial disorder for systems of finite-sized objects. It is highly sensitive to deviations from the most spatially ordered reference configuration of the objects. When applied to a given binary image it provides the quantitatively correct results in comparison to its point object version. On examples of simple cluster configurations, two-dimensional Sierpinski carpets and population of interacting particles, the behaviour of S_Delta is compared with the normalized information entropy H' introduced by Van Siclen [Phys. Rev. E 56, (1997) 5211]. For the latter example, the additional middle-scale fe…
The problem of analytical calculation of barrier crossing characteristics for Levy flights
2008
By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.
Contour calculus for many-particle functions
2019
In non-equilibrium many-body perturbation theory, Langreth rules are an efficient way to extract real-time equations from contour ones. However, the standard rules are not applicable in cases that do not reduce to simple convolutions and multiplications. We introduce a procedure for extracting real-time equations from general multi-argument contour functions with an arbitrary number of arguments. This is done for both the standard Keldysh contour, as well as the extended contour with a vertical track that allows for general initial states. This amounts to the generalization of the standard Langreth rules to much more general situations. These rules involve multi-argument retarded functions …
Anisotropy-Induced Effects in the Dynamics of an Ion Confined in a Two-Dimensional Paul Trap
2006
We investigate the role of anisotropy in the dynamics of a single trapped ion interacting with two orthogonal laser beams, considering how it modifies a scheme for the generation of Schrödinger cat states and the so called parity effect in two-dimensional isotropic Paul traps. We find that anisotropy gives rise to a richer class for the generated states and to a larger number of observables sensitive to the parity of the number of excitation of the vibrational motion of the ion.
Dynamics of the Number of Trades of Financial Securities
1999
We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range of stock capitalization. The observed spectral densities show a different power-law behavior. We confirm the $1/f^2$ behavior for the spectral density of the logarithm of stock price whereas we detect a $1/f$-like behavior for the spectral density of the daily number of trades.
Varying-time random effects models for longitudinal data: unmixing and temporal interpolation of remote-sensing data
2008
Remote sensing is a helpful tool for crop monitoring or vegetation-growth estimation at a country or regional scale. However, satellite images generally have to cope with a compromise between the time frequency of observations and their resolution (i.e. pixel size). When concerned with high temporal resolution, we have to work with information on the basis of kilometric pixels, named mixed pixels, that represent aggregated responses of multiple land cover. Disaggreggation or unmixing is then necessary to downscale from the square kilometer to the local dynamic of each theme (crop, wood, meadows, etc.). Assuming the land use is known, that is to say the proportion of each theme within each m…
A nonstationary cylinder-based model describing group dispersal in a fragmented habitat
2014
International audience; A doubly nonstationary cylinder-based model is built to describe the dispersal of a population from a point source. In this model, each cylinder represents a fraction of the population, i.e., a group. Two contexts are considered: The dispersal can occur in a uniform habitat or in a fragmented habitat described by a conditional Boolean model. After the construction of the models, we investigate their properties: the first and second order moments, the probability that the population vanishes, and the distribution of the spatial extent of the population.
Efficient Simulation of Multivariate Binomial and Poisson Distributions
1998
Power investigations, for example, in statistical procedures for the assessment of agreement among multiple raters often require the simultaneous simulation of several dependent binomial or Poisson distributions to appropriately model the stochastical dependencies between the raters' results. Regarding the rather large dimensions of the random vectors to be generated and the even larger number of interactions to be introduced into the simulation scenarios to determine all necessary information on their distributions' dependence stucture, one needs efficient and fast algorithms for the simulation of multivariate Poisson and binomial distributions. Therefore two equivalent models for the mult…
Bivariate Distributed Lag Models for the analysis of temperature-by-pollutant interaction effect on mortality.
2007
This paper introduces Bivariate Distributed Lags Models (BDLMs) to investigate synergic effect of temperature and airborne particles on mortality. These models seem particulary attractive since they allow to model interactions between such environmental variables accounting for possible delayed effects. A B-spline framework is used to approximate the coefficient surface of the temperature-by-pollutant interaction and possible alternatives are also discussed. A case study of mortality time-series data in Palermo, Italy, is presented to illustrate the model. Copyright © 2007 John Wiley & Sons, Ltd.
Functional Principal Component Analysis for the explorative analysis of multisite-multivariate air pollution time series with long gaps
2013
The knowledge of the urban air quality represents the first step to face air pollution issues. For the last decades many cities can rely on a network of monitoring stations recording concentration values for the main pollutants. This paper focuses on functional principal component analysis (FPCA) to investigate multiple pollutant datasets measured over time at multiple sites within a given urban area. Our purpose is to extend what has been proposed in the literature to data that are multisite and multivariate at the same time. The approach results to be effective to highlight some relevant statistical features of the time series, giving the opportunity to identify significant pollutants and…