Search results for "statistical [error]"
showing 10 items of 36 documents
Impact of self-steepening on incoherent dispersive spectral shocks and collapse-like spectral singularities
2014
International audience; Incoherent dispersive shock waves and collapselike singularities have been recently predicted to occur in the spectral evolution of an incoherent optical wave that propagates in a noninstantaneous nonlinear medium. Here we extend this work by considering the generalized nonlinear Schrödinger equation. We show that self-steepening significantly affects these incoherent spectral singularities: (i) It leads to a delay in the development of incoherent dispersive shocks, and (ii) it arrests the incoherent collapse singularity. Furthermore, we show that the spectral collapselike behavior can be exploited to achieve a significant enhancement (by two orders of magnitudes) of…
Deep Gaussian processes for biogeophysical parameter retrieval and model inversion
2020
Parameter retrieval and model inversion are key problems in remote sensing and Earth observation. Currently, different approximations exist: a direct, yet costly, inversion of radiative transfer models (RTMs); the statistical inversion with in situ data that often results in problems with extrapolation outside the study area; and the most widely adopted hybrid modeling by which statistical models, mostly nonlinear and non-parametric machine learning algorithms, are applied to invert RTM simulations. We will focus on the latter. Among the different existing algorithms, in the last decade kernel based methods, and Gaussian Processes (GPs) in particular, have provided useful and informative so…
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…
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 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.
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…
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…
The distribution of velocities in an ensemble of accelerated particles on a surface
2016
An ensemble of particles diffusing with acceleration on a surface is considered as a 2D billiard system. The process of the finite-time diffusion of particles is studied using the balance equation. The probability distribution functions of the velocity and lifetime of particles are obtained analytically and by means of numerical simulations. A thermodynamic interpretation of the process is discussed. The effective temperature and entropy obey the relationship for an ideal gas.
Determination of the LEP centre-of-mass energy from Zγ events
1999
Radiative returns to the Z resonance (Zgamma events) are used to determine the LEP2 centre-of-mass energy from the data collected with the ALEPH detector in 1997. The average centre-of-mass energy is measured to be: E_CM = 182.50 +- 0.19(stat) +- 0.08(syst) GeV in good agreement with the precise determination by the LEP energy working group of 182.652 +- 0.050 GeV. If applied to the measurement of the W mass, its precision translates into a systematic error on M_W which is smaller than the statistical error achieved from the corresponding dataset.
A Representation of Relational Systems
2003
In this paper elements of a theory of multistructures are formulated. The theory of multistructures is used to define a binary representation of relational systems.