Scale-invariance of random populations: From Paretian to Poissonian fractality

Random populations represented by stochastically scattered collections of real-valued points are abundant across many fields of science. Fractality, in the context of random populations, is conventionally associated with a Paretian distribution of the population's values.Using a Poissonian approach to the modeling of random populations, we introduce a definition of “Poissonian fractality” based on the notion of scale-invariance. This definition leads to the characterization of four different classes of Fractal Poissonian Populations—three of which being non-Paretian objects. The Fractal Poissonian Populations characterized turn out to be the unique fixed points of natural renormalizations, and turn out to be intimately related to Extreme Value distributions and to Lévy Stable distributions.     

Measuring statistical evenness: A panoramic overview

Motivated by the question “how equal is the distribution of wealth within a given human population?” economics devised an impressive toolbox of quantitative measures of societal egalitarianism including the Lorenz curve and the following indices: Gini, Pietra, Hoover, Amato, Hirschman, Theil and Atkinson. These quantitative measures-considered in the broader context of general data-sets with positive values-are, in effect, general gauges of statistical evenness. While the application of Gini’s index grew beyond economics and reached diverse fields of science, the aforementioned “evenness toolbox” has largely remained within the confines of the social sciences. The aim of this Paper is to expose this “evenness toolbox” to the physics community by presenting a comprehensive evenness-based approach to a fundamental problem in science—the measurement of statistical heterogeneity.     

How random is a random vector?

Over 80 years ago Samuel Wilks proposed that the “generalized variance” of a random vector is the determinant of its covariance matrix. To date, the notion and use of the generalized variance is confined only to very specific niches in statistics. In this paper we establish that the “Wilks standard deviation” –the square root of the generalized variance–is indeed the standard deviation of a random vector. We further establish that the “uncorrelation index” –a derivative of the Wilks standard deviation–is a measure of the overall correlation between the components of a random vector. Both the Wilks standard deviation and the uncorrelation index are, respectively, special cases of two general notions that we introduce: “randomness measures” and “independence indices” of random vectors. In turn, these general notions give rise to “randomness diagrams”—tangible planar visualizations that answer the question: How random is a random vector? The notion of “independence indices” yields a novel measure of correlation for Lévy laws. In general, the concepts and results presented in this paper are applicable to any field of science and engineering with random-vectors empirical data.     

Statistical dynamics of religion evolutions

A religion affiliation can be considered as a “degree of freedom” of an agent on the human genre network. A brief review is given on the state of the art in data analysis and modelization of religious “questions” in order to suggest and if possible initiate further research, after using a “statistical physics filter”. We present a discussion of the evolution of 18 so-called religions, as measured through their number of adherents between 1900 and 2000. Some emphasis is made on a few cases presenting a minimum or a maximum in the investigated time range—thereby suggesting a competitive ingredient to be considered, besides the well accepted “at birth” attachment effect. The importance of the “external field” is still stressed through an Avrami late stage crystal growth-like parameter. The observed features and some intuitive interpretations point to opinion based models with vector, rather than scalar, like agents.     

Econophysical visualization of Adam Smith’s invisible hand

Consider a complex system whose macrostate is statistically observable, but yet whose operating mechanism is an unknown black-box. In this paper we address the problem of inferring, from the system’s macrostate statistics, the system’s intrinsic force yielding the observed statistics. The inference is established via two diametrically opposite approaches which result in the very same intrinsic force: a top-down approach based on the notion of entropy, and a bottom-up approach based on the notion of Langevin dynamics. The general results established are applied to the problem of visualizing the intrinsic socioeconomic force–Adam Smith’s invisible hand–shaping the distribution of wealth in human societies. Our analysis yields quantitative econophysical representations of figurative socioeconomic forces, quantitative definitions of “poor” and “rich”, and a quantitative characterization of the “poor-get-poorer” and the “rich-get-richer” phenomena.     

A scale-entropy diffusion equation to describe the multi-scale features of turbulent flames near a wall

Multi-scale features of turbulent flames near a wall display two kinds of scale-dependent fractal features. In scale-space, an unique fractal dimension cannot be defined and the fractal dimension of the front is scale-dependent. Moreover, when the front approaches the wall, this dependency changes: fractal dimension also depends on the wall-distance. Our aim here is to propose a general geometrical framework that provides the possibility to integrate these two cases, in order to describe the multi-scale structure of turbulent flames interacting with a wall. Based on the scale-entropy quantity, which is simply linked to the roughness of the front, we thus introduce a general scale-entropy diffusion equation. We define the notion of “scale-evolutivity” which characterises the deviation of a multi-scale system from the pure fractal behaviour. The specific case of a constant “scale-evolutivity” over the scale-range is studied. In this case, called “parabolic scaling”, the fractal dimension is a linear function of the logarithm of scale. The case of a constant scale-evolutivity in the wall-distance space implies that the fractal dimension depends linearly on the logarithm of the wall-distance. We then verified experimentally, that parabolic scaling represents a good approximation of the real multi-scale features of turbulent flames near a wall.     

Phase diagram of an Ising model with competitive interactions on a Husimi tree and its disordered counterpart

We consider an Ising competitive model defined over a triangular Husimi tree where loops, responsible for an explicit frustration, are even allowed. We first analyze the phase diagram of the model with fixed couplings in which a “gas of noninteracting dimers (or spin liquid) — ferro or antiferromagnetic ordered state” zero temperature transition is recognized in the frustrated regions. Then we introduce the disorder for studying the spin glass version of the model: the triangular ±J model. We find out that, for any finite value of the averaged couplings, the model exhibits always a finite temperature phase transition even in the frustrated regions, where the transition turns out to be a glassy transition. The analysis of the random model is done by applying a recently proposed method which allows us to derive the critical surface of a random model through a mapping with a corresponding nonrandom model.     

Quantum knots

We construct an exactly solvable example of Sturmian bound states which exist in the absence of any confining potential. Their origin is topological—these states are found to live on certain “knotted” contours C(N) of complexified coordinates.     

The geometry of bipartite qutrits including bound entanglement

We investigate the state space of bipartite qutrits, in particular we construct an analog to the “magic” tetrahedron for bipartite qubits—a magic simplex W. Due to the high symmetry it is enough to consider certain typical slices through W and optimal entanglement witnesses can be calculated. A whole region of bound entangled states is found.     

Phantom Friedmann cosmologies and higher-order characteristics of expansion

We discuss a more general class of phantom (p < −?) cosmologies with various forms of both phantom (w < −1), and standard (w > −1) matter. We show that many types of evolution which include both Big-Bang and Big-Rip singularities are admitted and give explicit examples. Among some interesting models, there exist non-singular oscillating (or “bounce”) cosmologies, which appear due to a competition between positive and negative pressure of variety of matter content. From the point of view of the current observations the most interesting cosmologies are the ones which start with a Big-Bang and terminate at a Big-Rip. A related consequence of having a possibility of two types of singularities is that there exists an unstable static universe approached by the two asymptotic models—one of them reaches Big-Bang, and another reaches Big-Rip. We also give explicit relations between density parameters Ω and the dynamical characteristics for these generalized phantom models, including higher-order observational characteristics such as jerk and “kerk.” Finally, we discuss the observational quantities such as luminosity distance, angular diameter, and source counts, both in series expansion and explicitly, for phantom models. Our series expansion formulas for the luminosity distance and the apparent magnitude go as far as to the fourth-order in redshift z term, which includes explicitly not only the jerk, but also the “kerk” (or “snap”) which may serve as an indicator of the curvature of the universe.     

The universal macroscopic statistics and phase transitions of rank distributions

We establish a “Central Limit Theorem” for rank distributions, which provides a detailed characterization and classification of their universal macroscopic statistics and phase transitions. The limit theorem is based on the statistical notion of Lorenz curves, and is termed the “Lorenzian Limit Law” (LLL). Applications of the LLL further establish: (i) a statistical explanation for the universal emergence of Pareto’s law in the context of rank distributions; (ii) a statistical classification of universal macroscopic network topologies; (iii) a statistical classification of universal macroscopic socioeconomic states; (iv) a statistical classification of Zipf’s law, and a characterization of the “self-organized criticality” it manifests.     

Statistical physics of media processes: Mediaphysics

The processes of mass communications in complicated social or sociobiological systems such as marketing, economics, politics, animal populations, etc. as a subject for the special scientific subbranch—“mediaphysics”—are considered in its relation with sociophysics. A new statistical physics approach to analyze these phenomena is proposed. A keystone of the approach is an analysis of population distribution between two or many alternatives: brands, political affiliations, or opinions. Relative distances between a state of a “person's mind” and the alternatives are measures of propensity to buy (to affiliate, or to have a certain opinion). The distribution of population by those relative distances is time dependent and affected by external (economic, social, marketing, natural) and internal (influential propagation of opinions, “word of mouth”, etc.) factors, considered as fields. Specifically, the interaction and opinion-influence field can be generalized to incorporate important elements of Ising-spin-based sociophysical models and kinetic-equation ones. The distributions were described by a Schrödinger-type equation in terms of Green's functions. The developed approach has been applied to a real mass-media efficiency problem for a large company and generally demonstrated very good results despite low initial correlations of factors and the target variable.     

Epidemics and chaotic synchronization in recombining monogamous populations

We analyze the critical transitions (a) to endemic states in an SIS epidemiological model, and (b) to full synchronization in an ensemble of coupled chaotic maps, on networks where, at any given time, each node is connected to just one neighbour. In these “monogamous” populations, the lack of connectivity in the instantaneous interaction pattern—that would prevent both the propagation of an infection and the collective entrainment into synchronization—is compensated by occasional random reconnections which recombine interacting couples by exchanging their partners. The transitions to endemic states and to synchronization are recovered if the recombination rate is sufficiently large, thus giving rise to a bifurcation as this rate varies. We study this new critical phenomenon both analytically and numerically.     

Strategies to measure a quantum state

We consider the problem of determining the mixed quantum state of a large but finite number of identically prepared quantum systems from data obtained in a sequence of ideal (von Neumann) measurements, each performed on an individual copy of the system. In contrast to previous approaches, we do not average over the possible unknown states but work out a “typical” probability distribution on the set of states, as implied by the experimental data. As a consequence, any measure of knowledge about the unknown state and thus any notion of “best strategy” (i.e., the choice of observables to be measured, and the number of times they are measured) depend on the unknown state. By learning from previously obtained data, the experimentalist re-adjusts the observable to be measured in the next step, eventually approaching an optimal strategy. We consider two measures of knowledge and exhibit all “best” strategies for the case of a two-dimensional Hilbert space. Finally, we discuss some features of the problem in higher dimensions and in the infinite dimensional case.     

From silver nanoparticles to thin films: Evolution of microstructure and electrical conduction on glass substrates

Silver nanoparticles embedded in a dielectric matrix are investigated for their potential as broadband-absorbing optical sensor materials. This contribution focuses on the electrical properties of silver nanoparticles on glass substrates at various morphological stages. The electrical current through thin films, consisting of silver nanoparticles, was characterized as a function of film thickness. Three distinct conductivity zones were observed. Two relatively flat zones (“dielectric” for very thin films and “metallic” for films thicker than 300-400 Å) are separated by a sharp transition zone where percolation dominates. The dielectric zone is characterized by isolated particle islands with the electrical conduction dominated by a thermally activated tunneling process. The transition zone is dominated by interconnected silver nanoclusters—a small increase of the film thickness results in a large increase of the electrical conductivity. The metallic conductivity zone dominates for thicknesses above 300-400 Å.     

Risk of population extinction from periodic and abrupt changes of environment

A simulation model of a population having internal (genetic) structure is presented. The population is subject to selection pressure coming from the environment which is the same in the whole system but changes in time. Reproduction has a sexual character with recombination and mutation. Two cases are considered — oscillatory changes of the environment and abrupt ones (catastrophes). We show how the survival chance of a population depends on the maximum allowed size of the population, the length of the genotypes characterizing individuals, selection pressure and the characteristics of the “climate” changes, either their period of oscillations or the scale of the abrupt shift.     

Measuring statistical heterogeneity: The Pietra index

There are various ways of quantifying the statistical heterogeneity of a given probability law: Statistics uses variance — which measures the law’s dispersion around its mean; Physics and Information Theory use entropy — which measures the law’s randomness; Economics uses the Gini index — which measures the law’s egalitarianism. In this research we explore an alternative to the Gini index-the Pietra index-which is a counterpart of the Kolmogorov-Smirnov statistic. The Pietra index is shown to be a natural and elemental measure of statistical heterogeneity, which is especially useful in the case of asymmetric and skewed probability laws, and in the case of asymptotically Paretian laws with finite mean and infinite variance. Moreover, the Pietra index is shown to have immediate and fundamental interpretations within the following applications: renewal processes and continuous time random walks; infinite-server queueing systems and shot noise processes; financial derivatives. The interpretation of the Pietra index within the context of financial derivatives implies that derivative markets, in effect, use the Pietra index as their benchmark measure of statistical heterogeneity.     

Significant effect of surfactant micelles on pH dependent fluorescent off-on-off behavior of Salicylaldehyde-2,4-Dinitrophenylhydrazone

The fluorescence response to pH of 2,4 dinitrophenolhydrazone in 1:1 CH₃OH:H₂O and micellar mediums—negatively charged sodium dodecylsulphate (SDS), positively charged cetyltrimethyl ammonium bromide (CTAB) and neutral Triton X-100 (TX-100), is reported. At pH 4.0 the fluorescence of the molecule can be switched “on” by selecting CTAB as the solvent. At pH 6.0 if the medium is TX-100 the fluorescence is “off”, but remains “on” for the other three solvents. At pH 8.0, fluorescence is “on” in the solvents except CTAB. SDS and TX-100 switch the fluorescence “on” at pH 13.0 but for the other two solvents the fluorescence is “off”.     

Exact results in modeling planetary atmospheres—II. Semi-gray atmospheres

We solve the radiative transfer equation for a semi-gray planetary atmosphere in radiative equilibrium, in an attempt to define an entirely analytical non-gray model atmosphere of finite optical thickness. The salient feature of the model is that the incident solar radiation is partitioned between two adjacent spectral domains—the “visible” and the “infrared”—in each of which the atmosphere's (effective) opacity is assumed to be independent of frequency (the semi-gray assumption). We envisage a plane-parallel atmosphere illuminated by a beam of parallel radiation and bounded below by a partially reflecting and emitting ground. The former emits infrared radiation, induced by the absorption of radiation both visible and infrared, deriving from the external irradiation as well as from the emission of the planet's surface layer. For an atmosphere with given single-scattering albedos and optical thicknesses in both the visible and infrared domains, we compute the temperature at every depth of the atmosphere, as well as the ground's temperature.     

Two-dimensional supersymmetry: From SUSY quantum mechanics to integrable classical models

Two known two-dimensional SUSY quantum mechanical constructions—the direct generalization of SUSY with first-order supercharges and higher-order SUSY with second-order supercharges—are combined for a class of 2-dim quantum models, which are not amenable to separation of variables. The appropriate classical limit of quantum systems allows us to construct SUSY-extensions of original classical scalar Hamiltonians. Special emphasis is placed on the symmetry properties of the models thus obtained—the explicit expressions of quantum symmetry operators and of classical integrals of motion are given for all (scalar and matrix) components of SUSY-extensions. Using Grassmanian variables, the symmetry operators and classical integrals of motion are written in a unique form for the whole Superhamiltonian. The links of the approach to the classical Hamilton-Jacobi method for related “flipped” potentials are established.