Empirical analysis of individual popularity and activity on an online music service system

Quantitative understanding of human behaviors supplies basic comprehension of the dynamics of many socio-economic systems. Based on the log data of an online music service system, we investigate the statistical characteristics of individual activity and popularity, and find that the distributions of both of them follow a stretched exponential form which interpolates between exponential and power law distribution. We also study the human dynamics on the online system and find that the distribution of interevent time between two consecutive listenings of music shows the fat tail feature. Besides, with the reduction of user activity the fat tail becomes more and more irregular, indicating different behavior patterns for users with diverse activities. The research results may shed some light on the in-depth understanding of collective behaviors in socio-economic systems.     

Statistical properties of trading volume of Chinese stocks

The cumulative distribution of trading volume is investigated for Chinese stocks. Different from the power-law scaling of mature markets, the distribution is well fitted by a stretched exponential function . With the autocorrelation function and the detrended fluctuation analysis, the long-range autocorrelation of trading volume is revealed. The conditional dependence of volume on volatility and the volume-volatility cross-correlation are studied, and a positive long-range correlation between volume and volatility is observed.     

Distribution of return intervals of extreme events

The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values of the resistance fluctuations displayed by resistors with granular structure in nonequilibrium stationary states. The resistance fluctuations are calculated by Monte Carlo simulations using a resistor network approach. It has been found that for highly disordered networks, when the auto-correlation function displays a non-exponential and non-power-law decay, the distribution of return intervals of the extreme values is a stretched exponential, with exponent independent of the threshold.     

Scaling and memory in the return intervals of realized volatility

We perform return interval analysis of 1-min realized volatility defined by the sum of absolute high-frequency intraday returns for the Shanghai Stock Exchange Composite Index (SSEC) and 22 constituent stocks of SSEC. The scaling behavior and memory effect of the return intervals between successive realized volatilities above a certain threshold q are carefully investigated. In comparison with the volatility defined by the closest tick prices to the minute marks, the return interval distribution for the realized volatility shows a better scaling behavior since 20 stocks (out of 22 stocks) and the SSEC pass the Kolmogorov-Smirnov (KS) test and exhibit scaling behaviors, among which the scaling function for 8 stocks could be approximated well by a stretched exponential distribution revealed by the KS goodness-of-fit test under the significance level of 5%. The improved scaling behavior is further confirmed by the relation between the fitted exponent γ and the threshold q. In addition, the similarity of the return interval distributions for different stocks is also observed for the realized volatility. The investigation of the conditional probability distribution and the detrended fluctuation analysis (DFA) show that both short-term and long-term memory exists in the return intervals of realized volatility.     

Exponential decay and scaling laws in noisy chaotic scattering

In this Letter we present a numerical study of the effect of noise on a chaotic scattering problem in open Hamiltonian systems. We use the second order Heun method for stochastic differential equations in order to integrate the equations of motion of a two-dimensional flow with additive white Gaussian noise. We use as a prototype model the paradigmatic Hénon-Heiles Hamiltonian with weak dissipation which is a well-known example of a system with escapes. We study the behavior of the scattering particles in the scattering region, finding an abrupt change of the decay law from algebraic to exponential due to the effects of noise. Moreover, we find a linear scaling law between the coefficient of the exponential law and the intensity of noise. These results are of a general nature in the sense that the same behavior appears when we choose as a model a two-dimensional discrete map with uniform noise (bounded in a particular interval and zero otherwise), showing the validity of the algorithm used. We believe the results of this work be useful for a better understanding of chaotic scattering in more realistic situations, where noise is presented.     

Evidence for light-induced hole polarons in LiNbO3

Transient light-induced absorption in LiNbO3 is observed in the blue-green spectral range after pulsed illumination with 532 nm. Its buildup and decay in Fe-doped LiNbO3 is satisfactorily described by a sum of two stretched exponential functions. For undoped LiNbO3, however, only one stretched exponential decay is observed. These experimental results are explained by the formation of both small Nb(Li)4+ electron polarons and O- hole polarons. The mechanism is discussed on the basis of a proposed band scheme.     

Ordering in Ising models of parabolic shape

The features of order in narrow systems are studied for isotropic square lattice Ising models with general parabolic boundaries. Using Monte Carlo methods, magnetization profiles are calculated which agree very well with the conformal results and scale properly with the geometrical length parameter. The variation of the tip magnetization with temperature is obtained and the predicted stretched exponential form in the critical region is confirmed.     

Connectivity of growing networks with link constraints

We propose a growing network model with link constraint, in which new nodes are continuously introduced into the system and immediately connected to preexisting nodes, and any arbitrary node cannot receive new links when it reaches a maximum number of links k_m. The connectivity of the network model is then investigated by means of the rate equation approach. For the connection kernel A(k)=k^γ, the degree distribution n_k takes a power law if γ≥1 and decays stretched exponentially if 0≤γ< 1. We also consider a network system with the connection kernel A(k)=k^α(k_m-k)^β. It is found that n_k approaches a power law in the α> 1 case and has a stretched exponential decay in the 0≤α< 1 case, while it can take a power law with exponential truncation in the special α=β=1 case. Moreover, n_k may have a U-type structure if α> β.     

Delocalization of Quantum Kicked Rotator with a Large Denominator

We use the iterative unitary matrix multiplication method to calculate the long-time behaviour of the resonant quantum kicked rotator with a large denominator. The delocalization time is an exponential function of the denominator. The wave function delocalizes through degenerate states. We also construct a nonresonant quantum kicked rotator with delocalization.     

Stochastic synchronization of coupled neural networks with intermittent control

In this Letter, we study the exponential stochastic synchronization problem for coupled neural networks with stochastic noise perturbations. Based on Lyapunov stability theory, inequality techniques, the properties of Weiner process, and adding different intermittent controllers, several sufficient conditions are obtained to ensure exponential stochastic synchronization of coupled neural networks with or without coupling delays under stochastic perturbations. These stochastic synchronization criteria are expressed in terms of several lower-dimensional linear matrix inequalities (LMIs) and can be easily verified. Moreover, the results of this Letter are applicable to both directed and undirected weighted networks. A numerical example and its simulations are offered to show the effectiveness of our new results.     

Kohlrausch explained: The solution to a problem that is 150 years old

We construct a bridge between the standard diffusion-to-traps mathematical model of stretched exponential relaxation and the modern experimental database on both electronic and structural relaxation.This paper is based on a presentation given at the 71st Statistical Mechanics meeting, May 1994.     

Chaos synchronization of uncertain Genesio-Tesi chaotic systems with deadzone nonlinearity

In this Letter, the concept of practical synchronization is introduced and the chaos synchronization of uncertain Genesio-Tesi chaotic systems with deadzone nonlinearity is investigated. Based on the time-domain approach, a tracking control is proposed to realize chaos synchronization for the uncertain Genesio-Tesi chaotic systems with deadzone nonlinearity. Moreover, the guaranteed exponential convergence rate and convergence radius can be pre-specified. Finally, a numerical example is provided to illustrate the feasibility and effectiveness of the obtained result.     

Different Types of Synchronization in Time-Delayed Systems

We investigate different types of synchronization between two unidirectionally nonlinearly coupled identical delay- differential systems related to optical bistable or hybrid optical bistable devices. This system can represent some kinds of delay-differential models, i.e. Ikeda model, Vall~e model, sine-square model, Mackey Glass model, and so on. We find existence and sufficient stability conditions by theoretical analysis and test the correctness by＂ numerical simulations. Lag, complete and anticipating synchronization are observed, respectively. It is found that the time-delay system can be divided into two parts~ one is the instant term and the other is the delay term. Synchronization between two identical chaotic systems can be derived by adding a coupled term to the delay term in the driven system.     

Generalized exponential function and discrete growth models

Here we show that a particular one-parameter generalization of the exponential function is suitable to unify most of the popular one-species discrete population dynamic models into a simple formula. A physical interpretation is given to this new introduced parameter in the context of the continuous Richards model, which remains valid for the discrete case. From the discretization of the continuous Richards’ model (generalization of the Gompertz and Verhulst models), one obtains a generalized logistic map and we briefly study its properties. Notice, however that the physical interpretation for the introduced parameter persists valid for the discrete case. Next, we generalize the (scramble competition) θ-Ricker discrete model and analytically calculate the fixed points as well as their stabilities. In contrast to previous generalizations, from the generalized θ-Ricker model one is able to retrieve either scramble or contest models.     

Dynamic response of an irreversible reaction system to a pulsed perturbation

The dynamic response of the ZGB surface reaction lattice gas model, for the catalyzed reaction , is studied by means of Monte-Carlo simulations in the neighborhood of its second order irreversible phase transition (IPT). It is found that shortly after driving a stationary configuration into the absorbing state, the relaxation of the system can be well described by a stretched exponential behavior. The dependence of the relaxation characteristic time and the induced changes on the coverage of the reactants, on both, the intensity and the period of the pulsed perturbation, are systematically investigated. The obtained insights can straightforwardly be extended to a wide variety of irreversible systems exhibiting second order IPT's, such as directed percolation, forest fire models, the contact process, branching annihilating walkers, catalyzed reactions, etc. Received 6 July 1998     

Type II quantum chaos

A classification of quantum systems into three categories, type I, II and III, is proposed. The classification is based on the degree of sensitivity upon initial conditions, and the appearance of chaos. The quantum dynamics of type I systems is quasi periodic displaying no exponential sensitivity. They arise, e.g., as the quantized versions of classical chaotic systems. Type II systems are obtained when classical and quantum degrees of freedom are coupled. Such systems arise naturally in a dynamic extension of the first step of the Born-Oppenheimer approximation, and are of particular importance to molecular and solid state physics. Type II systems can show exponential sensitivity in the quantum subsystem. Type III systems are fully quantized systems which show exponential sensitivity in the quantum dynamics. No example of a type III system is currently established. This paper presents a detailed discussion of a type II quantum chaotic system which models a coupled electronic-vibronic system. It is argued that type II systems are of importance for any field systems (not necessarily quantum) that couple to classical degrees of freedom.     

New mechanism for non-trivial intra-molecular vibrational dynamics

We investigate the time evolution process of one selected (initially prepared by optical pumping) vibrational molecular state S, coupled to all other intra-molecular vibrational states R of the same molecule, and also to its environment Q. Molecular states forming the first reservoir R are characterized by a discrete dense spectrum, whereas the environment reservoir Q states form a continuous spectrum. Assuming the equidistant reservoir R states we find the exact analytical solution of the quantum dynamic equations. S-Q and R-Q couplings yield to spontaneous decay of the S and R states, whereas S-R exchange leads to recurrence cycles and Loschmidt echo at frequencies of S-R transitions and double resonances at the interlevel reservoir R transitions. Due to these couplings the system S time evolution is not reduced to a simple exponential relaxation. We predict various regimes of the system S dynamics, ranging from exponential decay to irregular damped oscillations. Namely, we show that there are possible four dynamic regimes of the evolution: (i) independent of the environment Q exponential decay suppressing backward R - S transitions, (ii) Loschmidt echo regime, (iii) incoherent dynamics with multicomponent Loschmidt echo, when the system state is exchanged its energy with many states of the reservoir, (iv) cycle mixing regime, when long time system dynamics looks as a random-like. We suggest applications of our results for interpretation of femtosecond vibration spectra of large molecules and nano-systems.     

Tail distribution of index fluctuations in World markets

We have investigated the tail distribution of the daily fluctuations in 202 different indices in the stock markets of 59 countries for the time span of the last 20 years. Power law, log-normal, Weibull, exponential and power law with exponential cutoff distributions are considered as possible candidates for the tail distribution of the normalized returns. It is found that the power exponent depends strongly on the choice of the tail threshold and a sizeable number of indices can be better fitted by a distribution function other than the power law at the region that has power law exponent of 3. Also, we have found that the power exponent is not an indicator of the maturity of the market.     

Time-Resolved Fluorescence Studies on Bovine Serum Albumin Denaturation Process

The denaturation of Bovine Serum Albumin (BSA) by a chaotropic agent, guanidinium hydrochloride (GuH+Cl-) was studied by fluorescence lifetime analysis. The BSA was labelled with 1-anilino-8-naphthalene sulfonate (ANS) at two different molar ratios (1:1) and (1:10). The non-exponential fluorescence kinetics of the BSA-ANS complex at different stages of denaturation is analysed using three different models: a discrete tri-exponential sum, stretched exponential, and Gaussian lifetime distribution. In all cases, the fluorescence decay times decreased with protein denaturation. The results from the models show that there are at least two different binding sites located in the BSA protein with different water accessibility.