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121.
B. Dybiec L. Schimansky-Geier 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,57(3):313-320
We study the stationary probability density of a Brownian particle in a potential with a single-well subject to the purely
additive thermal and dichotomous noise sources. We find situations where bimodality of stationary densities emerges due to
presence of dichotomous noise. The solutions are constructed using stochastic dynamics (Langevin equation) or by discretization
of the corresponding Fokker-Planck equations. We find that in models with both noises being additive the potential has to
grow faster than |x| in order to obtain bimodality. For potentials ∝|x| stationary solutions are always of the double exponential
form. 相似文献
122.
We introduce an agent-based model for the spreading of technological developments in socio-economic systems where the technology is mainly used for the collaboration/interaction of agents. Agents use products of different technologies to collaborate with each other which induce costs proportional to the difference of technological levels. Additional costs arise when technologies of different providers are used. Agents can adopt technologies and providers of their interacting partners in order to reduce their costs leading to microscopic rearrangements of the system. Analytical calculations and computer simulations revealed that starting from a random configuration of different technological levels a complex time evolution emerges where the spreading of advanced technologies and the overall technological progress of the system are determined by the amount of advantages more advanced technologies provide, and by the structure of the social environment of agents. We show that agents tend to form clusters of identical technological level with a power law size distribution. When technological progress arises, the spreading of technologies in the system can be described by extreme order statistics. 相似文献
123.
Blake LeBaron 《Physica A》2007,383(1):85-89
This paper introduces an order-driven market with heterogeneous investors, who submit limit or market orders according to their own trading rules. The trading rules are repeatedly updated via simple learning and adaptation of the investors. We analyze markets with and without learning and adaptation. The simulation results show that our model with learning and adaptation successfully replicates long-memories in trading volume, stock return volatility, and signs of market orders in an informationally efficient market. We also discuss why evolutionary dynamics are important in generating these features. 相似文献
124.
Several a priori tests of a systematic stochastic mode reduction procedure recently devised by the authors [Proc. Natl. Acad. Sci. 96 (1999) 14687; Commun. Pure Appl. Math. 54 (2001) 891] are developed here. In this procedure, reduced stochastic equations for a smaller collections of resolved variables are derived systematically for complex nonlinear systems with many degrees of freedom and a large collection of unresolved variables. While the above approach is mathematically rigorous in the limit when the ratio of correlation times between the resolved and the unresolved variables is arbitrary small, it is shown here on a systematic hierarchy of models that this ratio can be surprisingly big. Typically, the systematic reduced stochastic modeling yields quantitatively realistic dynamics for ratios as large as 1/2. The examples studied here vary from instructive stochastic triad models to prototype complex systems with many degrees of freedom utilizing the truncated Burgers–Hopf equations as a nonlinear heat bath. Systematic quantitative tests for the stochastic modeling procedure are developed here which involve the stationary distribution and the two-time correlations for the second and fourth moments including the resolved variables and the energy in the resolved variables. In an important illustrative example presented here, the nonlinear original system involves 102 degrees of freedom and the reduced stochastic model predicted by the theory for two resolved variables involves both nonlinear interaction and multiplicative noises. Even for large value of the correlation time ratio of the order of 1/2, the reduced stochastic model with two degrees of freedom captures the essentially nonlinear and non-Gaussian statistics of the original nonlinear systems with 102 modes extremely well. Furthermore, it is shown here that the standard regression fitting of the second-order correlations alone fails to reproduce the nonlinear stochastic dynamics in this example. 相似文献
125.
Garrison Sposito 《Journal of statistical physics》1974,10(4):321-335
The fundamental equations of equilibrium quantum statistical mechanics are derived in the context of a measure-theoretic approach to the quantum mechanical ergodic problem. The method employed is an extension, to quantum mechanical systems, of the techniques developed by R. M. Lewis for establishing the foundations of classical statistical mechanics. The existence of a complete set of commuting observables is assumed, but no reference is made a priori to probability or statistical ensembles. Expressions for infinite-time averages in the microcanonical, canonical, and grand canonical ensembles are developed which reduce to conventional quantum statistical mechanics for systems in equilibrium when the total energy is the only conserved quantity. No attempt is made to extend the formalism at this time to deal with the difficult problem of the approach to equilibrium. 相似文献
126.
Naus Joseph I. Wallenstein Sylvan 《Methodology and Computing in Applied Probability》2004,6(4):389-400
Researchers apply scan statistics to test for unusually large clusters of events within a time window of specified length w, or alternatively an unusually small window w that contains a specified number of events. In some cases, the researcher is interested in testing for a range of specified window lengths, or a set of several specified number of events k (cluster sizes). In this paper, we derive accurate approximations for the joint distributions of scan statistics for a range of values of w, or of k, that can be used to set an experiment-wide level of significance that takes into account the multiple comparisons involved. We use these methods to compare different ways of choosing the window sizes for the different cluster sizes. One special case is a multiple comparison procedure based on a generalized likelihood ratio test (GLRT) for a range of window sizes. We compare the power of the GLRT with another method for allocating the window sizes. We find that the GLRT is sensitive for very small window sizes at the expense of moderate and larger window sizes. We illustrate these results on two examples, one involving clustering of translocation breakpoints in DNA, and the other involving disease clusters. 相似文献
127.
The vibrational dynamics of protein folding is analyzed in the framework of Tsallis statistics. We employ exact expressions
for classical harmonic oscillators by considering the unnormalized constraints. As q→1, we show that these approximations agree with the result of Gaussian network model. 相似文献
128.
Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space
should in most circumstances be the same as in the random energy model. We review some rigorous results confirming the validity
of this conjecture. In the context of the SK models, we analyse the limits of the validity of the conjecture for energy levels
growing with the volume of the system. In the case of the Generalised Random energy model, we give a complete analysis for
the behaviour of the local energy statistics at all energy scales. In particular, we show that, in this case, the REM conjecture
holds exactly up to energies E
N
< β
c
N, where β
c
is the critical temperature. We also explain the more complex behaviour that sets in at higher energies.
Research supported in part by the DFG in the Dutch-German Bilateral Research Group “Mathematics of Random Spatial Models from
Physics and Biology” and by the European Science Foundation in the Programme RDSES. 相似文献
129.
E. Katzav 《The European Physical Journal B - Condensed Matter and Complex Systems》2006,54(2):137-140
In the paper the role of long range interactions on the
growth of a volume conserving surface is studied using the Nonlocal
Conserved Kardar-Parisi-Zhang (NCKPZ) equation. It is shown that
previous theoretical predictions are inconsistent with an exact
one-dimensional result. This serves as a motivation for construction
of a Self-Consistent Expansion (SCE) that recovers the exact
one-dimensional result, and gives the scaling exponents in higher
dimensions as well. A possible application of this result to
colloidal systems is discussed. 相似文献
130.
一个Jordan块的平方根矩阵 总被引:6,自引:1,他引:6
朱德高 《数学物理学报(A辑)》1999,19(3):318-321
设J=Jm(λ)是一个特征值为λ的m阶Jordan块矩阵,则J能开平方的充要条件是m=1,或者m≥2时,λ≠0.且当m≥2,λ≠0,J的平方根矩阵恰有两个:±A,这里 相似文献