Edgeworth Expansion of Densities of Order Statistics with Fixed Rank

We give an Edgeworth expansion for densities of order statistics with fixed rank k.The Edgeworth expansion for densities of extreme values is then obtained as a special case k=1.     

Dependence Properties of Multivariate Mixture Distributions and Their Applications

Consider a multivariate mixture model where the random variables X ₁, ..., X _n given (₁, ..., _n ), are conditionally independent. Conditions are obtained under which different kinds of positive dependence hold among X _i 's. The results obtained are applied to a variety of problems including the concomitants of order statistics and of record values; and to frailty models.     

Statistical Inference in a Linear Model for Spatially Located Sensors and Random Input

In the paper we consider a random linear model for observations provided by spatially located sensors measuring signals coming from one source. For this model a set of sufficient and complete statistics are found, and it is shown that the maximum likelihood estimators of unknown parameters (characteristics of the source) are functions of those statistics. The problem of nonnegative estimators of variance components of the model is shortly discussed. Comparisons of the mean squared errors of several estimators are given. Numerical example concerning hunting for defects in solar cells is considered in details.     

Adsorption of hydrophobic polyelectrolytes onto oppositely charged surfaces

We present a scaling theory for the adsorption of a weakly charged polyelectrolyte chain in a poor solvent onto an oppositely charged surface. Depending on the fraction of charged monomers and on the solvent quality for uncharged monomers, the globule in the bulk of the solution has either a spherical conformation or a necklace structure. At sufficiently high surface charge density, a chain in the globular conformation adsorbs in a flat pancake conformation due to the Coulombic attraction to the oppositely charged surface. Different adsorption regimes are predicted depending on two screening lengths (the Debye screening length monitored by the salt concentration and the Gouy-Chapman length monitored by the surface charge density), on the degree of ionization of the polymer and on the solvent strength. At low bulk ionic strength, an increase in the surface charge density may induce a transition from an adsorbed necklace structure to a uniform pancake due to the enhanced screening of the intra-chain Coulombic repulsion by the counterions localized near the surface. Received 12 April 2001     

双模最小关联混态的量子统计性质

研究了双模最小关联混态在不同参数情况下的量子统计性质.发现在一定的参数范围内双模最小关联混态的二阶相干性违反经典的Cauchy-Schwartz不等式,呈现非经典性相关;同时对双模最小关联混态的压缩特性、亚泊松分布等非经典性质进行了分析,通过数值计算得出,每模光子的压缩性及其亚泊松分布均与参数d的取值密切相关.     

Statistical equilibrium in simple exchange games I

This erratum corrects a mistake in reference [E. Scalas, U. Garibaldi, S. Donadio, Eur. Phys. J. B 53, 267 (2006)]. In that paper, we needed an aperiodic version of the BDY game, but, in formula (1), we incorrectly presented a periodic transition matrix of period 2 in the special case of g = 2 agents. Here, we present the right aperiodic version.     

Local Energy Statistics in Spin Glasses

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.     

Emergence of bimodality in noisy systems with single-well potential

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.     

Thermally Conducting Partially Ionized Plasma in a Variable Magnetic Field

An infinitely extending homogenous partially ionized plasma endowed with several physical mechanisms and permeated by a variable magnetic field is considered. The combined effect of these parameters, namely, Hall currents, finite conductivity, ion viscosity, collision with neutrals and thermal conductivity on the gravitational instability of the plasma is studied. It is found that the several mechanisms play different physical roles in the perturbed problem. Jeans' Criterion is analyzed in the framework of Tsallis' statistics for possible modifications due to the presence of nonextensive effects. A simple generalization of the Jeans' criterion is obtained and the standard values are obtained in the limiting case q = 1, q being the nonextensive parameter. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Investigation of the phase transition at the nematic liquid crystal-wall interface within nonextensivity

In this study, the nematic-isotropic phase transition is investigated for a sample in the shape of a slab of thickness d, using nonextensive formalism. The interaction potential is written as the sum of the direct interaction of a given nematic molecule with the substrate and of its incomplete interaction with the other nematic molecules due to the presence of the limiting surface. In this framework, we show the effects of the nonextensivity on the nematic-isotropic transition at the nematic-wall interface. The generalized model can shed light on the properties of nematic liquid crystal confined in small-scale structures.