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Generalized Master Equation Via Aging Continuous-Time Random Walks
Date: 2003
Creator: Allegrini, Paolo; Aquino, Gerardo; Grigolini, Paolo; Palatella, Luigi & Rosa, Angelo
Description: This article discusses generalized master equation via aging continuous-time random walks. Abstract: We discuss the problem of the equivalence between continuous-time random walk (CTRW) and generalized master equation (GME). The walker, making instantaneous jumps from one site of the lattice to another, resides in each site for extended times. The sojourn times have a distribution density ψ(t) that is assumed to be an inverse power law with the power index μ. We assume that the Onsager principle is fulfilled, and we use this assumption to establish a complete equivalence between GME and the Montroll-Weiss CTRW.We prove that this equivalence is confined to the case where ψ(t) is an exponential. We argue that is so because the Montroll-Weiss CTRW, as recently proved by Barkai [E. Barkai, Phys. Rev. Lett. 90, 104101 (2003)], is nonstationary, thereby implying aging, while the Onsager principle is valid only in the case of fully aged systems. The case of a Poisson distribution of sojourn times is the only one with no aging associated to it, and consequently with no need to establish special initial conditions to fulfill the Onsager principle. We consider the case of a dichotomous fluctuation, and we prove that the Onsager principle is ...
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Permallink:digital.library.unt.edu/ark:/67531/metadc67635/
Correlation Function and Generalized Master Equation of Arbitrary Age
Date: June 10, 2005
Creator: Allegrini, Paolo; Aquino, Gerardo; Grigolini, Paolo; Palatella, Luigi; Rosa, Angelo & West, Bruce J.
Description: This article discusses correlation function and generalized master equation of arbitrary age. Abstract: We study a two-state statistical process with a non-Poisson distribution of sojourn times. In accordance with earlier work, we find that this process is characterized by aging and we study three different ways to define the correlation function of arbitrary age of the corresponding dichotomous fluctuation. These three methods yield exact expressions, thus coinciding with the recent result by Godrèche and Luck [J. Stat. Phys. 104, 489 (2001)]. Actually, non-Poisson statistics yields infinite memory at the probability level, thereby breaking any form of Markovian approximation, including the one adopted herein, to find an approximated analytical formula. For this reason, we check the accuracy of this approximated formula by comparing it with the numerical treatment of the second of the three exact expressions. We find that, although not exact, a simple analytical expression for the correlation function of arbitrary age is very accurate. We establish a connection between the correlation function and a generalized master equation of the same age. Thus this formalism, related to models used in glassy materials, allows us to illustrate an approach to the statistical treatment of blinking quantum dots, bypassing the limitations fo ...
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Permallink:digital.library.unt.edu/ark:/67531/metadc40401/
Long- and Short-Time Analysis of Heartbeat Sequences: Correlation with Mortality Risk in Congestive Heart Failure Patients
Date: 2003
Creator: Allegrini, Paolo; Balocchi, Rita; Chillemi, Santi; Grigolini, Paolo; Hamilton, P.; Maestri, Roberto et al
Description: In this article, the authors analyze RR heartbeat sequences with a dynamic model that satisfactorily reproduces both the long- and the short-time statistical properties of heart beating. These properties are expressed quantitatively by means of two significant parameters, the scaling δ concerning the asymptotic effects of long-range correlation, and the quantity 1 - π establishing the amount of uncorrelated fluctuations. The authors find a correlation between the position in the phase space (δ,π) of patients with congestive heart failure and their mortality risk.
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Permallink:digital.library.unt.edu/ark:/67531/metadc67633/
Renewal, Modulation, and Superstatistics in Times Series
Date: April 27, 2006
Creator: Allegrini, Paolo; Barbi, Francesco; Grigolini, Paolo & Paradisi, Paolo
Description: In this article, the authors consider two different approaches, to which the authors refer to as renewal and modulation, to generate time series with a nonexponential distribution of waiting times. The authors show that different time series with the same waiting time distribution are not necessarily statistically equivalent, and might generate different physical properties. Renewal generates aging and anomalous scaling, while modulation yields no significant aging and either ordinary or anomalous diffusion, according to the dynamic prescription adopted. The authors show, in fact, that the physical realization of modulation generates two classes of events. The events of the first class are determined by the persistent use of the same exponential time scale for an extended lapse of time, and consequently are numerous; the events of the second class are identified with the abrupt changes from one to another exponential prescription, and consequently are rare. The events of the second class, although rare, determine the scaling of the diffusion process, and for this reason the authors term them as crucial events. According to the prescription adopted to produce modulation, the distribution density of the time distances between two consecutive crucial events might have, or not, a diverging second moment. In the ...
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Permallink:digital.library.unt.edu/ark:/67531/metadc40400/
Dynamical model for DNA sequences
Date: November 1995
Creator: Allegrini, Paolo; Barbi, M.; Grigolini, Paolo & West, Bruce J.
Description: This article discusses a dynamical model for DNA sequences. Abstract: We address the problem of DNA sequences, developing a "dynamical" method based on the assumption that the statistical properties of DNA paths are determined by the joint action of two processes, one deterministic with long-range correlations and the other random and δ-function correlated. The generator of the deterministic evolution is a nonlinear map belonging to a class of maps recently tailored to mimic the processes of weak chaos responsible for the birth of anomalous diffusion. It is assumed that the deterministic process corresponds to unknown biological rules that determine the DNA path, whereas the noise mimics the influence of an infinite-dimensional environment on the biological process under study. We prove that the resulting diffusion process, if the effect of the random process is determined by the joint action of the deterministic and the random process, the correlation effects of the "deterministic dynamics" are canceled on the short-range scale, but show up in the long-range one. We denote their prescription to generate statistical sequences as the copying mistake map (CMM). We carry out their analysis of several DNA sequences and their CMM realizations with a variety of techniques and the authors ...
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Permallink:digital.library.unt.edu/ark:/67531/metadc139499/
Scaling Breakdown: A Signature of Aging
Date: July 12, 2002
Creator: Allegrini, Paolo; Bellazzini, Jacopo; Bramanti, G.; Ignaccolo, Massimiliano; Grigolini, Paolo & Yang, J.
Description: In this article, the authors prove that the Lévy walk is characterized by bilinear scaling. This effect mirrors the existence of a form of aging that does not require the adoption of nonstationary conditions.
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Permallink:digital.library.unt.edu/ark:/67531/metadc67630/
Compression and Diffusion: A Joint Approach to Detect Complexity
Date: February 2003
Creator: Allegrini, Paolo; Benci, V. (Vieri); Grigolini, Paolo; Hamilton, P.; Ignaccolo, Massimiliano; Menconi, G. et al
Description: This article discusses a joint approach to detect complexity. Abstract: The adoption of the Kolmogorov-Sinai (KS) entropy is becoming a popular research tool among physicists, especially when applied to a dynamical system fitting the conditions of validity of the Pesin theorem. The study of time series that are a manifestation of system dynamics whose rules are either unknown or too complex for a mathematical treatment, is still a challenge since the KS entropy is not computable, in general, in that case. Here the authors present a plan of action based on the joint action of two procedures, both related to the KS entropy, but compatible with computer implementation through fast and efficient programs. The former procedure, called Compression Algorithm Sensitive To Regularity (CASToRe), establishes the amount of order by the numerical evaluation of algorithmic compressibility. The latter, called Complex Analysis of Sequences via Scaling AND Randomness Assessment (CASSANDRA), establishes the complexity degree through the numerical evaluation of the strength of an anomalous effect. This is the departure, of the diffusion process generated by the observed fluctuations, from ordinary Brownian motion. The CASSANDRA algorithm shares with CASToRe a connection with the Kolmogorov complexity. This makes both algorithms especially suitable to study ...
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Permallink:digital.library.unt.edu/ark:/67531/metadc139462/
Experimental Quenching of Harmonic Stimuli: Universality of Linear Response Theory
Date: July 15, 2009
Creator: Allegrini, Paolo; Bologna, Mauro; Fronzoni, Leone; Grigolini, Paolo & Silvestri, Ludovico
Description: This article discusses experimental quenching of harmonic stimuli. Abstract: We show that liquid crystals in the weak turbulence electroconvective regime respond to harmonic perturbations with oscillations whose intensity decay with an inverse power law of time. We use the results of this experiment to prove that this effect is the manifestation of a form of linear response theory (LRT) valid in the out-of-equilibrium case, as well as at thermodynamic equilibrium where it reduces to the ordinary LRT. We argue that this theory is a universal property, which is not confined to physical processes such as turbulent or excitable media, and that it holds true in all possible conditions, and for all possible systems, including a complex networks, thereby establishing a bridge between statistical physics and all the fields of research in complexity.
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Permallink:digital.library.unt.edu/ark:/67531/metadc40394/
Fluctuation-Dissipation Theorem for Event-Dominated Processes
Date: July 6, 2007
Creator: Allegrini, Paolo; Bologna, Mauro; Grigolini, Paolo & West, Bruce J.
Description: This article discusses fluctuation-dissipation theorem for event-dominated processes. Abstract: We study a system whose dynamics are driven by non-Poisson, renewal, and nonergodic events. We show that external perturbations influencing the times at which these events occur violate the standard fluctuation-dissipation prescription due to renewal aging. The fluctuation-dissipation relation of this Letter is shown to be the linear response limit of an exact expression that has been recently proposed to account for the luminescence decay in a Gibbs ensemble of semiconductor nanocrystals, with intermittent fluorescence.
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Permallink:digital.library.unt.edu/ark:/67531/metadc40397/
Response of Complex Systems to Complex Perturbations: the Complexity Matching Effect
Date: December 2006
Creator: Allegrini, Paolo; Bologna, Mauro; Grigolini, Paolo & West, Bruce J.
Description: This article discusses the complexity matching effect. The dynamical emergence (and subsequent intermittent breakdown) of collective behavior in complex systems is described as a non-Poisson renewal process, characterized by a waiting-time distribution density ψ(T) for the time intervals between successfully recorded breakdowns. In the intermittent case ψ(t) ~ t-μ, with complexity index μ. The authors show that two systems can exchange information through complexity matching and present theoretical and numerical calculations describing a system with complexity index μs perturbed by a signal with complexity index μp. The analysis focuses on the non-ergodic (non-stationary) case μ ≤ 2 showing that for μs ≥ μp, the system S statistically inherits the correlation function of the perturbation P. The condition μp = μs is a resonant maximum for correlation information exchange.
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Permallink:digital.library.unt.edu/ark:/67531/metadc132965/