Dynamical approach to Lévy processes

Dynamical approach to Lévy processes

Date: November 1996
Creator: Allegrini, Paolo; Grigolini, Paolo & West, Bruce J.
Description: This article discusses a dynamical approach to Lévy processes.Abstract: We derive the diffusion process generated by a correlated dichotomous fluctuating variable y starting from a Liouville-like equation by means of a projection procedure. This approach makes it possible to derive all statistical properties of the diffusion process from the correlation function of the dichotomous fluctuating variable Φy(t). Of special interest is that the distribution of the times of sojourn in the two states of the fluctuating process is proportional to d²Φy(t)/dt². Furthermore, in the special case where Φy(t) has an inverse power law, with the index β ranging from 0 to 1, thus making it nonintegrable, the authors show analytically that the statistics of the diffusing variable approximate in the long-time limit the α-stable Lévy distributions. The departure of the diffusion process of dynamical origin from the ideal condition of the Lévy statistics is established by means of a simple analytical expression. We note, first of all, that the characteristic function of a genuine Lévy process should be an exponential in time. We evaluate the correction to this exponential and show it to be expressed by a harmonic time oscillation modulated by the correlation function Φy(t). Since the characteristic function ...
Contributing Partner: UNT College of Arts and Sciences
Response of Complex Systems to Complex Perturbations: the Complexity Matching Effect

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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Dynamical model for DNA sequences

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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Non-Gaussian statistics of anomalous diffusion: The DNA sequences of prokaryotes

Non-Gaussian statistics of anomalous diffusion: The DNA sequences of prokaryotes

Date: September 1998
Creator: Allegrini, Paolo; Buiatti, Marco; Grigolini, Paolo & West, Bruce J.
Description: This article discusses non-Gaussian statistics of anomalous diffusion. The authors adopt a non-Gaussian indicator to measure the deviation from Gaussian statistics of a diffusion process generated by dichotomous fluctuations with infinite memory. The authors also make analytical predictions on the transient behavior of the non-Gaussian indicator as well as on its stationary value. The authors then apply this non-Gaussian analysis to the DNA sequences of prokaryotes adopting a theoretical model where the "DNA dynamics" are assumed to be determined by the statistical superposition of two independent generators of fluctuations: a generator of fluctuations with no correlation and a generator of fluctuations with infinite correlation "time". The authors study also the influence that the finite length of the observed sequences has on the short-range fluctuation and sequence truncation. Nevertheless, under proper conditions, fulfilled by all the DNA sequences of prokaryotes that have been examined, a non-Gaussian signature remains to signal the correlated nature of the driving process.
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Renewal, Modulation, and Superstatistics in Times Series

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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Non-Poisson Dichotomous Noise: Higher-Order Correlation Functions and Aging

Non-Poisson Dichotomous Noise: Higher-Order Correlation Functions and Aging

Date: October 26, 2004
Creator: Allegrini, Paolo; Grigolini, Paolo; Palatella, Luigi & West, Bruce J.
Description: In this article, the authors study a two-state symmetric noise, with a given waiting time distribution ψ(τ), and focus their attention on the connection between the four-time and two-time correlation functions. The transition of ψ(τ) from the exponential to the nonexponential condition yields the breakdown of the usual factorization condition of high-order correlation functions, as well as the birth of aging effects. The authors discuss the subtle connections between these two properties and establish the condition that the Liouville-like approach has to satisfy in order to produce a correct description of the resulting diffusion process.
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Site correlation, anomalous diffusion, and enhancement of the localization length

Site correlation, anomalous diffusion, and enhancement of the localization length

Date: November 1, 1996
Creator: Allegrini, Paolo; Bonci, Luca; Grigolini, Paolo & West, Bruce J.
Description: This article discusses site correlation, anomalous diffusion, and enhancement of localization length. Herein the authors study the effects on Anderson localizations of correlations in the energy distribution of the sites of a tight-binding Hamiltonian. The lattice correlations are introduced are introduced by means of classical maps generating anomalous diffusion, that have recently been found to account for the correlated disorder of "biological" lattices. The authors show that the enhancement of localization length takes place on a much wider band of energies than in the case of the random-dimer model if the random walk on the site energies of the tight-binding Hamiltonian is determined by the joint action of short- and long-range correlations.
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Event-Driven Power-Law Relaxation in Weak Turbulence

Event-Driven Power-Law Relaxation in Weak Turbulence

Date: January 5, 2009
Creator: Silvestri, Ludovico; Fronzoni, Leone; Grigolini, Paolo & Allegrini, Paolo
Description: This article discusses event-driven power-law relaxation in weak turbulence. Abstract: We characterize the spectral properties of weak turbulence in a liquid crystal sample driven by an external electric field, as a function of the applied voltage, and we find a 1/f noise spectrum S(f) ∝ 1/fn within the whole range 0< ɳ <2. We theoretically explore the hypothesis that the system complexity is driven by non-Poisson events resetting the system through creation and annihilation of coherent structures, retaining no memory of previous history (crucial events). The authors study the time asymptotic regime by means of the density ψ(τ) of the time distances between two crucial events, yielding ɳ = 3 - μ, where μ is defined through the long-time form ψ(τ) ∝ 1/τµ, with 1 < µ < 3. The system regression to equilibrium after an abrupt voltage change experimentally confirms the theory, proving violations of the ordinary linear response theory for both ɳ > 1 and ɳ < 1.
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Experimental Quenching of Harmonic Stimuli: Universality of Linear Response Theory

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.
Contributing Partner: UNT College of Arts and Sciences
Fluctuation-Dissipation Theorem for Event-Dominated Processes

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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