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An entropic approach to the analysis of time series.

Description: Statistical analysis of time series. With compelling arguments we show that the Diffusion Entropy Analysis (DEA) is the only method of the literature of the Science of Complexity that correctly determines the scaling hidden within a time series reflecting a Complex Process. The time series is thought of as a source of fluctuations, and the DEA is based on the Shannon entropy of the diffusion process generated by these fluctuations. All traditional methods of scaling analysis, instead, are based on the variance of this diffusion process. The variance methods detect the real scaling only if the Gaussian assumption holds true. We call H the scaling exponent detected by the variance methods and d the real scaling exponent. If the time series is characterized by Fractional Brownian Motion, we have H¹d and the scaling can be safely determined, in this case, by using the variance methods. If, on the contrary, the time series is characterized, for example, by Lévy statistics, H ¹ d and the variance methods cannot be used to detect the true scaling. Lévy walk yields the relation d=1/(3-2H). In the case of Lévy flights, the variance diverges and the exponent H cannot be determined, whereas the scaling d exists and can be established by using the DEA. Therefore, only the joint use of two different scaling analysis methods, the variance scaling analysis and the DEA, can assess the real nature, Gauss or Lévy or something else, of a time series. Moreover, the DEA determines the information content, under the form of Shannon entropy, or of any other convenient entopic indicator, at each time step of the process that, given a sufficiently large number of data, is expected to become diffusion with scaling. This makes it possible to study the regime of transition from dynamics to thermodynamics, non-stationary regimes, ...
Date: December 2001
Creator: Scafetta, Nicola

A Statistical Study of Hard X-Ray Solar Flares

Description: The results of a statistical study of hard x-ray solar flares are presented in this dissertation. Two methods of analysis were used, the Diffusion Entropy (DE) method coupled with an analysis of the data distributions and the Rescaled Range (R/S) Method, sometimes referred to as "Hurst's method". Chapter one provides an introduction to hard x-ray flares within the context of the solar environment and a summary of the statistical paradigms solar astronomers currently work under. Chapter two presents the theory behind the DE and R/S methods. Chapter three presents the results of the two analysis methodologies: most notably important evidence of the conflicting results of the R/S and DE methods, evidence of a Levy statistical signature for the underlying dynamics of the hard x-ray flaring process and a possible separate memory signature for the waiting times. In addition, the stationary and nonstationary characteristics of the waiting times and peak intensities, are revealed. Chapter four provides a concise summary and discussion of the results.
Date: December 2001
Creator: Leddon, Deborah L.

The Stopping of Energetic Si, P and S Ions in Ni, Cu, Ge and GaAs Targets

Description: Accurate knowledge of stopping powers is essential for these for quantitative analysis and surface characterization of thin films using ion beam analysis (IBA). These values are also of interest in radiobiology and radiotherapy, and in ion- implantation technology where shrinking feature sizes puts high demands on the accuracy of range calculations. A theory that predicts stopping powers and ranges for all projectile-target combinations is needed. The most important database used to report the stopping powers is the SRIM/TRIM program developed by Ziegler and coworkers. However, other researchers report that at times, these values differ significantly from experimental values. In this study the stopping powers of Si, P and S ions have been measured in Ni, Cu, Ge and GaAs absorbers in the energy range ~ 2-10 MeV. For elemental films of Ni, Cu and Ge, the stopping of heavy ions was measured using a novel ERD (Elastic Recoil Detection) based technique. In which an elastically recoiled lighter atom is used to indirectly measure the energy of the incoming heavy ion using a surface barrier detector. In this way it was possible to reduce the damage and to improve the FWHM of the detector. The results were compared to SRIM-2000 predictions and other experimental measurements. A new technique derived from Molecular Beam Epitaxy (MBE) was developed to prepare stoichiometric GaAs films on thin carbon films for use in transmission ion beam experiments. The GaAs films were characterized using X-ray Photoelectron Spectroscopy (XPS) and Particle Induced X-ray Emission (PIXE). These films were used to investigate the stopping powers of energetic heavy ions in GaAs and to provide data for the calculation of Bethe-Bloch parameters in the framework of the Modified Bethe-Bloch theory. As a result of this study, stopping power data are available for the first time for Si and P ions ...
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Date: December 2001
Creator: Nigam, Mohit