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We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…

Data Analysis, Statistics and Probability · Physics 2022-12-27 Angel Gutierrez-Rubio , Juan S. Rojas-Arias , Jun Yoneda , Seigo Tarucha , Daniel Loss , Peter Stano

Orchestral concert programming is a challenging, yet critical task for expanding audience engagement and is usually driven by qualitative heuristics and common musical practices. Quantitative analysis of orchestral programming has been…

Applications · Statistics 2020-09-18 Anna K. Yanchenko

The fluctuations and correlations of matrix elements of cross sections are investigated in open systems that are chaotic in the classical limit. The form of the correlation functions is discussed within a statistical analysis and tested in…

Chaotic Dynamics · Physics 2007-08-22 Bruno Eckhardt , Imre Varga , Peter Pollner

We investigate how extreme loss of data affects the scaling behavior of long-range power-law correlated and anti-correlated signals applying the DFA method. We introduce a segmentation approach to generate surrogate signals by randomly…

Data Analysis, Statistics and Probability · Physics 2010-03-12 Qianli D. Y. Ma , Ronny P. Bartsch , Pedro Bernaola-Galván , Mitsuru Yoneyama , Plamen Ch. Ivanov

Estimating eigenvectors and low-dimensional subspaces is of central importance for numerous problems in statistics, computer science, and applied mathematics. This paper characterizes the behavior of perturbed eigenvectors for a range of…

Statistics Theory · Mathematics 2018-09-14 Joshua Cape , Minh Tang , Carey E. Priebe

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

Condensed Matter · Physics 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

This article deals with the problem of the statistical performance analysis of the MUSIC ( Multiple Signal Classification ) algorithm which is an eigen decomposition based method for the estimation of the angles of arrival of signals…

Methodology · Statistics 2016-01-25 Antonios Bassias , Anthony Chronopoulos

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

Quantitative Methods · Quantitative Biology 2015-06-01 Leandro M. Alonso

We discuss and briefly overview recent progress with studying fluctuations in scattering on a resonance state coupled to the background of many chaotic states. Such a problem arises naturally, e.g., when dealing with wave propagation in the…

Quantum Physics · Physics 2017-12-21 D. V. Savin

Recent data from the Auger Observatory on low energy secondary cosmic ray particles are analyzed to study temporal correlations together with data on the daily sunspot numbers and neutron monitor data. Standard spectral analysis…

Solar and Stellar Astrophysics · Physics 2015-06-11 Carlos A. García Canal , Carlos Hojvat , Tatiana Tarutina

We develop aspects of music theory related to harmony, such as scales, chord formation and improvisation from a combinatorial perspective. The goal is to provide a foundation for this subject by deriving the basic structure from a few…

Sound · Computer Science 2026-02-27 Maksim Lipyanskiy

We define optimal per-particle fluctuation and correlation measures, relate fluctuations and correlations through an integral equation and show how to invert that equation to obtain precise autocorrelations from fluctuation scale…

High Energy Physics - Phenomenology · Physics 2009-11-11 Duncan J Prindle , Thomas A Trainor

Non-equilibrium systems have long-ranged spatial correlations even far away from critical points. This implies that the likelihoods of spatial steady state profiles of physical observables are nonlocal functionals. In this letter, it is…

Statistical Mechanics · Physics 2015-05-14 Otto Pulkkinen

When employing non-linear methods to characterise complex systems, it is important to determine to what extent they are capturing genuine non-linear phenomena that could not be assessed by simpler spectral methods. Specifically, we are…

Methodology · Statistics 2021-09-22 Pedro A. M. Mediano , Fernando E. Rosas , Adam B. Barrett , Daniel Bor

Variable-length feedback codes can provide advantages over fixed-length feedback or non-feedback codes. This letter focuses on uncoded variable-symbol-length feedback communication and analyzes the autocorrelation and spectrum of the…

Information Theory · Computer Science 2022-11-23 Chin-Wei Hsu , Hun-Seok Kim , Achilleas Anastasopoulos

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan

Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Mario Chavez , Bernard Cazelles

Under decompression, disordered solids undergo an unjamming transition where they become under-coordinated and lose their structural rigidity. The mechanical and vibrational properties of these materials have been an object of theoretical,…

Soft Condensed Matter · Physics 2024-01-17 Julia A. Giannini , Edan Lerner , Francesco Zamponi , M. Lisa Manning

It is well known that correlations in microarray data represent a serious nuisance deteriorating the performance of gene selection procedures. This paper is intended to demonstrate that the correlation structure of microarray data provides…

Applications · Statistics 2007-12-18 Lev Klebanov , Andrei Yakovlev

We developed a microscopic approach to calculate the sample-to-sample fluctuations of transmission distribution in disordered conductors. This bridges between Green's function and random matrix theories of quantum transport. The results…

Condensed Matter · Physics 2009-10-28 Yuli V. Nazarov
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