Related papers: Statistical Dependence and Related Topics
We carry out overdamped simulations in a simple model of jamming - a collection of bi-disperse soft core frictionless disks in two dimensions - with the aim to explore the finite size dependence of different quantities, both the relaxation…
Comprehensive Monte Carlo simulations of the short-time dynamic behaviour are reported for the three-dimensional Ising model at criticality. Besides the exponent $\theta$ of the critical initial increase and the dynamic exponent $z$, the…
We simulate the critical relaxation process of the two-dimensional Ising model with the initial state both completely disordered or completely ordered. Results of a new method to measure both the dynamic and static critical exponents are…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
Recently Mayer et al. [Phys. Rev. E {\bf 68}, 016116 (2003)] proposed a new way to compute numerically the fluctuation-dissipation ratios in nonequilibrium critical systems. Using well-known facts of nonequilibrium critical dynamics I show…
The nonequilibrium relaxation (NER) method, which has been used to investigate equilibrium systems via their nonequilibrium behavior, has been widely applied to various models to estimate critical temperatures and critical exponents.…
Motivated by the experimental search for the QCD critical point we perform simulations of a stochastic field theory with purely relaxational dynamics (model A). We verify the expected dynamic scaling of correlation functions. Using a finite…
Like other critical phenomena, the jamming transition accompanies the divergence of the relaxation time $\tau$. A recent numerical study of frictionless spherical particles proves that $\tau$ is inversely proportional to the lowest non-zero…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…
The dynamical critical exponent $z$ is a fundamental quantity in characterizing quantum criticality, and it is well known that the presence of dissipation in a quantum model has significant impact on the value of $z$. Studying quantum Ising…
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…
This work develops novel error expansions with computable leading order terms for the global weak error in the tau-leap discretization of pure jump processes arising in kinetic Monte Carlo models. Accurate computable a posteriori error…
In this paper, we focus on the problem of statistical dependence estimation using characteristic functions. We propose a statistical dependence measure, based on the maximum-norm of the difference between joint and product-marginal…
We study purely dissipative relaxational dynamics in the three-dimensional Ising universality class. To this end, we simulate the improved Blume-Capel model on the simple cubic lattice by using local algorithms. We perform a finite size…
We study the mechanical response under time-dependent sources of a simple class of holographic models that exhibit viscoelastic features. The ratio of viscosity over elastic modulus defines an intrinsic relaxation time scale -- the…
Recently, the concept of tail dependence has been discussed in financial applications related to market or credit risk. The multivariate extreme value theory is a proper tool to measure and model dependence, for example, of large loss…
Thermal or finite-size scaling analyses of importance sampling Monte Carlo time series in the vicinity of phase transition points often combine different estimates for the same quantity, such as a critical exponent, with the intent to…
Correlation coefficients play a pivotal role in quantifying linear relationships between random variables. Yet, their application to time series data is very challenging due to temporal dependencies. This paper introduces a novel approach…
We perform numerical simulations to study static and dynamic critical behaviour of the 3d random-site Ising model. A distinct feature of our approach is a combination of the Metropolis, Swendsen-Wang, and Wolff Monte Carlo algorithms. For…