数据分析、统计与概率
At the CHEP03 conference we launched the Physics Analysis eXpert (PAX), a C++ toolkit released for the use in advanced high energy physics (HEP) analyses. This toolkit allows to define a level of abstraction beyond detector reconstruction…
Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…
Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) for periods from January 1999 to December 2000 are analyzed. We find some peaks on the power…
Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…
We introduce a model of proportional growth to explain the distribution of business firm growth rates. The model predicts that the distribution is exponential in the central part and depicts an asymptotic power-law behavior in the tails…
The experimental issue of the search for new particles of unknown mass poses the challenge of exploring a wide interval to look for the usual signatures represented by excess of events above the background. A side effect of such a broad…
On the basis of our mixed-signal simulations we report significant stochastic resonance induced input-output signal improvement in the double-well system for aperiodic input types. We used a pulse train with randomised pulse locations and a…
Edwards transformations relating inertial frames with arbitrary clock synchronization are reminded and put in more general setting. Their group theoretical context is described.
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
A new approach is presented to describe the change in the statistics of the log return distribution of financial data as a function of the timescale. To this purpose a measure is introduced, which quantifies the distance of a considered…
A concept of neighborhood in complex networks is addressed based on the criterion of the minimal number os steps to reach other vertices. This amounts to, starting from a given network $R_1$, generating a family of networks $R_\ell,…
Complex network theory is used to investigate the structure of meaningful concepts in written texts of individual authors. Networks have been constructed after a two phase filtering, where words with less meaning contents are eliminated,…
We demonstrate in numerical experiments that estimators of strength and directionality of coupling between oscillators based on modeling of their phase dynamics [D.A. Smirnov and B.P. Bezruchko, Phys. Rev. E 68, 046209 (2003)] are widely…
In the real world, experimental data are rarely, if ever, distributed as a normal (Gaussian) distribution. As an example, a large set of data--such as the cross sections for particle scattering as a function of energy contained in the…
The power spectrum of quantum fluctuations of the electromagnetic field produced by an elementary particle is determined. It is found that in a wide range of practically important frequencies the power spectrum of fluctuations exhibits an…
We introduce a non-perturbative two scale Kirchhoff theory, in the context of light scattering by a rough surface. This is a two scale theory which considers the roughness both in the wavelength scale (small scale) and in the scales much…
We present a Bayesian dynamical inference method for characterizing cardiorespiratory (CR) dynamics in humans by inverse modelling from blood pressure time-series data. This new method is applicable to a broad range of stochastic dynamical…
We present a least squares method for estimating parameters from measurements of event yields in the presence of background and crossfeed. We adopt a unified approach to incorporating the statistical and systematic uncertainties on the…
A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…