数据分析、统计与概率

In order to illustrate the adaptation of traditional continuum numerical techniques to the study of complex network systems, we use the equation-free framework to analyze a dynamically evolving multigraph. This approach is based on coupling…

Fluctuations of conserved quantities are predicted to be sensitive to the correlation length and connected to the thermodynamic susceptibility. Thus, moments of net-baryon, net-charge and net-strangeness have been extensively studied…

Many uncertainty propagation software exist, written in different programming languages, but not all of them are able to handle functional correlation between quantities. In this paper we review one strategy to deal with uncertainty…

We generalize the Point information gain (PIG) and derived quantities, i.e. Point information entropy (PIE) and Point information entropy density (PIED), for the case of R\'enyi entropy and simulate the behavior of PIG for typical…

We construct uncertainty intervals for weak Poisson signals in the presence of background. We consider the case where a primary experiment yields a realization of the signal plus background, and a second experiment yields a realization of…

A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…

This is the documentation of the tomographic X-ray data of a lotus root, filled with four different attenuating objects, of different sizes. Data are available at www.fips.fi/dataset.php, and can be freely used for scientific purposes with…

The use of reverse time chaos allows the realization of hardware chaotic systems that can operate at speeds equivalent to existing state of the art while requiring significantly less complex circuitry. Matched filter decoding is possible…

In this paper we suggest a new algorithm for determination of signal-to-noise ratio (SNR). SNR is a quantitative measure widely used in science and engineering. Generally, methods for determination of SNR are based on using of…

Adiabatic mixed quantum/classical molecular dynamics simulations were used to generate snapshots of the hydrated electron (e-) in liquid water at 300 K. Water cluster anions that include two complete solvation shells centered on the e- were…

In coherent diffractive imaging (CDI) the resolution of the reconstructed object is limited by the numerical aperture of the experimental setup. We present here a theoretical and numerical study for achieving super-resolution by…

This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…

The aim of this study is to extend the scope and applicability of the level-crossing method to discrete-time stochastic processes and generalize it to enable us to study multiple discrete-time stochastic processes. In previous versions of…

We consider the Ornstein-Uhlenbeck process with a broad initial probability distribution (Levy distribution), which exhibits so-called non-spectral modes. The relaxation of such modes differs from those determined from the parameters of the…

We study both the short term and long term effects of solar activity on the large transformers (150kV and 400kV) of the Greek national electric grid. We use data analysis and various analytic and statistical methods and models. Contrary to…

The spatial resolution achieved by recent synchrotron radiation microtomographs should be estimated from the modulation transfer function (MTF) on the micrometer scale. Step response functions of a synchrotron radiation microtomograph were…

Spatial resolution is a fundamental parameter in structural sciences. In crystallography, the resolution is determined from the detection limit of high-angle diffraction in reciprocal space. In electron microscopy, correlation in the…

We propose a method to search for signs of causal structure in spatiotemporal data making minimal a priori assumptions about the underlying dynamics. To this end, we generalize the elementary concept of recurrence for a point process in…

Extracting the risk neutral density (RND) function from option prices is well defined in principle, but is very sensitive to errors in practice. For risk management, knowledge of the entire RND provides more information for Value-at-Risk…

We investigate the average frequency of positive slope $\nu_{\alpha}^{+}$, crossing for the returns of market prices. The method is based on stochastic processes which no scaling feature is explicitly required. Using this method we define…