中文
相关论文

相关论文: Modeling long-range cross-correlations in two-comp…

200 篇论文

We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way to parametrize the effect of the coupling as a function of only the…

统计力学 · 物理学 2012-08-16 Jeroen Wouters , Valerio Lucarini

We consider a model for two lasers that are mutually coupled optoelectronically by modulating the pump of one laser with the intensity deviations of the other. Signal propagation time in the optoelectronic loop causes a significant delay…

混沌动力学 · 物理学 2007-05-23 T. W. Carr , I. B. Schwartz , Min-Young Kim , Rajarshi Roy

The influence of the entrance channel asymmetry upon the fragmentation process is addressed by studying heavy-ion induced reactions around the Fermi energy. The data have been recorded with the INDRA 4pi array. An event selection method…

核实验 · 物理学 2009-11-07 N. Bellaize

Optical single-short measurement of the cross-correlation function between periodic sequences is demonstrated. The sequences are encoded into the broadband ultrashort phase-shaped pulses which are mixed in the nonlinear medium with…

原子物理 · 物理学 2015-05-14 Lev Chuntonov , Leonid Rybak , Andrey Gandman , Zohar Amitay

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic…

We study a relativistic spin-1/2 fermion subjected to a Dirac oscillator coupling and a constant magnetic field. An interplay between opposed chirality interactions culminates in the appearance of a relativistic quantum phase transition,…

量子物理 · 物理学 2009-11-13 A. Bermudez , M. A. Martin-Delgado , A. Luis

In this paper, we introduce Functional Generalized Canonical Correlation Analysis (FGCCA), a new framework for exploring associations between multiple random processes observed jointly. The framework is based on the multiblock Regularized…

统计方法学 · 统计学 2023-10-12 Lucas Sort , Laurent Le Brusquet , Arthur Tenenhaus

In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…

统计力学 · 物理学 2015-06-11 Iacopo Mastromatteo , Emmanuel Bacry , Jean-François Muzy

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…

数据分析、统计与概率 · 物理学 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale…

统计金融 · 定量金融 2025-12-09 Stanisław Drożdż , Paweł Jarosz , Jarosław Kwapień , Maria Skupień , Marcin Wątorek

The coherence of two, coupled two-level systems, representing vibrational modes in a semiclassical model, is calculated in weak and strong fields for various coupling schemes and for different relative phases between initial state…

化学物理 · 物理学 2009-11-10 S. A. Malinovskaya , P. H. Bucksbaum , P. R. Berman

When two systems are coupled, the driver system can function as an external forcing over the driven or response system. Also, an external forcing can independently perturb the driven system, leading us to examine the interplay between the…

混沌动力学 · 物理学 2024-12-11 Mattia Coccolo , Miguel A. F. Sanjuán

One challenge with the analysis of complex systems and the interaction between such systems is that they are composed of different numbers of components, or simply the fact that a different number of observables is available for each…

数据分析、统计与概率 · 物理学 2025-12-22 Sebastian Wallot , Dan Mønster

A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the two key features of cyclical long memory: quasi-periodicity…

统计理论 · 数学 2024-07-08 Stefanos Kechagias , Vladas Pipiras , Pavlos Zoubouloglou

We investigate the weak-strong coupling transition of two linearly coupled systems under the influence of a phase fluctuating coupling. In the weak coupling regime the exponential decay of quantum properties is well known. A different…

量子物理 · 物理学 2013-11-13 Dagoberto S. Freitas , M. C. Nemes

Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of…

统计金融 · 定量金融 2009-11-13 Boris Podobnik , H. Eugene Stanley

Fractional Dirac materials (FDMs) feature a fractional energy-momentum relation $E(\vec{k}) \sim |\vec{k}|^{\alpha}$, where $\alpha \; (<1)$ is a real noninteger number, in contrast to that in conventional Dirac materials with $\alpha=1$.…

强关联电子 · 物理学 2023-07-11 Bitan Roy , Vladimir Juricic

Consecutive stochastic 90{\deg} polarization switching events, clearly resolved in recent experiments, are described by a new nucleation and growth multi-step model. It extends the classical Kolmogorov-Avrami-Ishibashi approach and includes…

材料科学 · 物理学 2018-04-11 Y. A. Genenko , R. Khachaturyan , J. Schultheiss , A. Ossipov , J. E. Daniels , J. Koruza

We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…

统计力学 · 物理学 2015-06-12 David B. Saakian

How does one find dimensions in multivariate data that are reliably expressed across repetitions? For example, in a brain imaging study one may want to identify combinations of neural signals that are reliably expressed across multiple…

机器学习 · 统计学 2022-12-05 Lucas C. Parra , Stefan Haufe , Jacek P. Dmochowski