Weakly anomalous diffusion with non-Gaussian propagators

A poorly understood phenomenon seen in complex systems is diffusion characterized by Hurst exponent H approximate to 1/2 but with non-Gaussian statistics. Motivated by such empirical findings, we report an exact analytical solution for a non-Markovian random walk model that gives rise to weakly anomalous diffusion with H = 1/2 but with a non-Gaussian propagator.

The dynamical state of galaxy groups and their luminosity content

We analyse the dependence of the luminosity function (LF) of galaxies in groups on group dynamical state. We use the Gaussianity of the velocity distribution of galaxy members as a measurement of the dynamical equilibrium of groups identified in the Sloan Digital Sky Survey Data Release 7 by Zandivarez & Martinez. We apply the Anderson-Darling goodness-of-fit test to distinguish between groups according to whether they have Gaussian or non-Gaussian velocity distributions, i.e. whether they are relaxed or not. For these two subsamples, we compute the (0.1)r-band LF as a function of group virial mass and group total luminosity. For massive groups, , we find statistically significant differences between the LF of the two subsamples: the LFs of groups that have Gaussian velocity distributions have a brighter characteristic absolute magnitude (similar to 0.3 mag) and a steeper faint-end slope (similar to 0.25). We detect a similar effect when comparing the LF of bright [M-0.1r(group) - 5log(h) < -23.5] Gaussian and non-Gaussian groups. Our results indicate that, for massive/luminous groups, the dynamical state of the system is directly related to the luminosity of its galaxy members.

Measurement of event background fluctuations for charged particle jet reconstruction in Pb-Pb collisions at root s(NN)=2.76 TeV

The effect of event background fluctuations on charged particle jet reconstruction in Pb-Pb collisions at root s(NN) = 2.76 TeV has been measured with the ALICE experiment. The main sources of non-statistical fluctuations are characterized based purely on experimental data with an unbiased method, as well as by using single high p(t) particles and simulated jets embedded into real Pb-Pb events and reconstructed with the anti-k(t) jet finder. The influence of a low transverse momentum cut-off on particles used in the jet reconstruction is quantified by varying the minimum track p(t) between 0.15 GeV/c and 2 GeV/c. For embedded jets reconstructed from charged particles with p(t) > 0.15 GeV/c, the uncertainty in the reconstructed jet transverse momentum due to the heavy-ion background is measured to be 11.3 GeV/c (standard deviation) for the 10% most central Pb-Pb collisions, slightly larger than the value of 11.0 GeV/c measured using the unbiased method. For a higher particle transverse momentum threshold of 2 GeV/c, which will generate a stronger bias towards hard fragmentation in the jet finding process, the standard deviation of the fluctuations in the reconstructed jet transverse momentum is reduced to 4.8-5.0 GeV/c for the 10% most central events. A non-Gaussian tail of the momentum uncertainty is observed and its impact on the reconstructed jet spectrum is evaluated for varying particle momentum thresholds, by folding the measured fluctuations with steeply falling spectra.

Anisotropic Brownian motion in ordered phases of DNA fragments

Using Fluorescence Recovery After Photobleaching, we investigate the Brownian motion of DNA rod-like fragments in two distinct anisotropic phases with a local nematic symmetry. The height of the measurement volume ensures the averaging of the anisotropy of the in-plane diffusive motion parallel or perpendicular to the local nematic director in aligned domains. Still, as shown in using a model specifically designed to handle such a situation and predicting a non-Gaussian shape for the bleached spot as fluorescence recovery proceeds, the two distinct diffusion coefficients of the DNA particles can be retrieved from data analysis. In the first system investigated (a ternary DNA-lipid lamellar complex), the magnitude and anisotropy of the diffusion coefficient of the DNA fragments confined by the lipid bilayers are obtained for the first time. In the second, binary DNA-solvent system, the magnitude of the diffusion coefficient is found to decrease markedly as DNA concentration is increased from isotropic to cholesteric phase. In addition, the diffusion coefficient anisotropy measured within cholesteric domains in the phase coexistence region increases with concentration, and eventually reaches a high value in the cholesteric phase.

Model for the Dynamics of the Cytoskeleton.

Particle tracking of microbeads attached to the cytoskeleton (CSK) reveals an intermittent dynamic. The mean squared displacement (MSD) is subdiffusive for small Δt and superdiffusive for large Δt, which are associated with periods of traps and periods of jumps respectively. The analysis of the displacements has shown a non-Gaussian behavior, what is indicative of an active motion, classifying the cells as a far from equilibrium material. Using Langevin dynamics, we reconstruct the dynamic of the CSK. The model is based on the bundles of actin filaments that link themself with the bead RGD coating, trapping it in an harmonic potential. We consider a one- dimensional motion of a particle, neglecting inertial effects (over-damped Langevin dynamics). The resultant force is decomposed in friction force, elastic force and random force, which is used as white noise representing the effect due to molecular agitation. These description until now shows a static situation where the bead performed a random walk in an elastic potential. In order to modeling the active remodeling of the CSK, we vary the equilibrium position of the potential. Inserting a motion in the well center, we change the equilibrium position linearly with time with constant velocity. The result found exhibits a MSD versus time ’tau’ with three regimes. The first regime is when ‘tau’ < ‘tau IND 0’, where ‘tau IND 0’ is the relaxation time, representing the thermal motion. At this regime the particle can diffuse freely. The second regime is a plateau, ‘tau IND 0’ < ‘tau’ < ‘tau IND 1’, representing the particle caged in the potential. Here, ‘tau IND 1’ is a characteristic time that limit the confinement period. And the third regime, ‘tau’ > ‘tau IND 1’, is when the particles are in the superdiffusive behavior. This is where most of the experiments are performed, under 20 frames per second (FPS), thus there is no experimental evidence that support the first regime. We are currently performing experiments with high frequency, up to 100 FPS, attempting to visualize this diffusive behavior. Beside the first regime, our simple model can reproduce MSD curves similar to what has been found experimentally, which can be helpful to understanding CSK structure and properties.

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

Structure of trajectories of complex-matrix eigenvalues in the Hermitian-non-Hermitian transition

The statistical properties of trajectories of eigenvalues of Gaussian complex matrices whose Hermitian condition is progressively broken are investigated. It is shown how the ordering on the real axis of the real eigenvalues is reflected in the structure of the trajectories and also in the final distribution of the eigenvalues in the complex plane.

Comparing non-stationary and irregularly spaced time series

In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same generating process. Simulation studies show good size and power properties for the test statistic. An application with financial microdata illustrates the test usefulness. We conclude advocating the use of these approximate distributions instead of the ones obtained through randomizations, mainly in the case of irregular time series. (C) 2012 Elsevier B.V. All rights reserved.