Conservative force fields in non-Gaussian statistics

In this Letter, we determine the kappa-distribution function for a gas in the presence of an external field of force described by a potential U(r). In the case of a dilute gas, we show that the kappa-power law distribution including the potential energy factor term can rigorously be deduced in the framework of kinetic theory with basis on the Vlasov equation. Such a result is significant as a preliminary to the discussion on the role of long range interactions in the Kaniadakis thermostatistics and the underlying kinetic theory. (C) 2008 Elsevier B.V. All rights reserved.

Approach to Equilibrium for a Class of Random Quantum Models of Infinite Range

We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalizations allow a neat extension from the class l (1) of absolutely summable lattice potentials to the optimal class l (2) of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom l (1) case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class l (2) in the Bernoulli case. Open problems are discussed.

CONSTRAINING THE NONEXTENSIVE MASS FUNCTION OF HALOS FROM BAO, CMB AND X-RAY DATA

Clusters of galaxies are the most impressive gravitationally-bound systems in the universe, and their abundance (the cluster mass function) is an important statistic to probe the matter density parameter (Omega(m)) and the amplitude of density fluctuations (sigma(8)). The cluster mass function is usually described in terms of the Press-Schecther (PS) formalism where the primordial density fluctuations are assumed to be a Gaussian random field. In previous works we have proposed a non-Gaussian analytical extension of the PS approach with basis on the q-power law distribution (PL) of the nonextensive kinetic theory. In this paper, by applying the PL distribution to fit the observational mass function data from X-ray highest flux-limited sample (HIFLUGCS), we find a strong degeneracy among the cosmic parameters, sigma(8), Omega(m) and the q parameter from the PL distribution. A joint analysis involving recent observations from baryon acoustic oscillation (BAO) peak and Cosmic Microwave Background (CMB) shift parameter is carried out in order to break these degeneracy and better constrain the physically relevant parameters. The present results suggest that the next generation of cluster surveys will be able to probe the quantities of cosmological interest (sigma(8), Omega(m)) and the underlying cluster physics quantified by the q-parameter.

Size and power properties of some tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

An information-theoretic approach to statistical dependence: Copula information

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum-entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set. Copyright (C) EPLA, 2009

Non-random reef use by fishes at two dominant zones in a tropical, algal-dominated coastal reef

Habitat use and the processes which determine fish distribution were evaluated at the reef flat and reef crest zones of a tropical, algal-dominated reef. Our comparisons indicated significant differences in the majority of the evaluated environmental characteristics between zones. Also, significant differences in the abundances of twelve, from thirteen analyzed species, were observed within and between-sites. According to null models, non-random patterns of species co-occurrences were significant, suggesting that fish guilds in both zones were non-randomly structured. Unexpectedly, structural complexity negatively affected overall species richness, but had a major positive influence on highly site-attached species such as a damselfish. Depth and substrate composition, particularly macroalgae cover, were positive determinants for the fish assemblage structure in the studied reef, prevailing over factors such as structural complexity and live coral cover. Our results are conflicting with other studies carried out in coral-dominated reefs of the Caribbean and Pacific, therefore supporting the idea that the factors which may potentially influence reef fish composition are highly site-dependent and variable.

Using non-homogeneous Poisson models with multiple change-points to estimate the number of ozone exceedances in Mexico City

In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

Estimating the number of ozone peaks in Mexico City using a non-homogeneous Poisson model

In this paper, we consider the problem of estimating the number of times an air quality standard is exceeded in a given period of time. A non-homogeneous Poisson model is proposed to analyse this issue. The rate at which the Poisson events occur is given by a rate function lambda(t), t >= 0. This rate function also depends on some parameters that need to be estimated. Two forms of lambda(t), t >= 0 are considered. One of them is of the Weibull form and the other is of the exponentiated-Weibull form. The parameters estimation is made using a Bayesian formulation based on the Gibbs sampling algorithm. The assignation of the prior distributions for the parameters is made in two stages. In the first stage, non-informative prior distributions are considered. Using the information provided by the first stage, more informative prior distributions are used in the second one. The theoretical development is applied to data provided by the monitoring network of Mexico City. The rate function that best fit the data varies according to the region of the city and/or threshold that is considered. In some cases the best fit is the Weibull form and in other cases the best option is the exponentiated-Weibull. Copyright (C) 2007 John Wiley & Sons, Ltd.

Non-autonomous semilinear evolution equations with almost sectorial operators

Inspired by the theory of semigroups of growth a, we construct an evolution process of growth alpha. The abstract theory is applied to study semilinear singular non-autonomous parabolic problems. We prove that. under natural assumptions. a reasonable concept of solution can be given to Such semilinear singularly non-autonomous problems. Applications are considered to non-autonomous parabolic problems in space of Holder continuous functions and to a parabolic problem in a domain Omega subset of R(n) with a one dimensional handle.

A new family of generalized distributions

Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix `Kw`) to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data.

Disorder-based graphene spintronics

The use of the spin of the electron as the ultimate logic bit-in what has been dubbed spintronics-can lead to a novel way of thinking about information flow. At the same time single-layer graphene has been the subject of intense research due to its potential application in nanoscale electronics. While defects can significantly alter the electronic properties of nanoscopic systems, the lack of control can lead to seemingly deleterious effects arising from the random arrangement of such impurities. Here we demonstrate, using ab initio density functional theory and non-equilibrium Green`s functions calculations, that it is possible to obtain perfect spin selectivity in doped graphene nanoribbons to produce a perfect spin filter. We show that initially unpolarized electrons entering the system give rise to 100% polarization of the current due to random disorder. This effect is explained in terms of different localization lengths for each spin channel which leads to a new mechanism for the spin filtering effect that is disorder-driven.

Coherent states of non-relativistic electron in the magnetic-solenoid field

In the present work we construct coherent states in the magnetic-solenoid field, which is a superposition of the Aharonov-Bohm field and a collinear uniform magnetic field. In the problem under consideration there are two kinds of coherent states, those which correspond to classical trajectories which embrace the solenoid and those which do not. The constructed coherent states reproduce exactly classical trajectories, maintain their form under the time evolution and form a complete set of functions, which can be useful in semiclassical calculations. In the absence of the solenoid field these states are reduced to the well known in the case of uniform magnetic field Malkin-Man`ko coherent states.

On AGM for Non-Classical Logics

The AGM theory of belief revision provides a formal framework to represent the dynamics of epistemic states. In this framework, the beliefs of the agent are usually represented as logical formulas while the change operations are constrained by rationality postulates. In the original proposal, the logic underlying the reasoning was supposed to be supraclassical, among other properties. In this paper, we present some of the existing work in adapting the AGM theory for non-classical logics and discuss their interconnections and what is still missing for each approach.

Random number generators for the generalized Birnbaum-Saunders distribution

The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other good theoretical properties and application perspectives. However, statistical inference tools may not exist in closed form for this model. Hence, simulation and numerical studies are needed, which require a random number generator. Three different ways to generate observations from this model are considered here. These generators are compared by utilizing a goodness-of-fit procedure as well as their effectiveness in predicting the true parameter values by using Monte Carlo simulations. This goodness-of-fit procedure may also be used as an estimation method. The quality of this estimation method is studied here. Finally, through a real data set, the generalized and classical Birnbaum-Saunders models are compared by using this estimation method.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.