8 resultados para Non-gaussian Random Functions

em Universidade Federal do Rio Grande do Norte(UFRN)


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In this work we study a connection between a non-Gaussian statistics, the Kaniadakis statistics, and Complex Networks. We show that the degree distribution P(k)of a scale free-network, can be calculated using a maximization of information entropy in the context of non-gaussian statistics. As an example, a numerical analysis based on the preferential attachment growth model is discussed, as well as a numerical behavior of the Kaniadakis and Tsallis degree distribution is compared. We also analyze the diffusive epidemic process (DEP) on a regular lattice one-dimensional. The model is composed of A (healthy) and B (sick) species that independently diffusive on lattice with diffusion rates DA and DB for which the probabilistic dynamical rule A + B → 2B and B → A. This model belongs to the category of non-equilibrium systems with an absorbing state and a phase transition between active an inactive states. We investigate the critical behavior of the DEP using an auto-adaptive algorithm to find critical points: the method of automatic searching for critical points (MASCP). We compare our results with the literature and we find that the MASCP successfully finds the critical exponents 1/ѵ and 1/zѵ in all the cases DA =DB, DA DB. The simulations show that the DEP has the same critical exponents as are expected from field-theoretical arguments. Moreover, we find that, contrary to a renormalization group prediction, the system does not show a discontinuous phase transition in the regime o DA >DB.

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Ising and m-vector spin-glass models are studied, in the limit of infinite-range in-teractions, through the replica method. First, the m-vector spin glass, in the presence of an external uniform magnetic field, as well as of uniaxial anisotropy fields, is consi-dered. The effects of the anisotropics on the phase diagrams, and in particular, on the Gabay-Toulouse line, which signals the transverse spin-glass ordering, are investigated. The changes in the Gabay-Toulouse line, due to the presence of anisotropy fields which favor spin orientations along the Cartesian axes (m = 2: planar anisotropy; m = 3: cubic anisotropy), are also studied. The antiferromagnetic Ising spin glass, in the presence of uniform and Gaussian random magnetic fields, is investigated through a two-sublattice generalization of the Sherrington-Kirpaktrick model. The effects of the magnetic-field randomness on the phase diagrams of the model are analysed. Some confrontations of the present results with experimental observations available in the literature are discussed

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The recent astronomical observations indicate that the universe has null spatial curvature, is accelerating and its matter-energy content is composed by circa 30% of matter (baryons + dark matter) and 70% of dark energy, a relativistic component with negative pressure. However, in order to built more realistic models it is necessary to consider the evolution of small density perturbations for explaining the richness of observed structures in the scale of galaxies and clusters of galaxies. The structure formation process was pioneering described by Press and Schechter (PS) in 1974, by means of the galaxy cluster mass function. The PS formalism establishes a Gaussian distribution for the primordial density perturbation field. Besides a serious normalization problem, such an approach does not explain the recent cluster X-ray data, and it is also in disagreement with the most up-to-date computational simulations. In this thesis, we discuss several applications of the nonextensive q-statistics (non-Gaussian), proposed in 1988 by C. Tsallis, with special emphasis in the cosmological process of the large structure formation. Initially, we investigate the statistics of the primordial fluctuation field of the density contrast, since the most recent data from the Wilkinson Microwave Anisotropy Probe (WMAP) indicates a deviation from gaussianity. We assume that such deviations may be described by the nonextensive statistics, because it reduces to the Gaussian distribution in the limit of the free parameter q = 1, thereby allowing a direct comparison with the standard theory. We study its application for a galaxy cluster catalog based on the ROSAT All-Sky Survey (hereafter HIFLUGCS). We conclude that the standard Gaussian model applied to HIFLUGCS does not agree with the most recent data independently obtained by WMAP. Using the nonextensive statistics, we obtain values much more aligned with WMAP results. We also demonstrate that the Burr distribution corrects the normalization problem. The cluster mass function formalism was also investigated in the presence of the dark energy. In this case, constraints over several cosmic parameters was also obtained. The nonextensive statistics was implemented yet in 2 distinct problems: (i) the plasma probe and (ii) in the Bremsstrahlung radiation description (the primary radiation from X-ray clusters); a problem of considerable interest in astrophysics. In another line of development, by using supernova data and the gas mass fraction from galaxy clusters, we discuss a redshift variation of the equation of state parameter, by considering two distinct expansions. An interesting aspect of this work is that the results do not need a prior in the mass parameter, as usually occurs in analyzes involving only supernovae data.Finally, we obtain a new estimate of the Hubble parameter, through a joint analysis involving the Sunyaev-Zeldovich effect (SZE), the X-ray data from galaxy clusters and the baryon acoustic oscillations. We show that the degeneracy of the observational data with respect to the mass parameter is broken when the signature of the baryon acoustic oscillations as given by the Sloan Digital Sky Survey (SDSS) catalog is considered. Our analysis, based on the SZE/X-ray data for a sample of 25 galaxy clusters with triaxial morphology, yields a Hubble parameter in good agreement with the independent studies, provided by the Hubble Space Telescope project and the recent estimates of the WMAP

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Considering a non-relativistic ideal gas, the standard foundations of kinetic theory are investigated in the context of non-gaussian statistical mechanics introduced by Kaniadakis. The new formalism is based on the generalization of the Boltzmann H-theorem and the deduction of Maxwells statistical distribution. The calculated power law distribution is parameterized through a parameter measuring the degree of non-gaussianity. In the limit = 0, the theory of gaussian Maxwell-Boltzmann distribution is recovered. Two physical applications of the non-gaussian effects have been considered. The first one, the -Doppler broadening of spectral lines from an excited gas is obtained from analytical expressions. The second one, a mathematical relationship between the entropic index and the stellar polytropic index is shown by using the thermodynamic formulation for self-gravitational systems

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Considering a quantum gas, the foundations of standard thermostatistics are investigated in the context of non-Gaussian statistical mechanics introduced by Tsallis and Kaniadakis. The new formalism is based on the following generalizations: i) Maxwell- Boltzmann-Gibbs entropy and ii) deduction of H-theorem. Based on this investigation, we calculate a new entropy using a generalization of combinatorial analysis based on two different methods of counting. The basic ingredients used in the H-theorem were: a generalized quantum entropy and a generalization of collisional term of Boltzmann equation. The power law distributions are parameterized by parameters q;, measuring the degree of non-Gaussianity of quantum gas. In the limit q

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The discovery that a spin-polarized current is capable of exerting a torque in a ferromagnetic material, through spin transfer, might provide the development of new technological devices that store information via the direction of magnetization. The reduction of current density to revert the magnetization is a primary issue to potential applications on non volatile random access memories (MRAM). We report a theorical study of the dipolar and shape effects on the critical current density for reversal of magnetization, via spin transfer torque (STT), on ferromagnetic nanoelements. The nanostructured system consists on a reference layer, in which the current will be spin-polarized, and a free layer of magnetization reversal. We observed considerable changes on the critical current density as a function of the element’s reversion layer thickness (t = 1.0 nm, 1.5 nm, 2.0 nm e 2.5 nm) and geometry (circular and elliptical), the material kind of the system free layer (Iron and Permalloy) and according to the orientation of the magnetization and the spin polarization with the major axis. We show that the critical current density may be reduced about 50% by reducing the Fe free layer thickness and around 75% when we change the saturation magnetization of circular nanoelements with 2.5 nm of thickness. We still observed a reduction as much as 90% on the current density of reversion for thin nanoelements magnetized along the minor axis direction, using in-plane spin polarization parallel to the magnetization.

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The great interest in nonlinear system identification is mainly due to the fact that a large amount of real systems are complex and need to have their nonlinearities considered so that their models can be successfully used in applications of control, prediction, inference, among others. This work evaluates the application of Fuzzy Wavelet Neural Networks (FWNN) to identify nonlinear dynamical systems subjected to noise and outliers. Generally, these elements cause negative effects on the identification procedure, resulting in erroneous interpretations regarding the dynamical behavior of the system. The FWNN combines in a single structure the ability to deal with uncertainties of fuzzy logic, the multiresolution characteristics of wavelet theory and learning and generalization abilities of the artificial neural networks. Usually, the learning procedure of these neural networks is realized by a gradient based method, which uses the mean squared error as its cost function. This work proposes the replacement of this traditional function by an Information Theoretic Learning similarity measure, called correntropy. With the use of this similarity measure, higher order statistics can be considered during the FWNN training process. For this reason, this measure is more suitable for non-Gaussian error distributions and makes the training less sensitive to the presence of outliers. In order to evaluate this replacement, FWNN models are obtained in two identification case studies: a real nonlinear system, consisting of a multisection tank, and a simulated system based on a model of the human knee joint. The results demonstrate that the application of correntropy as the error backpropagation algorithm cost function makes the identification procedure using FWNN models more robust to outliers. However, this is only achieved if the gaussian kernel width of correntropy is properly adjusted.

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The random walk models with temporal correlation (i.e. memory) are of interest in the study of anomalous diffusion phenomena. The random walk and its generalizations are of prominent place in the characterization of various physical, chemical and biological phenomena. The temporal correlation is an essential feature in anomalous diffusion models. These temporal long-range correlation models can be called non-Markovian models, otherwise, the short-range time correlation counterparts are Markovian ones. Within this context, we reviewed the existing models with temporal correlation, i.e. entire memory, the elephant walk model, or partial memory, alzheimer walk model and walk model with a gaussian memory with profile. It is noticed that these models shows superdiffusion with a Hurst exponent H > 1/2. We study in this work a superdiffusive random walk model with exponentially decaying memory. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. In the end, we discuss ideas for future investigations.