Tsallis statistics and gradually truncated Levy flight - distribution of an economical index

Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

First-passage time distribution and non-Markovian diffusion dynamics of protein folding

We study the kinetics of protein folding via statistical energy landscape theory. We concentrate on the local-connectivity case, where the configurational changes can only occur among neighboring states, with the folding progress described in terms of an order parameter given by the fraction of native conformations. The non-Markovian diffusion dynamics is analyzed in detail and an expression for the mean first-passage time (MFPT) from non-native unfolded states to native folded state is obtained. It was found that the MFPT has a V-shaped dependence on the temperature. We also find that the MFPT is shortened as one increases the gap between the energy of the native and average non-native folded states relative to the fluctuations of the energy landscape. The second- and higher-order moments are studied to infer the first-passage time distribution. At high temperature, the distribution becomes close to a Poisson distribution, while at low temperatures the distribution becomes a Levy-type distribution with power-law tails, indicating a nonself-averaging intermittent behavior of folding dynamics. We note the likely relevance of this result to single-molecule dynamics experiments, where a power law (Levy) distribution of the relaxation time of the underlined protein energy landscape is observed.

NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY

The stochastic nature of oil price fluctuations is investigated over a twelve-year period, borrowing feedback from an existing database (USA Energy Information Administration database, available online). We evaluate the scaling exponents of the fluctuations by employing different statistical analysis methods, namely rescaled range analysis (R/S), scale windowed variance analysis (SWV) and the generalized Hurst exponent (GH) method. Relying on the scaling exponents obtained, we apply a rescaling procedure to investigate the complex characteristics of the probability density functions (PDFs) dominating oil price fluctuations. It is found that PDFs exhibit scale invariance, and in fact collapse onto a single curve when increments are measured over microscales (typically less than 30 days). The time evolution of the distributions is well fitted by a Levy-type stable distribution. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer. Our results also exhibit a degree of multifractality as the PDFs change and converge toward to a Gaussian distribution at the macroscales.

Squeezed K+K- correlations in high energy heavy ion collisions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Solution of Space-Time Fractional Schrödinger Equation Occurring in Quantum Mechanics

Dedicated to Professor A.M. Mathai on the occasion of his 75-th birthday. Mathematics Subject Classi¯cation 2010: 26A33, 44A10, 33C60, 35J10.

Meeting of the Joint Distribution Committee and the Executive Committee of the American Jewish Relief Committee 1918 in New York

Reproduction of a painting of a meeting of the Joint Distribution Committee (representing the American Jewish Relief Committee, the Central Rellief Committee and the People's Relief Committee) and the Executive Committee of the American Jewish Relief Committee, with chairman Felix Warburg, secretary Albert Lucas, stenographer Mrs. F. Friedman, executive director Boris Bogen, comptroller Harriet Lowenstein, associate treasurer Paul Baerwald and treasurer Arthur Lehman; Office of Mr. Felix M. Warburg, 52 William Street, New York

Unusual eigenvalue spectrum and relaxation in the Levy-Ornstein-Uhlenbeck process

We consider the rates of relaxation of a particle in a harmonic well, subject to Levy noise characterized by its Levy index mu. Using the propagator for this Levy-Ornstein-Uhlenbeck process (LOUP), we show that the eigenvalue spectrum of the associated Fokker-Planck operator has the form (n + m mu)nu where nu is the force constant characterizing the well, and n, m is an element of N. If mu is irrational, the eigenvalues are all nondegenerate, but rational mu can lead to degeneracy. The maximum degeneracy is shown to be 2. The left eigenfunctions of the fractional Fokker-Planck operator are very simple while the right eigenfunctions may be obtained from the lowest eigenfunction by a combination of two different step-up operators. Further, we find that the acceptable eigenfunctions should have the asymptotic behavior vertical bar x vertical bar(-n1-n2 mu) as vertical bar x vertical bar -> infinity, with n(1) and n(2) being positive integers, though this condition alone is not enough to identify them uniquely. We also assert that the rates of relaxation of LOUP are determined by the eigenvalues of the associated fractional Fokker-Planck operator and do not depend on the initial state if the moments of the initial distribution are all finite. If the initial distribution has fat tails, for which the higher moments diverge, one can have nonspectral relaxation, as pointed out by Toenjes et al. Phys. Rev. Lett. 110, 150602 (2013)].

High resolution direct measurement of temperature distribution in silicon nanophotonics devices.

Following the miniaturization of photonic devices and the increase in data rates, the issues of self heating and heat removal in active nanophotonic devices should be considered and studied in more details. In this paper we use the approach of Scanning Thermal Microscopy (SThM) to obtain an image of the temperature field of a silicon micro ring resonator with sub-micron spatial resolution. The temperature rise in the device is a result of self heating which is caused by free carrier absorption in the doped silicon. The temperature is measured locally and directly using a temperature sensitive AFM probe. We show that this local temperature measurement is feasible in the photonic device despite the perturbation that is introduced by the probe. Using the above method we observed a significant self heating of about 10 degrees within the device.

Stress distribution in orthodontic mini-implants

The objective of this study was to evaluate the stress distribution in the resin in contact with the spirals of cylindrical and conical mini-implants, when submitted to lateral load and insertion torsion. A photoelastic model was fabricated using transparent gelatin to simulate the alveolar bone. The model was observed with a plane polariscope and photographically recorded before and after activation of the two screws with a lateral force and torsion. The lateral force application caused bending moments on both mini-implants, with the uprising of fringes or isochromatics, characteristics of stresses, along the threads of the mini-implants and in the apex. When the torsion was exerted in the mini-implants, a great concentration of stress upraised close to the apex. The conclusion was that, comparing conical with cylindrical mini-implants under lateral load, the stresses were similar on the traction sides. The differences appear (1) on the apex, where the cylindrical mini-implant showed a greater concentration of stress, and (2) along the spirals, in the compression side, where the conical mini-implant showed a greater concentration of stress. The greater part of the stress produced by both mini-implants, after torsion load in insertion, were concentrated on the apex. With the cylindrical mini-implant, the greater concentration of tension was close to the apex, while with the conical one, the stresses were distributed along a greater amount of apical threads.

The gradually truncated Levy flight for systems with power-law distributions

Power-law distributions have been observed in various economical and physical systems. Levy flights have infinite variance which discourage a physical approach. We introduce a class of stochastic processes, the gradually truncated Levy flight in which large steps of a Levy flight are gradually eliminated. It has finite variance and the system can be analyzed in a closed form. We applied the present method to explain the distribution of a particular economical index. The present method can be applied to describe time series in a variety of fields, i.e. turbulent flow, anomalous diffusion, polymers, etc. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Two-dimensional nonlinear map characterized by tunable Levy flights

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

Regional and socioeconomic distribution of household food availability in Brazil, in 2008-2009

OBJECTIVE: To describe the regional and socioeconomic distribution of household food availability in Brazil. METHODS: Data from the 2008-2009 Household Budget Survey on food and beverage acquisition for household consumption, conducted by the Instituto Brasileiro de Geografia e Estatistica (Brazilian Institute of Geography and Statistics), were analyzed. The amounts of foods, recorded during seven consecutive days in the 55,970 sample households, were converted into calories and nutrients. Food quality indicators were constructed and analyzed according to the regional and socioeconomic strata of the Brazilian population. RESULTS: The amount of energy from protein was adequate in all regional and socioeconomic strata. On the other hand, an excess of free sugars and fats was observed in all regions of the country, especially in the Southern and Southeastern regions. The proportion of saturated fats was high in urban areas and consistent with the greater contribution of animal-derived products. Limited availability of fruits and vegetables was found in all regions. An increase in the fat content and reduction in carbohydrate content of the diet were observed with the increase in income. CONCLUSIONS: The negative characteristics of the Brazilian diet observed at the end of the first decade of the 21(st) century indicate the need to prioritize public policies for the promotion of healthy eating.

Levy stable distributions via associated integral transform

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g(alpha)(x), 0 <= x < infinity, 0 < alpha < 1. We demonstrate that the knowledge of one such a distribution g a ( x) suffices to obtain exactly g(alpha)p ( x), p = 2, 3, .... Similarly, from known g(alpha)(x) and g(beta)(x), 0 < alpha, beta < 1, we obtain g(alpha beta)( x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For a rational, alpha = l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g(l/k)(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4709443]