980 resultados para Random matrix theory
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It is a well-established fact that statistical properties of energy-level spectra are the most efficient tool to characterize nonintegrable quantum systems. The statistical behavior of different systems such as complex atoms, atomic nuclei, two-dimensional Hamiltonians, quantum billiards, and noninteracting many bosons has been studied. The study of statistical properties and spectral fluctuations in interacting many-boson systems has developed interest in this direction. We are especially interested in weakly interacting trapped bosons in the context of Bose-Einstein condensation (BEC) as the energy spectrum shows a transition from a collective nature to a single-particle nature with an increase in the number of levels. However this has received less attention as it is believed that the system may exhibit Poisson-like fluctuations due to the existence of an external harmonic trap. Here we compute numerically the energy levels of the zero-temperature many-boson systems which are weakly interacting through the van der Waals potential and are confined in the three-dimensional harmonic potential. We study the nearest-neighbor spacing distribution and the spectral rigidity by unfolding the spectrum. It is found that an increase in the number of energy levels for repulsive BEC induces a transition from a Wigner-like form displaying level repulsion to the Poisson distribution for P(s). It does not follow the Gaussian orthogonal ensemble prediction. For repulsive interaction, the lower levels are correlated and manifest level-repulsion. For intermediate levels P(s) shows mixed statistics, which clearly signifies the existence of two energy scales: external trap and interatomic interaction, whereas for very high levels the trapping potential dominates, generating a Poisson distribution. Comparison with mean-field results for lower levels are also presented. For attractive BEC near the critical point we observe the Shnirelman-like peak near s = 0, which signifies the presence of a large number of quasidegenerate states.
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Several methods based on Kriging have recently been proposed for calculating a probability of failure involving costly-to-evaluate functions. A closely related problem is to estimate the set of inputs leading to a response exceeding a given threshold. Now, estimating such a level set—and not solely its volume—and quantifying uncertainties on it are not straightforward. Here we use notions from random set theory to obtain an estimate of the level set, together with a quantification of estimation uncertainty. We give explicit formulae in the Gaussian process set-up and provide a consistency result. We then illustrate how space-filling versus adaptive design strategies may sequentially reduce level set estimation uncertainty.
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Multi-objective optimization algorithms aim at finding Pareto-optimal solutions. Recovering Pareto fronts or Pareto sets from a limited number of function evaluations are challenging problems. A popular approach in the case of expensive-to-evaluate functions is to appeal to metamodels. Kriging has been shown efficient as a base for sequential multi-objective optimization, notably through infill sampling criteria balancing exploitation and exploration such as the Expected Hypervolume Improvement. Here we consider Kriging metamodels not only for selecting new points, but as a tool for estimating the whole Pareto front and quantifying how much uncertainty remains on it at any stage of Kriging-based multi-objective optimization algorithms. Our approach relies on the Gaussian process interpretation of Kriging, and bases upon conditional simulations. Using concepts from random set theory, we propose to adapt the Vorob’ev expectation and deviation to capture the variability of the set of non-dominated points. Numerical experiments illustrate the potential of the proposed workflow, and it is shown on examples how Gaussian process simulations and the estimated Vorob’ev deviation can be used to monitor the ability of Kriging-based multi-objective optimization algorithms to accurately learn the Pareto front.
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To improve percolation modelling on soils the geometrical properties of the pore space must be understood; this includes porosity, particle and pore size distribution and connectivity of the pores. A study was conducted with a soil at different bulk densities based on 3D grey images acquired by X-ray computed tomography. The objective was to analyze the effect in percolation of aspects of pore network geometry and discuss the influence of the grey threshold applied to the images. A model based on random walk algorithms was applied to the images, combining five bulk densities with up to six threshold values per density. This allowed for a dynamical perspective of soil structure in relation to water transport through the inclusion of percolation speed in the analyses. To evaluate separately connectivity and isolate the effect of the grey threshold, a critical value of 35% of porosity was selected for every density. This value was the smallest at which total-percolation walks appeared for the all images of the same porosity and may represent a situation of percolation comparable among bulks densities. This criterion avoided an arbitrary decision in grey thresholds. Besides, a random matrix simulation at 35% of porosity with real images was used to test the existence of pore connectivity as a consequence of a non-random soil structure.
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Traditionally, literature estimates the equity of a brand or its extension but it pays little attention to collective brand equity even though collective branding is increasingly used to differentiate the homogenous products of different firms or organizations. We propose an approach that estimates the incremental effect of individual brands (or the contribution of individual brands) on collective brand equity through the various stages of a consumer hierarchical buying choice process in which decisions are nested: “whether to buy”, “what collective brand to buy” and “what individual brand to buy”. This proposal follows the approach of the Random Utility Theory, and it is theoretically argued through the Associative Networks Theory and the cybernetic model of decision making. The empirical analysis carried out in the area of collective brands in Spanish tourism finds a three-stage hierarchical sequence, and estimates the contribution of individual brands to the equity of the collective brands of “Sun, Sea and Sand” and of “World Heritage Cities”.
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We show that deterministic quantum computing with a single bit can determine whether the classical limit of a quantum system is chaotic or integrable using O(N) physical resources, where N is the dimension of the Hilbert space of the system under study. This is a square-root improvement over all known classical procedures. Our study relies strictly on the random matrix conjecture. We also present numerical results for the nonlinear kicked top.
Evidence of altered prefrontal-thalamic circuitry in schizophrenia: An optimised diffusion MRI study
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MRI diffusion tensor imaging (DTI), optimized for measuring the trace of the diffusion tensor, was used to investigate microstructural changes in the brains of 12 individuals with schizophrenia compared with 12 matched control subjects. To control for the effects of anatomic variation between subject groups, all participants' diffusion images were non-linearly registered to standard anatomical space. Significant statistical differences in mean diffusivity (MD) measures between the two groups were determined on a pixel-by-pixel basis, using Gaussian random field theory. We found significantly elevated MD measures within temporal, parietal and prefrontal cortical regions in the schizophrenia group (P > 0.001), especially within the medial frontal gyrus and anterior cingulate. The dorsal medial and anterior nucleus of the thalamus, including the caudate, also exhibited significantly increased MD in the schizophrenia group (P > 0.001). This study has shown for the first time that MD measures offer an alternative strategy for investigating altered prefrontal-thalamic circuitry in schizophrenia. (c) 2006 Elsevier Inc. All rights reserved.
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2010 Mathematics Subject Classification: 62H10.
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Electoral researchers are so much accustomed to analyzing the choice of the single most preferred party as the left-hand side variable of their models of electoral behavior that they often ignore revealed preference data. Drawing on random utility theory, their models predict electoral behavior at the extensive margin of choice. Since the seminal work of Luce and others on individual choice behavior, however, many social science disciplines (consumer research, labor market research, travel demand, etc.) have extended their inventory of observed preference data with, for instance, multiple paired comparisons, complete or incomplete rankings, and multiple ratings. Eliciting (voter) preferences using these procedures and applying appropriate choice models is known to considerably increase the efficiency of estimates of causal factors in models of (electoral) behavior. In this paper, we demonstrate the efficiency gain when adding additional preference information to first preferences, up to full ranking data. We do so for multi-party systems of different sizes. We use simulation studies as well as empirical data from the 1972 German election study. Comparing the practical considerations for using ranking and single preference data results in suggestions for choice of measurement instruments in different multi-candidate and multi-party settings.
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The main purpose of this thesis is to go beyond two usual assumptions that accompany theoretical analysis in spin-glasses and inference: the i.i.d. (independently and identically distributed) hypothesis on the noise elements and the finite rank regime. The first one appears since the early birth of spin-glasses. The second one instead concerns the inference viewpoint. Disordered systems and Bayesian inference have a well-established relation, evidenced by their continuous cross-fertilization. The thesis makes use of techniques coming both from the rigorous mathematical machinery of spin-glasses, such as the interpolation scheme, and from Statistical Physics, such as the replica method. The first chapter contains an introduction to the Sherrington-Kirkpatrick and spiked Wigner models. The first is a mean field spin-glass where the couplings are i.i.d. Gaussian random variables. The second instead amounts to establish the information theoretical limits in the reconstruction of a fixed low rank matrix, the “spike”, blurred by additive Gaussian noise. In chapters 2 and 3 the i.i.d. hypothesis on the noise is broken by assuming a noise with inhomogeneous variance profile. In spin-glasses this leads to multi-species models. The inferential counterpart is called spatial coupling. All the previous models are usually studied in the Bayes-optimal setting, where everything is known about the generating process of the data. In chapter 4 instead we study the spiked Wigner model where the prior on the signal to reconstruct is ignored. In chapter 5 we analyze the statistical limits of a spiked Wigner model where the noise is no longer Gaussian, but drawn from a random matrix ensemble, which makes its elements dependent. The thesis ends with chapter 6, where the challenging problem of high-rank probabilistic matrix factorization is tackled. Here we introduce a new procedure called "decimation" and we show that it is theoretically to perform matrix factorization through it.
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This paper provides a new proof of a theorem of Chandler-Wilde, Chonchaiya, and Lindner that the spectra of a certain class of infinite, random, tridiagonal matrices contain the unit disc almost surely. It also obtains an analogous result for a more general class of random matrices whose spectra contain a hole around the origin. The presence of the hole forces substantial changes to the analysis.
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The accurate description of ground and electronic excited states is an important and challenging topic in quantum chemistry. The pairing matrix fluctuation, as a counterpart of the density fluctuation, is applied to this topic. From the pairing matrix fluctuation, the exact electron correlation energy as well as two electron addition/removal energies can be extracted. Therefore, both ground state and excited states energies can be obtained and they are in principle exact with a complete knowledge of the pairing matrix fluctuation. In practice, considering the exact pairing matrix fluctuation is unknown, we adopt its simple approximation --- the particle-particle random phase approximation (pp-RPA) --- for ground and excited states calculations. The algorithms for accelerating the pp-RPA calculation, including spin separation, spin adaptation, as well as an iterative Davidson method, are developed. For ground states correlation descriptions, the results obtained from pp-RPA are usually comparable to and can be more accurate than those from traditional particle-hole random phase approximation (ph-RPA). For excited states, the pp-RPA is able to describe double, Rydberg, and charge transfer excitations, which are challenging for conventional time-dependent density functional theory (TDDFT). Although the pp-RPA intrinsically cannot describe those excitations excited from the orbitals below the highest occupied molecular orbital (HOMO), its performances on those single excitations that can be captured are comparable to TDDFT. The pp-RPA for excitation calculation is further applied to challenging diradical problems and is used to unveil the nature of the ground and electronic excited states of higher acenes. The pp-RPA and the corresponding Tamm-Dancoff approximation (pp-TDA) are also applied to conical intersections, an important concept in nonadiabatic dynamics. Their good description of the double-cone feature of conical intersections is in sharp contrast to the failure of TDDFT. All in all, the pairing matrix fluctuation opens up new channel of thinking for quantum chemistry, and the pp-RPA is a promising method in describing ground and electronic excited states.
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Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.
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An incentives based theory of policing is developed which can explain the phenomenon of random “crackdowns,” i.e., intermittent periods of high interdiction/surveillance. For a variety of police objective functions, random crackdowns can be part of the optimal monitoring strategy. We demonstrate support for implications of the crackdown theory using traffic data gathered by the Belgian Police Department and use the model to estimate the deterrence effectof additional resources spent on speeding interdiction.