Forecasting cosmic doomsday from CMB-LSS cross-correlations.

A broad class of dark energy models, which have been proposed in attempts at solving the cosmological constant problems, predict a late time variation of the equation of state with redshift. The variation occurs as a scalar field picks up speed on its way to negative values of the potential. The negative potential energy eventually turns the expansion into contraction and the local universe undergoes a big crunch. In this paper we show that cross-correlations of the cosmic microwave background anisotropy and matter distribution, in combination with other cosmological data, can be used to forecast the imminence of such cosmic doomsday.

Velocity cross-correlations and atomic momentum transfer in simple liquids with different potential cores

Time correlation functions between the velocity of a tagged particle and velocities of particles within specified ranges of initial separations have been obtained by molecular dynamics simulation. These correlation functions have allowed us to analyze the momentum transfer between particles in different coordination shells. Two simple liquids at very different densities and two purely repulsive potentials with very different softnesses have been considered. The longitudinal correlations, which are the velocity cross-correlations along the initial direction defined by the centers of two given particles, have been calculated separately. It has been proven that these correlations should be attributed to particles both in front of and behind the central one. As with propagating longitudinal modes, they are strongly dependent on the softness of the potential core. Some characteristic features of the velocity correlation functions after the initial rise should be related to nonlongitudinal correlations. It has been shown that velocity cross-correlations between distinct particles cannot only be attributed to the direct interactions among particles, but also to the motions induced by the movement of a tagged particle on their neighbors.

Significance of cross correlations in the stress relaxation of polymer melts

According to linear response theory, all relaxation functions in the linear regime can be obtained using time correlation functions calculated under equilibrium. In this paper, we demonstrate that the cross correlations make a significant contribution to the partial stress relaxation functions in polymer melts. We present two illustrations in the context of polymer rheology using (1) Brownian dynamics simulations of a single chain model for entangled polymers, the slip-spring model, and (2) molecular dynamics simulations of a multichain model. Using the single chain model, we analyze the contribution of the confining potential to the stress relaxation and the plateau modulus. Although the idea is illustrated with a particular model, it applies to any single chain model that uses a potential to confine the motion of the chains. This leads us to question some of the assumptions behind the tube theory, especially the meaning of the entanglement molecular weight obtained from the plateau modulus. To shed some light on this issue, we study the contribution of the nonbonded excluded-volume interactions to the stress relaxation using the multichain model. The proportionality of the bonded/nonbonded contributions to the total stress relaxation (after a density dependent "colloidal" relaxation time) provides some insight into the success of the tube theory in spite of using questionable assumptions. The proportionality indicates that the shape of the relaxation spectrum can indeed be reproduced using the tube theory and the problem is reduced to that of finding the correct prefactor. (c) 2007 American Institute of Physics

Cross-correlations and cross-bicorrelations in Sterling exchange rates

This paper proposes two new tests for linear and nonlinear lead/lag relationships between time series based on the concepts of cross-correlations and cross-bicorrelations, respectively. The tests are then applied to a set of Sterling-denominated exchange rates. Our analysis indicates that there existed periods during the post-Bretton Woods era where the temporal relationship between different exchange rates was strong, although these periods have become less frequent over the past 20 years. In particular, our results demonstrate the episodic nature of the nonlinearity, and have implications for the speed of flow of information between financial series. The method generalises recently proposed tests for nonlinearity to the multivariate context.

Analyzing spatio-temporal patterns of genuine cross-correlations

In multivariate time series analysis, the equal-time cross-correlation is a classic and computationally efficient measure for quantifying linear interrelations between data channels. When the cross-correlation coefficient is estimated using a finite amount of data points, its non-random part may be strongly contaminated by a sizable random contribution, such that no reliable conclusion can be drawn about genuine mutual interdependencies. The random correlations are determined by the signals' frequency content and the amount of data points used. Here, we introduce adjusted correlation matrices that can be employed to disentangle random from non-random contributions to each matrix element independently of the signal frequencies. Extending our previous work these matrices allow analyzing spatial patterns of genuine cross-correlation in multivariate data regardless of confounding influences. The performance is illustrated by example of model systems with known interdependence patterns. Finally, we apply the methods to electroencephalographic (EEG) data with epileptic seizure activity.

Genuine cross-correlations: Which surrogate based measure reproduces analytical results best?

The analysis of short segments of noise-contaminated, multivariate real world data constitutes a challenge. In this paper we compare several techniques of analysis, which are supposed to correctly extract the amount of genuine cross-correlations from a multivariate data set. In order to test for the quality of their performance we derive time series from a linear test model, which allows the analytical derivation of genuine correlations. We compare the numerical estimates of the four measures with the analytical results for different correlation pattern. In the bivariate case all but one measure performs similarly well. However, in the multivariate case measures based on the eigenvalues of the equal-time cross-correlation matrix do not extract exclusively information about the amount of genuine correlations, but they rather reflect the spatial organization of the correlation pattern. This may lead to failures when interpreting the numerical results as illustrated by an application to three electroencephalographic recordings of three patients suffering from pharmacoresistent epilepsy.

USING AUTO- AND CROSS-CORRELATIONS FROM SEISMIC NOISE TO MONITOR VELOCITY CHANGES AT VILLARRICA VOLCANO, CHILE

We used the Green's functions from auto-correlations and cross-correlations of seismic ambient noise to monitor temporal velocity changes in the subsurface at Villarrica volcano in the Southern Andes of Chile. Campaigns were conducted from March to October 2010 and February to April 2011 with 8 broadband and 6 short-period stations, respectively. We prepared the data by removing the instrument response, normalizing with a root-mean-square method, whitening the spectra, and filtering from 1 to 10 Hz. This frequency band was chosen based on the relatively high background noise level in that range. Hour-long auto- and cross-correlations were computed and the Green's functions stacked by day and total time. To track the temporal velocity changes we stretched a 24 hour moving window of correlation functions from 90% to 110% of the original and cross correlated them with the total stack. All of the stations' auto-correlations detected what is interpreted as an increase in velocity in 2010, with an average increase of 0.13%. Cross-correlations from station V01, near the summit, to the other stations show comparable changes that are also interpreted as increases in velocity. We attribute this change to the closing of cracks in the subsurface due either to seasonal snow loading or regional tectonics. In addition to the common increase in velocity across the stations, there are excursions in velocity on the same order lasting several days. Amplitude decreases as the station's distance from the vent increases suggesting these excursions may be attributed to changes within the volcanic edifice. In at least two occurrences the amplitudes at stations V06 and V07, the stations farthest from the vent, are smaller. Similar short temporal excursions were seen in the auto-correlations from 2011, however, there was little to no increase in the overall velocity.

Green's function retrieval through cross-correlations in a two -dimensional complex reverberating medium

International audience

Detection of buried pipes using a shear wave ground surface vibration technique

A major UK initiative, entitled 'Mapping the Underworld', is seeking to address the serious social, environmental and economic consequences arising from an inability to locate the buried utility service infrastructure without resorting to extensive excavations. Mapping the Underworld aims to develop and prove the efficacy of a multi-sensor device for accurate remote buried utility service detection, location and, where possible, identification. One of the technologies to be incorporated in the device is low-frequency vibro-acoustics, and the application of this technology for detecting buried infrastructure is currently being investigated. Here, a shear wave ground vibration technique for detecting buried pipes is described. For this technique, shear waves are generated at the ground surface, and the resulting ground surface vibrations measured, using geophones, along a line traversing the anticipated run of the pipe. Measurements were made at a test site with a single pressurized polyethylene mains water pipe. Time-extended signals were employed to generate the illuminating wave. Cross-correlation functions between the measured ground velocities and a reference measurement adjacent to the excitation were then calculated and summed using a stacking method to generate a cross-sectional image of the ground. The wide cross-correlation peaks caused by high ground attenuation were partially compensated for by using a generalized cross-correlation function called the smoothed coherence transform. To mitigate the effects of other potential sources of vibration in the vicinity, the excitation signal was used as an additional reference when calculating the generalized cross-correlation functions. For two out of three tests, the pipe was detected, indicating that this technique will be a valuable addition to the Mapping the Underworld armoury.

Constructing brain functional networks from EEG: partial and unpartial correlations.

We consider electroencephalograms (EEGs) of healthy individuals and compare the properties of the brain functional networks found through two methods: unpartialized and partialized cross-correlations. The networks obtained by partial correlations are fundamentally different from those constructed through unpartial correlations in terms of graph metrics. In particular, they have completely different connection efficiency, clustering coefficient, assortativity, degree variability, and synchronization properties. Unpartial correlations are simple to compute and they can be easily applied to large-scale systems, yet they cannot prevent the prediction of non-direct edges. In contrast, partial correlations, which are often expensive to compute, reduce predicting such edges. We suggest combining these alternative methods in order to have complementary information on brain functional networks.

Effective eigenvalue for the intensity correlations of single-mode and two-mode lasers

Exact formulas for the effective eigenvalue characterizing the initial decay of intensity correlation functions are given in terms of stationary moments of the intensity. Spontaneous emission noise and nonwhite pump noise are considered. Our results are discussed in connection with earlier calculations, simulations, and experimental results for single-mode dye lasers, two-mode inhomogeneously broadened lasers, and two-mode dye ring lasers. The effective eigenvalue is seen to depend sensitively on noise characteristics and symmetry properties of the system. In particular, the effective eigenvalue associated with cross correlations of two-mode lasers is seen to vanish in the absence of pump noise as a consequence of detailed balance. In the presence of pump noise, the vanishing of this eigenvalue requires equal pump parameters for the two modes and statistical independence of spontaneous emission noise acting on each mode.

Self and cross-velocity correlation functions and diffusion coefficients in liquids: a molecular dynamics study of binary mixtures of soft spheres

Molecular dynamics simulation is applied to the study of the diffusion properties in binary liquid mixtures made up of soft-sphere particles with different sizes and masses. Self- and distinct velocity correlation functions and related diffusion coefficients have been calculated. Special attention has been paid to the dynamic cross correlations which have been computed through recently introduced relative mean molecular velocity correlation functions which are independent on the reference frame. The differences between the distinct velocity correlations and diffusion coefficients in different reference frames (mass-fixed, number-fixed, and solvent-fixed) are discussed.

Evolution of genuine cross-correlation strength of focal onset seizures

To quantify the evolution of genuine zero-lag cross-correlations of focal onset seizures, we apply a recently introduced multivariate measure to broad band and to narrow-band EEG data. For frequency components below 12.5 Hz, the strength of genuine cross-correlations decreases significantly during the seizure and the immediate postseizure period, while higher frequency bands show a tendency of elevated cross-correlations during the same period. We conclude that in terms of genuine zero-lag cross-correlations, the electrical brain activity as assessed by scalp electrodes shows a significant spatial fragmentation, which might promote seizure offset.

Equity market linkage and multinational trade accords: The case of NAFTA

This paper examines the impact of multinational trade accords on the degree of stock market linkage using NAFTA as a case study. Besides liberalizing trade among the U.S., Canada and Mexico, NAFTA has also sought to strengthen linkage among stock markets of these countries. If successful, this could lessen the appeal of asset diversification across the North American region and promote a higher degree of market efficiency. We assess the possible impact of NAFTA on market linkage using cross-correlations, multivariate price cointegrating systems, speed of convergence, and generalized variance decompositions of unexpected stock returns. The evidence proves robust and consistently indicates intensified equity market linkage since the NAFTA accord. The results also suggest that interdependent goods markets in the region are a primary reason behind the stronger equity market linkage observed in the post-NAFTA period. (c) 2005 Elsevier Ltd. All rights reserved.