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337 scholarly results for stat.CO
Scholar iON Academic Synthesis
The collection of papers highlights the application of statistical physics and $q$-statistics to diverse complex systems, ranging from financial markets and social dynamics to neural and biological processes. Diep and Desgranges (2019) explore stock market dynamics through agent-based models, revealing critical temperature points where market behavior shifts, while Mobilia (2015) examines opinion dynamics in social systems, emphasizing the role of zealots in opinion stability and shifts. Abramov et al. (2023) apply $q$-statistics to human EEG data to capture the complexity of brain signals, suggesting potential for deeper insights into brain function, whereas Allen and Waclaw (2018) review bacterial growth through the lens of statistical physics, opening avenues for experimental and theoretical advancements. This body of research underscores the versatility and significance of statistical physics in modeling and understanding the intricate dynamics of various complex systems.
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arxiv.org Β· scholarly article
Dynamics of the Price Behavior in Stock Market: A Statistical Physics Approach
Hung T. Diep; Gabriel Desgranges
2019 arXiv Open Access
We study in this paper the time evolution of stock markets using a statistical physics approach. Each agent is represented by a spin having a number of discrete states $q$ or continuous states, describing the tendency of the agent for buying or selling. The market ambiance is represented by a parameter $T$ which plays the role of the temperature in physics. We show that there is a critical value of $T$, say $T_c$, where strong fluctuations between individual states lead to a disordered situation in which there is no majority: the numbers of sellers and buyers are equal, namely the market clearing. We have considered three models: $q=3$ ( sell, buy, wait), $q=5$ (5 states between absolutely buy and absolutely sell), and $q=\infty$. The specific measure, by the government or by economic organisms, is parameterized by $H$ applied on the market at the time $t_1$ and removed at the time $t_2$. We have used Monte Carlo simulations to study the time evolution of the price as functions of those parameters. Many striking results are obtained. In particular we show that the price strongly fluctuates near $T_c$ and there exists a critical value $H_c$ above which the boosting effect remains after $H$ is removed. This happens only if $H$ is applied in the critical region. Otherwise, the effect of $H$ lasts only during the time of the application of $H$. The second party of the paper deals with the price variation using a time-dependent mean-field theory. By supposing that the sellers and the buyers belong to two distinct communities with their characteristics different in both intra-group and inter-group interactions, we find the price oscillation with time.
arxiv.org Β· scholarly article
Nonlinear $q$-voter model with inflexible zealots
Mauro Mobilia
2015 arXiv Open Access DOI: 10.1103/PhysRevE.92.012803
We study the dynamics of the nonlinear $q$-voter model with inflexible zealots in a finite well-mixed population. In this system, each individual supports one of two parties and is either a susceptible voter or an inflexible zealot. At each time step, a susceptible adopts the opinion of a neighbor if this belongs to a group of $q\geq 2$ neighbors all in the same state, whereas inflexible zealots never change their opinion. In the presence of zealots of both parties the model is characterized by a fluctuating stationary state and, below a zealotry density threshold, the distribution of opinions is bimodal. After a characteristic time, most susceptibles become supporters of the party having more zealots and the opinion distribution is asymmetric. When the number of zealots of both parties is the same, the opinion distribution is symmetric and, in the long run, susceptibles endlessly swing from the state where they all support one party to the opposite state. Above the zealotry density threshold, when there is an unequal number of zealots of each type, the probability distribution is single-peaked and non-Gaussian. These properties are investigated analytically and with stochastic simulations. We also study the mean time to reach a consensus when zealots support only one party.
arxiv.org Β· scholarly article
Neural complexity -- Statistical-mechanical approach of human electroencephalograms
Dimitri Marques Abramov; Constantino Tsallis; Henrique Santos Lima
2023 arXiv Open Access DOI: 10.1038/s41598-023-37219-5
The brain is a complex system whose understanding enables potentially deeper approaches to mental phenomena. Dynamics of wide classes of complex systems have been satisfactorily described within $q$-statistics, a current generalization of Boltzmann-Gibbs (BG) statistics. Here, we study human electroencephalograms of typical human adults (EEG), very specifically their inter-occurrence times across an arbitrarily chosen threshold of the signal (observed, for instance, at the midparietal location in scalp). The distributions of these inter-occurrence times differ from those usually emerging within BG statistical mechanics. They are instead well approached within the $q$-statistical theory, based on non-additive entropies characterized by the index $q$. The present method points towards a suitable tool for quantitatively accessing brain complexity, thus potentially opening useful studies of the properties of both typical and altered brain physiology.
arxiv.org Β· scholarly article
Bacterial growth: a statistical physicist's guide
Rosalind J Allen; Bartlomiej Waclaw
2018 arXiv Open Access DOI: 10.1088/1361-6633/aae546
Bacterial growth presents many beautiful phenomena that pose new theoretical challenges to statistical physicists, and are also amenable to laboratory experimentation. This review provides some of the essential biological background, discusses recent applications of statistical physics in this field, and highlights the potential for future research.
arxiv.org Β· scholarly article
Distributionally Robust Deep Q-Learning
Chung I Lu; Julian Sester; Aijia Zhang
2025 arXiv Open Access
We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The uncertainty is taken into account by considering the worst-case transition from a ball around a reference probability measure. To determine the optimal policy under the worst-case state transition, we solve the associated non-linear Bellman equation by dualising and regularising the Bellman operator with the Sinkhorn distance, which is then parameterized with deep neural networks. This approach allows us to modify the Deep Q-Network algorithm to optimise for the worst case state transition. We illustrate the tractability and effectiveness of our approach through several applications, including a portfolio optimisation task based on S\&{P}~500 data.
arxiv.org Β· scholarly article
On the Statistical Significance
Yongsheng Zhu
2005 arXiv Open Access
A definition for the statistical significance by constructing a correlation between the normal distribution integral probability and the p-value observed in an experiment is proposed, which is suitable for both counting experiment and continuous test statistics.
arxiv.org Β· scholarly article
Photons and static gravity
L. B. Okun
2000 arXiv Open Access DOI: 10.1142/S0217732300002358
The influence of static gravitational field on frequency, wave-length and velocity of photons and on the energy levels of atoms and nuclei is considered in the most elementary way. The interconnection between these phenomena is stressed.
arxiv.org Β· scholarly article
LHCb detector status and commissioning
B. Pietrzyk
2007 arXiv Open Access
The LHCb detector status and commissioning is presented.
arxiv.org Β· scholarly article
Changing Data Sources in the Age of Machine Learning for Official Statistics
Cedric De Boom; Michael Reusens
2023 arXiv Open Access
Data science has become increasingly essential for the production of official statistics, as it enables the automated collection, processing, and analysis of large amounts of data. With such data science practices in place, it enables more timely, more insightful and more flexible reporting. However, the quality and integrity of data-science-driven statistics rely on the accuracy and reliability of the data sources and the machine learning techniques that support them. In particular, changes in data sources are inevitable to occur and pose significant risks that are crucial to address in the context of machine learning for official statistics. This paper gives an overview of the main risks, liabilities, and uncertainties associated with changing data sources in the context of machine learning for official statistics. We provide a checklist of the most prevalent origins and causes of changing data sources; not only on a technical level but also regarding ownership, ethics, regulation, and public perception. Next, we highlight the repercussions of changing data sources on statistical reporting. These include technical effects such as concept drift, bias, availability, validity, accuracy and completeness, but also the neutrality and potential discontinuation of the statistical offering. We offer a few important precautionary measures, such as enhancing robustness in both data sourcing and statistical techniques, and thorough monitoring. In doing so, machine learning-based official statistics can maintain integrity, reliability, consistency, and relevance in policy-making, decision-making, and public discourse.
arxiv.org Β· scholarly article
Protein Folding: A Perspective From Statistical Physics
Jinzhi Lei; Kerson Huang
2010 arXiv Open Access
In this paper, we introduce an approach to the protein folding problem from the point of view of statistical physics. Protein folding is a stochastic process by which a polypeptide folds into its characteristic and functional 3D structure from random coil. The process involves an intricate interplay between global geometry and local structure, and each protein seems to present special problems. We introduce CSAW (conditioned self-avoiding walk), a model of protein folding that combines the features of self-avoiding walk (SAW) and the Monte Carlo method. In this model, the unfolded protein chain is treated as a random coil described by SAW. Folding is induced by hydrophobic forces and other interactions, such as hydrogen bonding, which can be taken into account by imposing conditions on SAW. Conceptually, the mathematical basis is a generalized Langevin equation. To illustrate the flexibility and capabilities of the model, we consider several examples, including helix formation, elastic properties, and the transition in the folding of myoglobin. From the CSAW simulation and physical arguments, we find a universal elastic energy for proteins, which depends only on the radius of gyration $R_{g}$ and the residue number $N$. The elastic energy gives rise to scaling laws $R_{g}\sim N^Ξ½$ in different regions with exponents $Ξ½=3/5,3/7,2/5$, consistent with the observed unfolded stage, pre-globule, and molten globule, respectively. These results indicate that CSAW can serve as a theoretical laboratory to study universal principles in protein folding.