Some past and present challenges of econophysics
NASA Astrophysics Data System (ADS)
Mantegna, R. N.
2016-12-01
We discuss the cultural background that was shared by some of the first econophysicists when they started to work on economic and financial problems with methods and tools of statistical physics. In particular we discuss about the role of stylized facts and statistical physical laws in economics and statistical physics respectively. As an example of the problems and potentials associated with the interaction of different communities of scholars dealing with problems observed in economic and financial systems we briefly discuss the development and the perspectives of the use of tools and concepts of networks in econophysics, economics and finance.
NASA Astrophysics Data System (ADS)
Rosser, J. Barkley
2016-12-01
Entropy is a central concept of statistical mechanics, which is the main branch of physics that underlies econophysics, the application of physics concepts to understand economic phenomena. It enters into econophysics both in an ontological way through the Second Law of Thermodynamics as this drives the world economy from its ecological foundations as solar energy passes through food chains in dissipative process of entropy rising and production fundamentally involving the replacement of lower entropy energy states with higher entropy ones. In contrast the mathematics of entropy as appearing in information theory becomes the basis for modeling financial market dynamics as well as income and wealth distribution dynamics. It also provides the basis for an alternative view of stochastic price equilibria in economics, as well providing a crucial link between econophysics and sociophysics, keeping in mind the essential unity of the various concepts of entropy.
Applications of statistical physics methods in economics: Current state and perspectives
NASA Astrophysics Data System (ADS)
Lux, Thomas
2016-12-01
This note discusses the development of applications of statistical physics to economics since the beginning of the `econophysics' movement about twenty years ago. I attempt to assess which of these applications appear particularly valuable and successful, and where important overlaps exist between research conducted by economist and `econophysicists'.
NASA Astrophysics Data System (ADS)
Schinckus, C.
2016-12-01
This article aimed at presenting the scattered econophysics literature as a unified and coherent field through a specific lens imported from philosophy science. More precisely, I used the methodology developed by Imre Lakatos to cover the methodological evolution of econophysics over these last two decades. In this perspective, three co-existing approaches have been identified: statistical econophysics, bottom-up agent based econophysics and top-down agent based econophysics. Although the last is presented here as the last step of the methodological evolution of econophysics, it is worth mentioning that this tradition is still very new. A quick look on the econophysics literature shows that the vast majority of works in this field deal with a strictly statistical approach or a classical bottom-up agent-based modelling. In this context of diversification, the objective (and contribution) of this article is to emphasize the conceptual coherence of econophysics as a unique field of research. With this purpose, I used a theoretical framework coming from philosophy of science to characterize how econophysics evolved by combining a methodological enrichment with the preservation of its core conceptual statements.
A social discounting model based on Tsallis’ statistics
NASA Astrophysics Data System (ADS)
Takahashi, Taiki
2010-09-01
Social decision making (e.g. social discounting and social preferences) has been attracting attention in economics, econophysics, social physics, behavioral psychology, and neuroeconomics. This paper proposes a novel social discounting model based on the deformed algebra developed in the Tsallis’ non-extensive thermostatistics. Furthermore, it is suggested that this model can be utilized to quantify the degree of consistency in social discounting in humans and analyze the relationships between behavioral tendencies in social discounting and other-regarding economic decision making under game-theoretic conditions. Future directions in the application of the model to studies in econophysics, neuroeconomics, and social physics, as well as real-world problems such as the supply of live organ donations, are discussed.
Worrying trends in econophysics
NASA Astrophysics Data System (ADS)
Gallegati, Mauro; Keen, Steve; Lux, Thomas; Ormerod, Paul
2006-10-01
Econophysics has already made a number of important empirical contributions to our understanding of the social and economic world. These fall mainly into the areas of finance and industrial economics, where in each case there is a large amount of reasonably well-defined data. More recently, Econophysics has also begun to tackle other areas of economics where data is much more sparse and much less reliable. In addition, econophysicists have attempted to apply the theoretical approach of statistical physics to try to understand empirical findings. Our concerns are fourfold. First, a lack of awareness of work that has been done within economics itself. Second, resistance to more rigorous and robust statistical methodology. Third, the belief that universal empirical regularities can be found in many areas of economic activity. Fourth, the theoretical models which are being used to explain empirical phenomena. The latter point is of particular concern. Essentially, the models are based upon models of statistical physics in which energy is conserved in exchange processes. There are examples in economics where the principle of conservation may be a reasonable approximation to reality, such as primitive hunter-gatherer societies. But in the industrialised capitalist economies, income is most definitely not conserved. The process of production and not exchange is responsible for this. Models which focus purely on exchange and not on production cannot by definition offer a realistic description of the generation of income in the capitalist, industrialised economies.
Experimental econophysics: Complexity, self-organization, and emergent properties
NASA Astrophysics Data System (ADS)
Huang, J. P.
2015-03-01
Experimental econophysics is concerned with statistical physics of humans in the laboratory, and it is based on controlled human experiments developed by physicists to study some problems related to economics or finance. It relies on controlled human experiments in the laboratory together with agent-based modeling (for computer simulations and/or analytical theory), with an attempt to reveal the general cause-effect relationship between specific conditions and emergent properties of real economic/financial markets (a kind of complex adaptive systems). Here I review the latest progress in the field, namely, stylized facts, herd behavior, contrarian behavior, spontaneous cooperation, partial information, and risk management. Also, I highlight the connections between such progress and other topics of traditional statistical physics. The main theme of the review is to show diverse emergent properties of the laboratory markets, originating from self-organization due to the nonlinear interactions among heterogeneous humans or agents (complexity).
Monetary economics from econophysics perspective
NASA Astrophysics Data System (ADS)
Yakovenko, Victor M.
2016-12-01
This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics be a Physical Science?" The first part of the paper traces the personal path of the author from theoretical physics to economics. It briefly summarizes applications of statistical physics to monetary transactions in an ensemble of economic agents. It shows how a highly unequal probability distribution of money emerges due to irreversible increase of entropy in the system. The second part examines deep conceptual and controversial issues and fallacies in monetary economics from econophysics perspective. These issues include the nature of money, conservation (or not) of money, distinctions between money vs. wealth and money vs. debt, creation of money by the state and debt by the banks, the origins of monetary crises and capitalist profit. Presentation uses plain language understandable to laypeople and may be of interest to both specialists and general public.
Reconstructing Macroeconomics Based on Statistical Physics
NASA Astrophysics Data System (ADS)
Aoki, Masanao; Yoshikawa, Hiroshi
We believe that time has come to integrate the new approach based on statistical physics or econophysics into macroeconomics. Toward this goal, there must be more dialogues between physicists and economists. In this paper, we argue that there is no reason why the methods of statistical physics so successful in many fields of natural sciences cannot be usefully applied to macroeconomics that is meant to analyze the macroeconomy comprising a large number of economic agents. It is, in fact, weird to regard the macroeconomy as a homothetic enlargement of the representative micro agent. We trust the bright future of the new approach to macroeconomies based on statistical physics.
Focus on Statistical Physics Modeling in Economics and Finance
NASA Astrophysics Data System (ADS)
Mantegna, Rosario N.; Kertész, János
2011-02-01
This focus issue presents a collection of papers on recent results in statistical physics modeling in economics and finance, commonly known as econophysics. We touch briefly on the history of this relatively new multi-disciplinary field, summarize the motivations behind its emergence and try to characterize its specific features. We point out some research aspects that must be improved and briefly discuss the topics the research field is moving toward. Finally, we give a short account of the papers collected in this issue.
Econophysics: from Game Theory and Information Theory to Quantum Mechanics
NASA Astrophysics Data System (ADS)
Jimenez, Edward; Moya, Douglas
2005-03-01
Rationality is the universal invariant among human behavior, universe physical laws and ordered and complex biological systems. Econophysics isboth the use of physical concepts in Finance and Economics, and the use of Information Economics in Physics. In special, we will show that it is possible to obtain the Quantum Mechanics principles using Information and Game Theory.
What physicists should know about finance
NASA Astrophysics Data System (ADS)
Schmidt, Anatoly B.
2005-05-01
There has been growing interest in Econophysics, i.e. analysis and modeling of financial time series using the theoretical Physics concepts (scaling, fractals, chaos). Besides the scientific stimuli, this interest is backed by perception that the financial industry is a viable alternative for those physicists who are not able or are not willing to pursue an academic career. However, the times when any Ph.D. in Physics had a chance to find a job on the Wall Street are gone (if they ever existed). Indeed, not every physicist wields the stochastic calculus, non-normal statistical distributions, and the methods of time series analysis. Moreover, now that many universities offer courses in mathematical finance, the applicants for quantitative positions in finance are expected to know such concepts as option pricing, portfolio management, and risk measurement. Here I describe a synthetic course based on my book [1] that outlines both worlds: Econophysics and Mathematical Finance. The course may be offered as elective for senior undergraduate or graduate Physics majors.
Ups and downs of economics and econophysics — Facebook forecast
NASA Astrophysics Data System (ADS)
Gajic, Nenad; Budinski-Petkovic, Ljuba
2013-01-01
What is econophysics and its relationship with economics? What is the state of economics after the global economic crisis, and is there a future for the paradigm of market equilibrium, with imaginary perfect competition and rational agents? Can the next paradigm of economics adopt important assumptions derived from econophysics models: that markets are chaotic systems, striving to extremes as bubbles and crashes show, with psychologically motivated, statistically predictable individual behaviors? Is the future of econophysics, as predicted here, to disappear and become a part of economics? A good test of the current state of econophysics and its methods is the valuation of Facebook immediately after the initial public offering - this forecast indicates that Facebook is highly overvalued, and its IPO valuation of 104 billion dollars is mostly the new financial bubble based on the expectations of unlimited growth, although it’s easy to prove that Facebook is close to the upper limit of its users.
NASA Astrophysics Data System (ADS)
Aoyama, Hideaki; Fujiwara, Yoshi; Ikeda, Yuichi; Iyetomi, Hiroshi; Souma, Wataru; Yoshikawa, Hiroshi
2017-07-01
Preface; Foreword, Acknowledgements, List of tables; List of figures, prologue, 1. Introduction: reconstructing macroeconomics; 2. Basic concepts in statistical physics and stochastic models; 3. Income and firm-size distributions; 4. Productivity distribution and related topics; 5. Multivariate time-series analysis; 6. Business cycles; 7. Price dynamics and inflation/deflation; 8. Complex network, community analysis, visualization; 9. Systemic risks; Appendix A: computer program for beginners; Epilogue; Bibliography; Index.
A mini-review on econophysics: Comparative study of Chinese and western financial markets
NASA Astrophysics Data System (ADS)
Zheng, Bo; Jiang, Xiong-Fei; Ni, Peng-Yun
2014-07-01
We present a review of our recent research in econophysics, and focus on the comparative study of Chinese and western financial markets. By virtue of concepts and methods in statistical physics, we investigate the time correlations and spatial structure of financial markets based on empirical high-frequency data. We discover that the Chinese stock market shares common basic properties with the western stock markets, such as the fat-tail probability distribution of price returns, the long-range auto-correlation of volatilities, and the persistence probability of volatilities, while it exhibits very different higher-order time correlations of price returns and volatilities, spatial correlations of individual stock prices, and large-fluctuation dynamic behaviors. Furthermore, multi-agent-based models are developed to simulate the microscopic interaction and dynamic evolution of the stock markets.
Econophysics: Past and present
NASA Astrophysics Data System (ADS)
de Area Leão Pereira, Eder Johnson; da Silva, Marcus Fernandes; Pereira, H. B. B.
2017-05-01
This paper provides a brief historical review of the relationship between economics and physics, beginning with Adam Smith being influenced by Isaac Newton's ideas up to the present day including the new econophysics discipline and some of the tools applied to the economy. Thus, this work is expected to motivate new researchers who are interested in this new discipline.
NASA Astrophysics Data System (ADS)
2011-07-01
The scientific session "Econophysics and evolutionary economics" of the Division of Physical Sciences of the Russian Academy of Sciences (RAS) took place on 2 November 2010 in the conference hall of the Lebedev Physical Institute, Russian Academy of Sciences. The session agenda announced on the website www.gpad.ac.ru of the RAS Physical Sciences Division listed the following reports: (1) Maevsky V I (Institute of Economics, RAS, Moscow) "The transition from simple reproduction to economic growth"; (2) Yudanov A Yu (Financial University of the Government of the Russian Federation, Moscow) "Experimental data on the development of fast-growing innovative companies in Russia"; (3) Pospelov I G (Dorodnitsyn Computation Center, RAS, Moscow) "Why is it sometimes possible to successfully model an economy? (4) Chernyavskii D S (Lebedev Physical Institute, RAS, Moscow) "Theoretical economics"; (5) Romanovskii M Yu (Prokhorov Institute of General Physics, RAS, Moscow) "Nonclassical random walks and the phenomenology of fluctuations of the yield of securities in the securities market"; (6) Dubovikov M M, Starchenko N V (INTRAST Management Company, Moscow Engineering Physics Institute, Moscow) "Fractal analysis of financial time series and the prediction problem"; Papers written on the basis of these reports are published below. • The transition from simple reproduction to economic growth, V I Maevsky, S Yu Malkov Physics-Uspekhi, 2011, Volume 54, Number 7, Pages 729-733 • High-growth firms in Russia: experimental data and prospects for the econophysical simulation of economic modernization, A Yu Yudanov Physics-Uspekhi, 2011, Volume 54, Number 7, Pages 733-737 • Equilibrium models of economics in the period of a global financial crisis, I G Pospelov Physics-Uspekhi, 2011, Volume 54, Number 7, Pages 738-742 • On econophysics and its place in modern theoretical economics, D S Chernavskii, N I Starkov, S Yu Malkov, Yu V Kosse, A V Shcherbakov Physics-Uspekhi, 2011, Volume 54, Number 7, Pages 742-749 • Nonclassical random walks and the phenomenology of fluctuations of securities returns in the stock market, P V Vidov, M Yu Romanovsky Physics-Uspekhi, 2011, Volume 54, Number 7, Pages 749-753 • Econophysics and the fractal analysis of financial time series, M M Dubovikov, N V Starchenko Physics-Uspekhi, 2011, Volume 54, Number 7, Pages 754-761
GPU-computing in econophysics and statistical physics
NASA Astrophysics Data System (ADS)
Preis, T.
2011-03-01
A recent trend in computer science and related fields is general purpose computing on graphics processing units (GPUs), which can yield impressive performance. With multiple cores connected by high memory bandwidth, today's GPUs offer resources for non-graphics parallel processing. This article provides a brief introduction into the field of GPU computing and includes examples. In particular computationally expensive analyses employed in financial market context are coded on a graphics card architecture which leads to a significant reduction of computing time. In order to demonstrate the wide range of possible applications, a standard model in statistical physics - the Ising model - is ported to a graphics card architecture as well, resulting in large speedup values.
Ten years after "Worrying trends in econophysics": developments and current challenges
NASA Astrophysics Data System (ADS)
Ormerod, Paul
2016-12-01
Econophysics has made a number of important additions to scientific knowledge. Yet it continues to lack influence with both economists and policy makers. Ten years ago, I and three other economists sympathetic to econophysics wrote a paper on worrying trends within the discipline. For example, its lack of awareness of the economics literature, and shortfalls in the use of statistical analysis. These continue to be obstacles to wider acceptance by economists. Like all agents, policy makers respond to incentives, and economists understand this very well. Much of the econophysics community appears to think that simply doing good science is sufficient to have the work recognised, rather than relating to the motivations and incentives of policy makers. Nevertheless, econophysics now has three major opportunities to advance knowledge in areas where policy makers perceive weaknesses in what they are presented with by economists. All can benefit from the analysis of Big Data. The first is a core model of agent behaviour which is more relevant to cyber society than the rational agent model of economics. Second, extending our understanding of the business cycle, primarily by incorporating the importance of networks into models. Third, devising proper measures of output in cyber society.
NASA Astrophysics Data System (ADS)
Tenenbaum, Joel
This thesis applies statistical physics concepts and methods to quantitatively analyze complex systems. This thesis is separated into four parts: (i) characteristics of earthquake systems (ii) memory and volatility in data time series (iii) the application of part (ii) to world financial markets, and (iv) statistical observations on the evolution of word usage. In Part I, we observe statistical patterns in the occurrence of earthquakes. We select a 14-year earthquake catalog covering the archipelago of Japan. We find that regions traditionally thought of as being too distant from one another for causal contact display remarkably high correlations, and the networks that result have a tendency to link highly connected areas with other highly connected areas. In Part II, we introduce and apply the concept of "volatility asymmetry", the primary use of which is in financial data. We explain the relation between memory and "volatility asymmetry" in terms of an asymmetry parameter lambda. We define a litmus test for determining whether lambda is statistically significant and propose a stochastic model based on this parameter and use the model to further explain empirical data. In Part III, we expand on volatility asymmetry. Importing the concepts of time dependence and universality from physics, we explore the aspects of emerging (or "transition") economies in Eastern Europe as they relate to asymmetry. We find that these emerging markets in some instances behave like developed markets and in other instances do not, and that the distinction is a matter both of country and a matter of time period, crisis periods showing different asymmetry characteristics than "healthy" periods. In Part IV, we take note of a series of findings in econophysics, showing statistical growth similarities between a variety of different areas that all have in common the fact of taking place in areas that are both (i) competing and (ii) dynamic. We show that this same growth distribution can be reproduced in observing the growth rates of the usage of individual words, that just as companies compete for sales in a zero sum marketing game, so do words compete for usage within a limited amount of reader man-hours.
NASA Astrophysics Data System (ADS)
Haven, Emmanuel; Khrennikov, Andrei
2013-01-01
Preface; Part I. Physics Concepts in Social Science? A Discussion: 1. Classical, statistical and quantum mechanics: all in one; 2. Econophysics: statistical physics and social science; 3. Quantum social science: a non-mathematical motivation; Part II. Mathematics and Physics Preliminaries: 4. Vector calculus and other mathematical preliminaries; 5. Basic elements of quantum mechanics; 6. Basic elements of Bohmian mechanics; Part III. Quantum Probabilistic Effects in Psychology: Basic Questions and Answers: 7. A brief overview; 8. Interference effects in psychology - an introduction; 9. A quantum-like model of decision making; Part IV. Other Quantum Probabilistic Effects in Economics, Finance and Brain Sciences: 10. Financial/economic theory in crisis; 11. Bohmian mechanics in finance and economics; 12. The Bohm-Vigier Model and path simulation; 13. Other applications to economic/financial theory; 14. The neurophysiological sources of quantum-like processing in the brain; Conclusion; Glossary; Index.
Econophysical visualization of Adam Smith’s invisible hand
NASA Astrophysics Data System (ADS)
Cohen, Morrel H.; Eliazar, Iddo I.
2013-02-01
Consider a complex system whose macrostate is statistically observable, but yet whose operating mechanism is an unknown black-box. In this paper we address the problem of inferring, from the system’s macrostate statistics, the system’s intrinsic force yielding the observed statistics. The inference is established via two diametrically opposite approaches which result in the very same intrinsic force: a top-down approach based on the notion of entropy, and a bottom-up approach based on the notion of Langevin dynamics. The general results established are applied to the problem of visualizing the intrinsic socioeconomic force-Adam Smith’s invisible hand-shaping the distribution of wealth in human societies. Our analysis yields quantitative econophysical representations of figurative socioeconomic forces, quantitative definitions of “poor” and “rich”, and a quantitative characterization of the “poor-get-poorer” and the “rich-get-richer” phenomena.
Debating the role of econophysics.
Rosser, J Barkley
2008-07-01
Research in econophysics has been going on for more than a decade with considerable publicity in some of the leading general science journals. Strong claims have been made by some advocates regarding its reputed superiority to economics, with arguments that in fact the teaching of microeconomics and macroeconomics as they are currently constituted should cease and be replaced by appropriate courses in mathematics, physics, and some other harder sciences. The lack of invariance principles in economics and the failure of economists to deal properly with certain empirical regularities are held against it in this line of argument. Responding arguments address four points: (a) that many econophysicists lack awareness of what has been done in economics and thus sometimes claim a greater degree of originality and innovativeness in their work than is deserved, (b) that econophysicists do not use as sufficiently rigorous or sophisticated statistical methodology as econometricians, (c) that econophysicists search for universal empirical regularities in economics that probably do not exist, and (d) that the theoretical models they adduce to explain empirical phenomena have many difficulties and limits. This article examines the arguments and concludes that nonlinear dynamics and entropy concepts may provide a productive way forward.
Can there be a physics of financial markets? Methodological reflections on econophysics
NASA Astrophysics Data System (ADS)
Huber, Tobias A.; Sornette, Didier
2016-12-01
We address the question whether there can be a physical science of financial markets. In particular, we examine the argument that, given the reflexivity of financial markets (i.e., the feedback mechanism between expectations and prices), there is a fundamental difference between social and physical systems, which demands a new scientific method. By providing a selective history of the mutual cross-fertilization between physics and economics, we reflect on the methodological differences of how models and theories get constructed in these fields. We argue that the novel conception of financial markets as complex adaptive systems is one of the most important contributions of econophysics and show that this field of research provides the methods, concepts, and tools to scientifically account for reflexivity. We conclude by arguing that a new science of economic and financial systems should not only be physics-based, but needs to integrate findings from other scientific fields, so that a truly multi-disciplinary complex systems science of financial markets can be built.
Colloquium: Statistical mechanics of money, wealth, and income
NASA Astrophysics Data System (ADS)
Yakovenko, Victor M.; Rosser, J. Barkley, Jr.
2009-10-01
This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that the probability distribution of money is exponential for certain classes of models with interacting economic agents. Alternative scenarios are also reviewed. Data analysis of the empirical distributions of wealth and income reveals a two-class distribution. The majority of the population belongs to the lower class, characterized by the exponential (“thermal”) distribution, whereas a small fraction of the population in the upper class is characterized by the power-law (“superthermal”) distribution. The lower part is very stable, stationary in time, whereas the upper part is highly dynamical and out of equilibrium.
International finance, Lévy distributions, and the econophysics of exchange rates
NASA Astrophysics Data System (ADS)
Da Silva, Sergio; Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; Rathie, Pushpa
2005-06-01
This paper surveys the developments in the field of international finance, in particular the research of economists on foreign exchange rates. That might be of interest to physicists working on the econophysics of exchange rates. We show how the econophysics agenda might follow naturally from the economists' research. We also present our own work on the econophysics of exchange rates.
What physicists should learn about finance (if they want to)
NASA Astrophysics Data System (ADS)
Schmidt, Anatoly
2006-03-01
There has been growing interest among physicists to Econophysics, i.e. analysis and modeling of financial and economic processes using the concepts of theoretical Physics. There has been also perception that the financial industry is a viable alternative for those physicists who are not able or are not willing to pursue career in their major field. However in our times, the Wall Street expects from applicants for quantitative positions not only the knowledge of the stochastic calculus and the methods of time series analysis but also of such concepts as option pricing, portfolio management, and risk measurement. Here I describe a synthetic course based on my book ``Quantitative Finance for Physicists'' (Elsevier, 2004) that outlines both worlds: Econophysics and Mathematical Finance. This course may be offered as elective for senior undergraduate or graduate Physics majors.
NASA Astrophysics Data System (ADS)
Feigenbaum, James
2003-10-01
In this introduction to the burgeoning field of econophysics, we review the application of self-organized criticality to economics, the Cont-Bouchaud percolation model, multiple-strategy agent-based models of financial markets, the minority game, and log-periodic precursors to financial crashes.
Agent-Based Models in Social Physics
NASA Astrophysics Data System (ADS)
Quang, Le Anh; Jung, Nam; Cho, Eun Sung; Choi, Jae Han; Lee, Jae Woo
2018-06-01
We review the agent-based models (ABM) on social physics including econophysics. The ABM consists of agent, system space, and external environment. The agent is autonomous and decides his/her behavior by interacting with the neighbors or the external environment with the rules of behavior. Agents are irrational because they have only limited information when they make decisions. They adapt using learning from past memories. Agents have various attributes and are heterogeneous. ABM is a non-equilibrium complex system that exhibits various emergence phenomena. The social complexity ABM describes human behavioral characteristics. In ABMs of econophysics, we introduce the Sugarscape model and the artificial market models. We review minority games and majority games in ABMs of game theory. Social flow ABM introduces crowding, evacuation, traffic congestion, and pedestrian dynamics. We also review ABM for opinion dynamics and voter model. We discuss features and advantages and disadvantages of Netlogo, Repast, Swarm, and Mason, which are representative platforms for implementing ABM.
Econophysics and individual choice
NASA Astrophysics Data System (ADS)
Bordley, Robert F.
2005-08-01
The subjectivist theory of probability specifies certain axioms of rationality which together lead to both a theory of probability and a theory of preference. The theory of probability is used throughout the sciences while the theory of preferences is used in economics. Results in quantum physics challenge the adequacy of the subjectivist theory of probability. As we show, answering this challenge requires modifying an Archimedean axiom in the subjectivist theory. But changing this axiom modifies the subjectivist theory of preference and therefore has implications for economics. As this paper notes, these implications are consistent with current empirical findings in psychology and economics. As we show, these results also have implications for pricing in securities markets. This suggests further directions for research in econophysics.
Econo-Physics Models & Metaphors
NASA Astrophysics Data System (ADS)
Jackson, Peter M.
"There is really nothing more pathetic than to have an economist or a retired engineer try to force analogies between the concepts of physics and the concepts of engineers. How many dreary papers have I had to referee in which the author is looking for something that corresponds to entropy or to one or another form of energy?" (Samuelson, 1972, p.254).
PREFACE: Mathematical Aspects of Generalized Entropies and their Applications
NASA Astrophysics Data System (ADS)
Suyari, Hiroki; Ohara, Atsumi; Wada, Tatsuaki
2010-01-01
In the recent increasing interests in power-law behaviors beyond the usual exponential ones, there have been some concrete attempts in statistical physics to generalize the standard Boltzmann-Gibbs statistics. Among such generalizations, nonextensive statistical mechanics has been well studied for about the last two decades with many modifications and refinements. The generalization has provided not only a theoretical framework but also many applications such as chaos, multi-fractal, complex systems, nonequilibrium statistical mechanics, biophysics, econophysics, information theory and so on. At the same time as the developments in the generalization of statistical mechanics, the corresponding mathematical structures have also been required and uncovered. In particular, some deep connections to mathematical sciences such as q-analysis, information geometry, information theory and quantum probability theory have been revealed recently. These results obviously indicate an existence of the generalized mathematical structure including the mathematical framework for the exponential family as a special case, but the whole structure is still unclear. In order to make an opportunity to discuss the mathematical structure induced from generalized entropies by scientists in many fields, the international workshop 'Mathematical Aspects of Generalized Entropies and their Applications' was held on 7-9 July 2009 at Kyoto TERRSA, Kyoto, Japan. This volume is the proceedings of the workshop which consisted of 6 invited speakers, 14 oral presenters, 7 poster presenters and 63 other participants. The topics of the workshop cover the nonextensive statistical mechanics, chaos, cosmology, information geometry, divergence theory, econophysics, materials engineering, molecular dynamics and entropy theory, information theory and so on. The workshop was organized as the first attempt to discuss these mathematical aspects with leading experts in each area. We would like to express special thanks to all the invited speakers, the contributors and the participants at the workshop. We are also grateful to RIMS (Research Institute for Mathematical Science) in Kyoto University and the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Scientific Research (B), 18300003, 2009 for their support. Organizing Committee Editors of the Proceedings Hiroki Suyari (Chiba University, Japan) Atsumi Ohara (Osaka University, Japan) Tatsuaki Wada (Ibaraki University, Japan) Conference photograph
NASA Astrophysics Data System (ADS)
Grassberger, P.
2004-10-01
This book contains 18 contributions from different authors. Its subtitle `Econophysics, Bioinformatics, and Pattern Recognition' says more precisely what it is about: not so much about central problems of conventional statistical physics like equilibrium phase transitions and critical phenomena, but about its interdisciplinary applications. After a long period of specialization, physicists have, over the last few decades, found more and more satisfaction in breaking out of the limitations set by the traditional classification of sciences. Indeed, this classification had never been strict, and physicists in particular had always ventured into other fields. Helmholtz, in the middle of the 19th century, had considered himself a physicist when working on physiology, stressing that the physics of animate nature is as much a legitimate field of activity as the physics of inanimate nature. Later, Max Delbrück and Francis Crick did for experimental biology what Schrödinger did for its theoretical foundation. And many of the experimental techniques used in chemistry, biology, and medicine were developed by a steady stream of talented physicists who left their proper discipline to venture out into the wider world of science. The development we have witnessed over the last thirty years or so is different. It started with neural networks where methods could be applied which had been developed for spin glasses, but todays list includes vehicular traffic (driven lattice gases), geology (self-organized criticality), economy (fractal stochastic processes and large scale simulations), engineering (dynamical chaos), and many others. By staying in the physics departments, these activities have transformed the physics curriculum and the view physicists have of themselves. In many departments there are now courses on econophysics or on biological physics, and some universities offer degrees in the physics of traffic or in econophysics. In order to document this change of attitude, many former Institutes for Statistical Physics are now renamed as Institutes for Complex Systems Science, manifesting thereby the claim that studying the complexity of the world surrounding us is a legitimate branch of physics: after the science of the infinitely large and the science of the infinitely small, it is now the science of the infinitely complex. The present book tries to give an overview of these developments. No volume of 360 pages can of course give a complete and balanced account. Therefore it is necessary to pick out representative problems, and to illustrate with them how concepts and methods from statistical physics can be made useful in circumstances which their creators never had in mind. This is essentially the goal that the book tries to attain, as also stated on its back cover: `This book provides a unique insight into the latest breakthroughs in a consistent manner, at a level accessible to undergraduates, yet with enough attention to the theory and computation to satisfy the professional researcher.' Measured against these high goals, the book has failed. The articles are of very uneven quality. The only paper written manifestly for undergraduates is the one on first passage problems by Ding and Rangarajan. Others, like the articles on protein folding by Hansmann, on clustering by Steinbach et al, and on thermal convection by Rogers et al should still be very useful for students, but, for example, the excellent article by Y-K Yu on sequence alignment is written mainly for specialists. While the above articles (and several other ones) are indeed well written and of sufficiently broad interest to be included in such a volume, I cannot say this of all the papers. Some seem more the outcome of a PhD thesis (Thomakos on predicting the direction of a time series, Jirsa on variability of timing), rather than a review of a more substantial piece of work. Others (for example Aspnes et al on the variability of stock markets) are extremely technical, and some (Stanley et al on economy) are just sloppy and superficial. The article on competition in biological systems by Louzoun et al is somewhat annoying because the authors seem extremely surprised that reaction--diffusion systems in low dimension are dominated by fluctuations and do not obey mean field behaviour, neglecting completely a vast literature accumulated during the last 20 years. The one by Stramaglia et al is equally annoying since it was obviously motivated by the more interesting work by Domany et al (from which it departs mainly by replacing the very natural and well understood Potts model by a much less understood synchronization process), without giving much of a credit. Finally, some of the authors missed the opportunity to point out direct and beautiful relationships with other problems in statistical physics. A striking example is the article by Yu which does not mention any relation with surface roughening or directed polymers, although he and his collaborators discovered it. It is this chance to apply results obtained in one context to a completely different one which underlies the unity of physics and which contributes much to its fascination. After having made all these negative remarks, I should say that the book is nevertheless a rich source of inspiration and gives fascinating outlooks in a field which is sure to remain active over the coming decades. The fact that it is not perfect just reflects the chaotic and fast-moving state of an emerging field, and thus might indeed give the right impression of ongoing construction works which might induce newcomers to join it. Whether it is suitable as a source for beginners to learn systematically about the subject is doubtful.
NASA Astrophysics Data System (ADS)
Tanabe, T.
The CRD database, which has been accumulating financial data on SMEsover the ten years since its founding, and has gathered approximately 12 million records for around 2 million SMEs, approximately 3 million records for somewhere around 900,000 sole proprietors, also collected default data on these companies and sole proprietors. The CRD database's weakness is anonymity. Going forward, therefore, it appears the CRD Association is faced with questions concerning how it will enhance the attractiveness of its database whether new knowledge should be gained by using econophysics or other research approaches. We have already seen several examples of knowledge gained through econophysical analyses using the CRD database, and I would like to express my hope that we will eventually see greater application of the SME credit information database and econophysical analysis for the development of Japans SME policies which are scientific economic policies for avoiding moral hazard, and will expect elucidating risk scenarios for the global financial, natural disaster, and other shocks expected to happen with greater frequency. Therefore, the role played by econophysics will become increasingly important, and we have high expectations for the role to be played by the field of econophysics.
Applications of a Constrained Mechanics Methodology in Economics
ERIC Educational Resources Information Center
Janova, Jitka
2011-01-01
This paper presents instructive interdisciplinary applications of constrained mechanics calculus in economics on a level appropriate for undergraduate physics education. The aim of the paper is (i) to meet the demand for illustrative examples suitable for presenting the background of the highly expanding research field of econophysics even at the…
Complex Physical, Biophysical and Econophysical Systems
NASA Astrophysics Data System (ADS)
Dewar, Robert L.; Detering, Frank
1. Introduction to complex and econophysics systems: a navigation map / T. Aste and T. Di Matteo -- 2. An introduction to fractional diffusion / B. I. Henry, T.A.M. Langlands and P. Straka -- 3. Space plasmas and fusion plasmas as complex systems / R. O. Dendy -- 4. Bayesian data analysis / M. S. Wheatland -- 5. Inverse problems and complexity in earth system science / I. G. Enting -- 6. Applied fluid chaos: designing advection with periodically reoriented flows for micro to geophysical mixing and transport enhancement / G. Metcalfe -- 7. Approaches to modelling the dynamical activity of brain function based on the electroencephalogram / D. T. J. Liley and F. Frascoli -- 8. Jaynes' maximum entropy principle, Riemannian metrics and generalised least action bound / R. K. Niven and B. Andresen -- 9. Complexity, post-genomic biology and gene expression programs / R. B. H. Williams and O. J.-H. Luo -- 10. Tutorials on agent-based modelling with NetLogo and network analysis with Pajek / M. J. Berryman and S. D. Angus.
Modeling stock return distributions with a quantum harmonic oscillator
NASA Astrophysics Data System (ADS)
Ahn, K.; Choi, M. Y.; Dai, B.; Sohn, S.; Yang, B.
2017-11-01
We propose a quantum harmonic oscillator as a model for the market force which draws a stock return from short-run fluctuations to the long-run equilibrium. The stochastic equation governing our model is transformed into a Schrödinger equation, the solution of which features “quantized” eigenfunctions. Consequently, stock returns follow a mixed χ distribution, which describes Gaussian and non-Gaussian features. Analyzing the Financial Times Stock Exchange (FTSE) All Share Index, we demonstrate that our model outperforms traditional stochastic process models, e.g., the geometric Brownian motion and the Heston model, with smaller fitting errors and better goodness-of-fit statistics. In addition, making use of analogy, we provide an economic rationale of the physics concepts such as the eigenstate, eigenenergy, and angular frequency, which sheds light on the relationship between finance and econophysics literature.
An overview to networks and its applications
NASA Astrophysics Data System (ADS)
Huerta-Quintanilla, Rodrigo; Sanabria M., Christian H.
2010-07-01
We present an introduction to the basics on networks and their application to econo-physics. In particular we study a model in which agents interact through a network chosen in a very specific way and the exchange they make of a given asset. We study different types of exchange interactions and also the effect of the network on the dynamics.
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2009-09-01
Preface; 1. Econophysics: why and what; 2. Neo-classical economic theory; 3. Probability and stochastic processes; 4. Introduction to financial economics; 5. Introduction to portfolio selection theory; 6. Scaling, pair correlations, and conditional densities; 7. Statistical ensembles: deducing dynamics from time series; 8. Martingale option pricing; 9. FX market globalization: evolution of the dollar to worldwide reserve currency; 10. Macroeconomics and econometrics: regression models vs. empirically based modeling; 11. Complexity; Index.
Random Matrix Theory and Econophysics
NASA Astrophysics Data System (ADS)
Rosenow, Bernd
2000-03-01
Random Matrix Theory (RMT) [1] is used in many branches of physics as a ``zero information hypothesis''. It describes generic behavior of different classes of systems, while deviations from its universal predictions allow to identify system specific properties. We use methods of RMT to analyze the cross-correlation matrix C of stock price changes [2] of the largest 1000 US companies. In addition to its scientific interest, the study of correlations between the returns of different stocks is also of practical relevance in quantifying the risk of a given stock portfolio. We find [3,4] that the statistics of most of the eigenvalues of the spectrum of C agree with the predictions of RMT, while there are deviations for some of the largest eigenvalues. We interpret these deviations as a system specific property, e.g. containing genuine information about correlations in the stock market. We demonstrate that C shares universal properties with the Gaussian orthogonal ensemble of random matrices. Furthermore, we analyze the eigenvectors of C through their inverse participation ratio and find eigenvectors with large ratios at both edges of the eigenvalue spectrum - a situation reminiscent of localization theory results. This work was done in collaboration with V. Plerou, P. Gopikrishnan, T. Guhr, L.A.N. Amaral, and H.E Stanley and is related to recent work of Laloux et al.. 1. T. Guhr, A. Müller Groeling, and H.A. Weidenmüller, ``Random Matrix Theories in Quantum Physics: Common Concepts'', Phys. Rep. 299, 190 (1998). 2. See, e.g. R.N. Mantegna and H.E. Stanley, Econophysics: Correlations and Complexity in Finance (Cambridge University Press, Cambridge, England, 1999). 3. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series'', Phys. Rev. Lett. 83, 1471 (1999). 4. V. Plerou, P. Gopikrishnan, T. Guhr, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Random Matrix Theory Analysis of Diffusion in Stock Price Dynamics, preprint
A natural value unit—Econophysics as arbiter between finance and economics
NASA Astrophysics Data System (ADS)
Defilla, Steivan
2007-08-01
Foreign exchange markets show that currency units ( = accounting or nominal price units) are variables. Technical and economic progress evidences that the consumer baskets ( = purchasing power units or real price units) are also variables. In contrast, all physical measurement units are constants and either defined in the SI (=metric) convention or based upon natural constants ( = “natural” or Planck units). Econophysics can identify a constant natural value scale or value unit (natural numeraire) based upon Planck energy. In honor of the economist L. Walras, this “Planck value” could be called Walras (Wal), thereby using the SI naming convention. One Wal can be shown to have a physiological and an economic interpretation in that it is equal to the annual minimal real cost of physiological life of a reference person at minimal activity. The price of one Wal in terms of any currency can be estimated by hedonic regression techniques used in inflation measurement (axiometry). This pilot research uses official disaggregated Swiss Producer and Consumer Price Index (PPI and CPI) data and estimates the hedonic Walras price (HWP), quoted in Swiss francs in 2003, and its inverse, the physical purchasing power (PhPP) of the Swiss franc in 2003.
Rigorous Proof of the Boltzmann-Gibbs Distribution of Money on Connected Graphs
NASA Astrophysics Data System (ADS)
Lanchier, Nicolas
2017-04-01
Models in econophysics, i.e., the emerging field of statistical physics that applies the main concepts of traditional physics to economics, typically consist of large systems of economic agents who are characterized by the amount of money they have. In the simplest model, at each time step, one agent gives one dollar to another agent, with both agents being chosen independently and uniformly at random from the system. Numerical simulations of this model suggest that, at least when the number of agents and the average amount of money per agent are large, the distribution of money converges to an exponential distribution reminiscent of the Boltzmann-Gibbs distribution of energy in physics. The main objective of this paper is to give a rigorous proof of this result and show that the convergence to the exponential distribution holds more generally when the economic agents are located on the vertices of a connected graph and interact locally with their neighbors rather than globally with all the other agents. We also study a closely related model where, at each time step, agents buy with a probability proportional to the amount of money they have, and prove that in this case the limiting distribution of money is Poissonian.
OpenCL Implementation of NeuroIsing
NASA Astrophysics Data System (ADS)
Zapart, C. A.
Recent advances in graphics card hardware combined with anintroduction of the OpenCL standard promise to accelerate numerical simulations across diverse scientific disciplines. One such field benefiting from new hardware/software paradigms is econophysics. The paper describes an OpenCL implementation of a selected econophysics model: NeuroIsing, which has been designed to execute in parallel on a vendor-independent graphics card. Originally introduced in the paper [C.~A.~Zapart, ``Econophysics in Financial Time Series Prediction'', PhD thesis, Graduate University for Advanced Studies, Japan (2009)], at first it was implemented on a CELL processor running inside a SONY PS3 games console. The NeuroIsing framework can be applied to predicting and trading foreign exchange as well as stock market index futures.
NASA Astrophysics Data System (ADS)
Dupoyet, B.; Fiebig, H. R.; Musgrove, D. P.
2010-01-01
We report on initial studies of a quantum field theory defined on a lattice with multi-ladder geometry and the dilation group as a local gauge symmetry. The model is relevant in the cross-disciplinary area of econophysics. A corresponding proposal by Ilinski aimed at gauge modeling in non-equilibrium pricing is implemented in a numerical simulation. We arrive at a probability distribution of relative gains which matches the high frequency historical data of the NASDAQ stock exchange index.
Econophysics: A challenge to econometricians
NASA Astrophysics Data System (ADS)
Zapart, Christopher A.
2015-02-01
The study contrasts mainstream economics-operating on time scales of hours and days-with behavioural finance, econophysics and high-frequency trading, more applicable to short-term time scales of the order of minutes and seconds. We show how the central theoretical assumption underpinning prevailing economic theories is violated on small time scales. We also demonstrate how an alternative behavioural econophysics can model reactions of market participants to short-term movements in foreign exchange markets and, in a direct contradiction of the orthodox economics, design a rudimentary IsingFX automated trading system. By replacing costly human forex dealers with banks of Field-Programmable Gate Array (FPGA) devices that implement in hardware high-frequency behavioural trading models of the type described here, brokerages and forex liquidity providers can expect to gain significant reductions in operating costs.
Lapse of time effects on tax evasion in an agent-based econophysics model
NASA Astrophysics Data System (ADS)
Seibold, Götz; Pickhardt, Michael
2013-05-01
We investigate an inhomogeneous Ising model in the context of tax evasion dynamics where different types of agents are parameterized via local temperatures and magnetic fields. In particular, we analyze the impact of lapse of time effects (i.e. backauditing) and endogenously determined penalty rates on tax compliance. Both features contribute to a microfoundation of agent-based econophysics models of tax evasion.
A macro-physics model of depreciation rate in economic exchange
NASA Astrophysics Data System (ADS)
Marmont Lobo, Rui F.; de Sousa, Miguel Rocha
2014-02-01
This article aims at a new approach for a known fundamental result: barter or trade increases economic value. It successfully bridges the gap between the theory of value and the exchange process attached to the transition from endowments to the equilibrium in the core and contract curve. First, we summarise the theory of value; in Section 2, we present the Edgeworth (1881) box and an axiomatic approach and in Section 3, we apply our pure exchange model. Finally (in Section 4), using our open econo-physics pure barter (EPB) model, we derive an improvement in value, which means that pure barter leads to a decline in depreciation rate.
NASA Astrophysics Data System (ADS)
Richmond, P.; Ausloos, M.; Dacorogna, M.
2002-05-01
The area of research described as “econophysics" is renewing a kinship between physicists and economists and financial practitioners, that has been lost since the 19th century when scientists such as Pascal and Halley made groundbreaking advances in the area. Now, new meetings are revealing new research opportunities outside the established pathways traditionally explored within economics and finance. In December 2001, around 100 researchers from across the world attended the EPS meeting “Applications of Physics to Financial Analysis” (APFA3). This was held in the Museum of London Conference Centre which was chosen for its proximity to the City of London and its trading centres. The meeting was especially useful in bringing together roughly equal numbers of physicists, mathematicians and financial practitioners. Taking part in the conference we had the impression that, whilst the relation between physics and applied finance may still be at an early stage, it is evolving very quickly. As in nature, a sign of evolution is the emergence of different and specialised branches, each w ith their own specific character. Papers covered a range of topics, including: market modelling, risk management, agent-based modelling, hedging in incomplete markets, benchmarking, performance measurement, foreign exchange markets, time series analysis and prediction, efficient market hypothesis, equilibrium and non-equilibrium markets, economic a nd financial networks, the valuation of derivatives, growth and bankruptcy. The meeting was sponsored by the European Physical Society and the UK Institute of Physics. The invited speakers were J.Ph. Bouchaud, J.F. Muzy, K. Sneppen, G. Iori and S. Solomon. Articles outlining some of the more interesting advances in this fie ld have been selected by the Guest Editors, from amongst the submitted articles, and after having been refereed, they are presented here in this edition of EPJ B. APFA3 closed on a positive note. There was a feeling that links between academia and industry are healthy and that these new interactions between Physics and Finance are producing valuable scientific and economic results.
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
NASA Astrophysics Data System (ADS)
Gazola, L.; Fernandes, C.; Pizzinga, A.; Riera, R.
2008-02-01
This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to forecast financial crashes. In order to accomplish reliable statistical inference for unknown parameters, we incorporate an autoregressive dynamic and a conditional heteroskedasticity structure in the error term of the original model, yielding the log-periodic-AR(1)-GARCH(1,1) model. Both the original and the extended models are fitted to financial indices of U. S. market, namely S&P500 and NASDAQ. Our analysis reveal two main points: (i) the log-periodic-AR(1)-GARCH(1,1) model has residuals with better statistical properties and (ii) the estimation of the parameter concerning the time of the financial crash has been improved.
Emperical Laws in Economics Uncovered Using Methods in Statistical Mechanics
NASA Astrophysics Data System (ADS)
Stanley, H. Eugene
2001-06-01
In recent years, statistical physicists and computational physicists have determined that physical systems which consist of a large number of interacting particles obey universal "scaling laws" that serve to demonstrate an intrinsic self-similarity operating in such systems. Further, the parameters appearing in these scaling laws appear to be largely independent of the microscopic details. Since economic systems also consist of a large number of interacting units, it is plausible that scaling theory can be usefully applied to economics. To test this possibility using realistic data sets, a number of scientists have begun analyzing economic data using methods of statistical physics [1]. We have found evidence for scaling (and data collapse), as well as universality, in various quantities, and these recent results will be reviewed in this talk--starting with the most recent study [2]. We also propose models that may lead to some insight into these phenomena. These results will be discussed, as well as the overall rationale for why one might expect scaling principles to hold for complex economic systems. This work on which this talk is based is supported by BP, and was carried out in collaboration with L. A. N. Amaral S. V. Buldyrev, D. Canning, P. Cizeau, X. Gabaix, P. Gopikrishnan, S. Havlin, Y. Lee, Y. Liu, R. N. Mantegna, K. Matia, M. Meyer, C.-K. Peng, V. Plerou, M. A. Salinger, and M. H. R. Stanley. [1.] See, e.g., R. N. Mantegna and H. E. Stanley, Introduction to Econophysics: Correlations & Complexity in Finance (Cambridge University Press, Cambridge, 1999). [2.] P. Gopikrishnan, B. Rosenow, V. Plerou, and H. E. Stanley, "Identifying Business Sectors from Stock Price Fluctuations," e-print cond-mat/0011145; V. Plerou, P. Gopikrishnan, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, "Diffusion and Economic Fluctuations," Phys. Rev. E (Rapid Communications) 62, 3023-3026 (2000); P. Gopikrishnan, V. Plerou, X. Gabaix, and H. E. Stanley, "Statistical Properties of Share Volume Traded in Financial Markets," Phys. Rev. E (Rapid Communications) 62, 4493-4496 (2000).
NASA Astrophysics Data System (ADS)
Xin, Chen; Huang, Ji-Ping
2017-12-01
Agent-based modeling and controlled human experiments serve as two fundamental research methods in the field of econophysics. Agent-based modeling has been in development for over 20 years, but how to design virtual agents with high levels of human-like "intelligence" remains a challenge. On the other hand, experimental econophysics is an emerging field; however, there is a lack of experience and paradigms related to the field. Here, we review some of the most recent research results obtained through the use of these two methods concerning financial problems such as chaos, leverage, and business cycles. We also review the principles behind assessments of agents' intelligence levels, and some relevant designs for human experiments. The main theme of this review is to show that by combining theory, agent-based modeling, and controlled human experiments, one can garner more reliable and credible results on account of a better verification of theory; accordingly, this way, a wider range of economic and financial problems and phenomena can be studied.
Disorder generated by interacting neural networks: application to econophysics and cryptography
NASA Astrophysics Data System (ADS)
Kinzel, Wolfgang; Kanter, Ido
2003-10-01
When neural networks are trained on their own output signals they generate disordered time series. In particular, when two neural networks are trained on their mutual output they can synchronize; they relax to a time-dependent state with identical synaptic weights. Two applications of this phenomenon are discussed for (a) econophysics and (b) cryptography. (a) When agents competing in a closed market (minority game) are using neural networks to make their decisions, the total system relaxes to a state of good performance. (b) Two partners communicating over a public channel can find a common secret key.
Econophysics: Master curve for price-impact function
NASA Astrophysics Data System (ADS)
Lillo, Fabrizio; Farmer, J. Doyne; Mantegna, Rosario N.
2003-01-01
The price reaction to a single transaction depends on transaction volume, the identity of the stock, and possibly many other factors. Here we show that, by taking into account the differences in liquidity for stocks of different size classes of market capitalization, we can rescale both the average price shift and the transaction volume to obtain a uniform price-impact curve for all size classes of firm for four different years (1995-98). This single-curve collapse of the price-impact function suggests that fluctuations from the supply-and-demand equilibrium for many financial assets, differing in economic sectors of activity and market capitalization, are governed by the same statistical rule.
Natural Scale for Employee's Payment Based on the Entropy Law
NASA Astrophysics Data System (ADS)
Cosma, Ioan; Cosma, Adrian
2009-05-01
An econophysical modeling fated to establish an equitable scale of employees' salary in accordance with the importance and effectiveness of labor is considered. Our model, based on the concept and law of entropy, can designate all the parameters connected to the level of personal incomes and taxations, and also to the distribution of employees versus amount of salary in any remuneration system. Consistent with the laws of classical and statistical thermodynamics, this scale reveals that the personal incomes increased progressively in a natural logarithmic way, different compared with other scales arbitrary established by the governments of each country or by employing companies.
NASA Astrophysics Data System (ADS)
Metzler, R.
2005-02-01
New branches of scientific disciplines often have a few paradigmatic models that serve as a testing ground for theories and a starting point for new inquiries. In the late 1990s, one of these models found fertile ground in the growing field of econophysics: the Minority Game (MG), a model for speculative markets that combined conceptual simplicity with interesting emergent behaviour and challenging mathematics. The two basic ingredients were the minority mechanism (a large number of players have to choose one of two alternatives in each round, and the minority wins) and limited rationality (each player has a small set of decision rules, and chooses the more successful ones). Combining these, one observes a phase transition between a crowded and an inefficient market phase, fat-tailed price distributions at the transition, and many other nontrivial effects. Now, seven years after the first paper, three of the key players—Damien Challet, Matteo Marsili and Yi-Cheng Zhang—have published a monograph that summarizes the current state of the science. The book consists of two parts: a 100-page overview of the various aspects of the MG, and reprints of many essential papers. The first chapters of Part I give a well-written description of the motivation and the history behind the MG, and then go into the phenomenology and the mathematical treatment of the model. The authors emphasize the `physics' underlying the behaviour and give coherent, intuitive explanations that are difficult to extract from the original papers. The mathematics is outlined, but calculations are not carried out in great detail (maybe they could have been included in an appendix). Chapter 4 then discusses how and why the MG is a model for speculative markets, how it can be modified to give a closer fit to observed market statistics (in particular, reproducing the `stylized facts' of fat-tailed distributions and volatility clustering), and what conclusions one can draw from the behaviour of the MG when different kinds of agents are added. It is this chapter that really justifies the MG as a toy model, and the authors succeed in stating, but not overstating, the case for the MG. The final chapter is devoted to extensions and alternative interpretations of the MG that take the `minority wins' mechanism as a starting point, but consider different approaches to inductive learning. Topics include evolutionary learning schemes, neural networks, and experiments with human players. The diversity of contributions demonstrates that the minority mechanism has a wider applicability and may inspire many more papers. Part II, as mentioned, contains reprints of 27 articles on the MG and econophysics in general that are organized along the same lines as the chapters in Part I. The selection is good; the authors resisted the temptation to place too much emphasis on their own prolific output and represent a well-rounded picture of the literature. The book thus serves several purposes, and it serves them well: it is a well-organized, concise and comprehensive introduction to the MG and the questions econophysics is concerned with, and thus of interest to researchers and graduate students who want to get involved in the field; it is a thorough summary and literature review of the MG and therefore mandatory for those who are already active on the topic; and it serves as a case study for how a toy model can be interpreted and modified to yield insight into complex phenomena, and what answers one can and cannot expect from such models. Whether the MG will serve as a foundation for econophysics in years to come (and investment firms will indeed use the MG score of applicants as a hiring criterion, as the authors jokingly speculate) or as a stepping stone to other models, only time can tell. But in the meantime, there is much to learn from it, and this book is a good place to start.
Quantifying fluctuations in economic systems by adapting methods of statistical physics
NASA Astrophysics Data System (ADS)
Stanley, H. E.; Gopikrishnan, P.; Plerou, V.; Amaral, L. A. N.
2000-12-01
The emerging subfield of econophysics explores the degree to which certain concepts and methods from statistical physics can be appropriately modified and adapted to provide new insights into questions that have been the focus of interest in the economics community. Here we give a brief overview of two examples of research topics that are receiving recent attention. A first topic is the characterization of the dynamics of stock price fluctuations. For example, we investigate the relation between trading activity - measured by the number of transactions NΔ t - and the price change GΔ t for a given stock, over a time interval [t, t+ Δt] . We relate the time-dependent standard deviation of price fluctuations - volatility - to two microscopic quantities: the number of transactions NΔ t in Δ t and the variance WΔ t2 of the price changes for all transactions in Δ t. Our work indicates that while the pronounced tails in the distribution of price fluctuations arise from WΔ t, the long-range correlations found in ∣ GΔ t∣ are largely due to NΔ t. We also investigate the relation between price fluctuations and the number of shares QΔ t traded in Δ t. We find that the distribution of QΔ t is consistent with a stable Lévy distribution, suggesting a Lévy scaling relationship between QΔ t and NΔ t, which would provide one explanation for volume-volatility co-movement. A second topic concerns cross-correlations between the price fluctuations of different stocks. We adapt a conceptual framework, random matrix theory (RMT), first used in physics to interpret statistical properties of nuclear energy spectra. RMT makes predictions for the statistical properties of matrices that are universal, that is, do not depend on the interactions between the elements comprising the system. In physics systems, deviations from the predictions of RMT provide clues regarding the mechanisms controlling the dynamics of a given system, so this framework can be of potential value if applied to economic systems. We discuss a systematic comparison between the statistics of the cross-correlation matrix C - whose elements Cij are the correlation-coefficients between the returns of stock i and j - and that of a random matrix having the same symmetry properties. Our work suggests that RMT can be used to distinguish random and non-random parts of C; the non-random part of C, which deviates from RMT results provides information regarding genuine cross-correlations between stocks.
Race, gender and the econophysics of income distribution in the USA
NASA Astrophysics Data System (ADS)
Shaikh, Anwar; Papanikolaou, Nikolaos; Wiener, Noe
2014-12-01
The econophysics “two-class” theory of Yakovenko and his co-authors shows that the distribution of labor incomes is roughly exponential. This paper extends this result to US subgroups categorized by gender and race. It is well known that Males have higher average incomes than Females, and Whites have higher average incomes than African-Americans. It is also evident that social policies can affect these income gaps. Our surprising finding is that nonetheless intra-group distributions of pre-tax labor incomes are remarkably similar and remain close to exponential. This suggests that income inequality can be usefully addressed by taxation policies, and overall income inequality can be modified by also shifting the balance between labor and property incomes.
Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Much Less Rare Events
NASA Astrophysics Data System (ADS)
Stanley, H. Eugene
2008-03-01
Recent analysis of truly huge quantities of empirical data suggests that classic economic theories not only fail for a few outliers, but that there occur similar outliers of every possible size. In fact, if one analyzes only a small data set (say 10^4 data points), then outliers appear to occur as ``rare events.'' However, when we analyze orders of magnitude more data (10^8 data points!), we find orders of magnitude more outliers---so ignoring them is not a responsible option, and studying their properties becomes a realistic goal. We find that the statistical properties of these ``outliers'' are identical to the statistical properties of everyday fluctuations. For example, a histogram giving the number of fluctuations of a given magnitude x for fluctuations ranging in magnitude from everyday fluctuations to extremely rare fluctuations that occur with a probability of only 10-8 is a perfect straight line in a double-log plot. Quantitative analogies between financial fluctuations and earthquakes will be discussed. Two unifying principles that underlie much of the finance analysis we will present are scale invariance and universality [R. N. Mantegna and H. E. Stanley, Introduction to Econophysics: Correlations & Complexity in Finance/ (Cambridge U. Press, 2000)]. Scale invariance is a property not about algebraic equations but rather about functional equations, which have as their solutions not numbers but rather functional forms. The key idea of universality is that the identical set of laws hold across diverse markets, and over diverse time periods. This work was carried out in collaboration with a number of students and colleagues, chief among whom are X. Gabaix (MIT and Princeton) and V. Plerou (Boston University).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chassin, David P.; Posse, Christian; Malard, Joel M.
2004-08-01
Physical analogs have shown considerable promise for understanding the behavior of complex adaptive systems, including macroeconomics, biological systems, social networks, and electric power markets. Many of today’s most challenging technical and policy questions can be reduced to a distributed economic control problem. Indeed, economically-based control of large-scale systems is founded on the conjecture that the price-based regulation (e.g., auctions, markets) results in an optimal allocation of resources and emergent optimal system control. This paper explores the state of the art in the use physical analogs for understanding the behavior of some econophysical systems and to deriving stable and robust controlmore » strategies for them. In particular we review and discussion applications of some analytic methods based on the thermodynamic metaphor according to which the interplay between system entropy and conservation laws gives rise to intuitive and governing global properties of complex systems that cannot be otherwise understood.« less
Tsallis’ non-extensive free energy as a subjective value of an uncertain reward
NASA Astrophysics Data System (ADS)
Takahashi, Taiki
2009-03-01
Recent studies in neuroeconomics and econophysics revealed the importance of reward expectation in decision under uncertainty. Behavioral neuroeconomic studies have proposed that the unpredictability and the probability of an uncertain reward are distinctly encoded as entropy and a distorted probability weight, respectively, in the separate neural systems. However, previous behavioral economic and decision-theoretic models could not quantify reward-seeking and uncertainty aversion in a theoretically consistent manner. In this paper, we have: (i) proposed that generalized Helmholtz free energy in Tsallis’ non-extensive thermostatistics can be utilized to quantify a perceived value of an uncertain reward, and (ii) empirically examined the explanatory powers of the models. Future study directions in neuroeconomics and econophysics by utilizing the Tsallis’ free energy model are discussed.
Optimal growth entails risky localization in population dynamics
NASA Astrophysics Data System (ADS)
Gueudré, Thomas; Martin, David G.
2018-03-01
Essential to each other, growth and exploration are jointly observed in alive and inanimate entities, such as animals, cells or goods. But how the environment's structural and temporal properties weights in this balance remains elusive. We analyze a model of stochastic growth with time correlations and diffusive dynamics that sheds light on the way populations grow and spread over general networks. This model suggests natural explanations of empirical facts in econo-physics or ecology, such as the risk-return trade-off and the Zipf law. We conclude that optimal growth leads to a localized population distribution, but such risky position can be mitigated through the space geometry. These results have broad applicability and are subsequently illustrated over an empirical study of financial data.
Financial time series: A physics perspective
NASA Astrophysics Data System (ADS)
Gopikrishnan, Parameswaran; Plerou, Vasiliki; Amaral, Luis A. N.; Rosenow, Bernd; Stanley, H. Eugene
2000-06-01
Physicists in the last few years have started applying concepts and methods of statistical physics to understand economic phenomena. The word ``econophysics'' is sometimes used to refer to this work. One reason for this interest is the fact that Economic systems such as financial markets are examples of complex interacting systems for which a huge amount of data exist and it is possible that economic problems viewed from a different perspective might yield new results. This article reviews the results of a few recent phenomenological studies focused on understanding the distinctive statistical properties of financial time series. We discuss three recent results-(i) The probability distribution of stock price fluctuations: Stock price fluctuations occur in all magnitudes, in analogy to earthquakes-from tiny fluctuations to very drastic events, such as market crashes, eg., the crash of October 19th 1987, sometimes referred to as ``Black Monday''. The distribution of price fluctuations decays with a power-law tail well outside the Lévy stable regime and describes fluctuations that differ by as much as 8 orders of magnitude. In addition, this distribution preserves its functional form for fluctuations on time scales that differ by 3 orders of magnitude, from 1 min up to approximately 10 days. (ii) Correlations in financial time series: While price fluctuations themselves have rapidly decaying correlations, the magnitude of fluctuations measured by either the absolute value or the square of the price fluctuations has correlations that decay as a power-law and persist for several months. (iii) Correlations among different companies: The third result bears on the application of random matrix theory to understand the correlations among price fluctuations of any two different stocks. From a study of the eigenvalue statistics of the cross-correlation matrix constructed from price fluctuations of the leading 1000 stocks, we find that the largest 5-10% of the eigenvalues and the corresponding eigenvectors show systematic deviations from the predictions for a random matrix, whereas the rest of the eigenvalues conform to random matrix behavior-suggesting that these 5-10% of the eigenvalues contain system-specific information about correlated behavior. .
Psychophysics of the probability weighting function
NASA Astrophysics Data System (ADS)
Takahashi, Taiki
2011-03-01
A probability weighting function w(p) for an objective probability p in decision under risk plays a pivotal role in Kahneman-Tversky prospect theory. Although recent studies in econophysics and neuroeconomics widely utilized probability weighting functions, psychophysical foundations of the probability weighting functions have been unknown. Notably, a behavioral economist Prelec (1998) [4] axiomatically derived the probability weighting function w(p)=exp(-() (0<α<1 and w(0)=1,w(
Response to “Worrying Trends in Econophysics”
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2006-11-01
This article is a response to the recent “Worrying Trends in Econophysics” critique written by four respected theoretical economists [M. Gallegatti, S. Keen, T. Lux, P. Ormerod, Worrying trends in econophysics, Physica A (2006), submitted for publication [1
Modeling Power Systems as Complex Adaptive Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chassin, David P.; Malard, Joel M.; Posse, Christian
2004-12-30
Physical analogs have shown considerable promise for understanding the behavior of complex adaptive systems, including macroeconomics, biological systems, social networks, and electric power markets. Many of today's most challenging technical and policy questions can be reduced to a distributed economic control problem. Indeed, economically based control of large-scale systems is founded on the conjecture that the price-based regulation (e.g., auctions, markets) results in an optimal allocation of resources and emergent optimal system control. This report explores the state-of-the-art physical analogs for understanding the behavior of some econophysical systems and deriving stable and robust control strategies for using them. We reviewmore » and discuss applications of some analytic methods based on a thermodynamic metaphor, according to which the interplay between system entropy and conservation laws gives rise to intuitive and governing global properties of complex systems that cannot be otherwise understood. We apply these methods to the question of how power markets can be expected to behave under a variety of conditions.« less
Econophysics and bio-chemical engineering thermodynamics: The exergetic analysis of a municipality
NASA Astrophysics Data System (ADS)
Lucia, Umberto
2016-11-01
Exergy is a fundamental quantity because it allows us to obtain information on the useful work obtainable in a process. The analyses of irreversibility are important not only in the design and development of the industrial devices, but also in fundamental thermodynamics and in the socio-economic analysis of municipality. Consequently, the link between entropy and exergy is discussed in order to link econophysics to the bio-chemical engineering thermodynamics. Last, this link holds to the fundamental role of fluxes and to the exergy exchanged in the interaction between the system and its environment. The result consists in a thermodynamic approach to the analysis of the unavailability of the economic, productive or social systems. The unavailability is what the system cannot use in relation to its internal processes. This quantity result is interesting also as a support to public manager for economic decisions. Here, the Alessandria Municipality is analyzed in order to highlight the application of the theoretical results.
Quantum Brownian motion model for the stock market
NASA Astrophysics Data System (ADS)
Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong
2016-06-01
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.
Limit order book and its modeling in terms of Gibbs Grand-Canonical Ensemble
NASA Astrophysics Data System (ADS)
Bicci, Alberto
2016-12-01
In the domain of so called Econophysics some attempts have been already made for applying the theory of thermodynamics and statistical mechanics to economics and financial markets. In this paper a similar approach is made from a different perspective, trying to model the limit order book and price formation process of a given stock by the Grand-Canonical Gibbs Ensemble for the bid and ask orders. The application of the Bose-Einstein statistics to this ensemble allows then to derive the distribution of the sell and buy orders as a function of price. As a consequence we can define in a meaningful way expressions for the temperatures of the ensembles of bid orders and of ask orders, which are a function of minimum bid, maximum ask and closure prices of the stock as well as of the exchanged volume of shares. It is demonstrated that the difference between the ask and bid orders temperatures can be related to the VAO (Volume Accumulation Oscillator), an indicator empirically defined in Technical Analysis of stock markets. Furthermore the derived distributions for aggregate bid and ask orders can be subject to well defined validations against real data, giving a falsifiable character to the model.
NASA Astrophysics Data System (ADS)
Sousa, Tânia; Domingos, Tiago
2006-11-01
We develop a unified conceptual and mathematical structure for equilibrium econophysics, i.e., the use of concepts and tools of equilibrium thermodynamics in neoclassical microeconomics and vice versa. Within this conceptual structure the results obtained in microeconomic theory are: (1) the definition of irreversibility in economic behavior; (2) the clarification that the Engel curve and the offer curve are not descriptions of real processes dictated by the maximization of utility at constant endowment; (3) the derivation of a relation between elasticities proving that economic elasticities are not all independent; (4) the proof that Giffen goods do not exist in a stable equilibrium; (5) the derivation that ‘economic integrability’ is equivalent to the generalized Le Chatelier principle and (6) the definition of a first order phase transition, i.e., a transition between separate points in the utility function. In thermodynamics the results obtained are: (1) a relation between the non-dimensional isothermal and adiabatic compressibilities and the increase or decrease in the thermodynamic potentials; (2) the distinction between mathematical integrability and optimization behavior and (3) the generalization of the Clapeyron equation.
Psychophysics of time perception and intertemporal choice models
NASA Astrophysics Data System (ADS)
Takahashi, Taiki; Oono, Hidemi; Radford, Mark H. B.
2008-03-01
Intertemporal choice and psychophysics of time perception have been attracting attention in econophysics and neuroeconomics. Several models have been proposed for intertemporal choice: exponential discounting, general hyperbolic discounting (exponential discounting with logarithmic time perception of the Weber-Fechner law, a q-exponential discount model based on Tsallis's statistics), simple hyperbolic discounting, and Stevens' power law-exponential discounting (exponential discounting with Stevens' power time perception). In order to examine the fitness of the models for behavioral data, we estimated the parameters and AICc (Akaike Information Criterion with small sample correction) of the intertemporal choice models by assessing the points of subjective equality (indifference points) at seven delays. Our results have shown that the orders of the goodness-of-fit for both group and individual data were [Weber-Fechner discounting (general hyperbola) > Stevens' power law discounting > Simple hyperbolic discounting > Exponential discounting], indicating that human time perception in intertemporal choice may follow the Weber-Fechner law. Indications of the results for neuropsychopharmacological treatments of addiction and biophysical processing underlying temporal discounting and time perception are discussed.
Applications of a constrained mechanics methodology in economics
NASA Astrophysics Data System (ADS)
Janová, Jitka
2011-11-01
This paper presents instructive interdisciplinary applications of constrained mechanics calculus in economics on a level appropriate for undergraduate physics education. The aim of the paper is (i) to meet the demand for illustrative examples suitable for presenting the background of the highly expanding research field of econophysics even at the undergraduate level and (ii) to enable the students to gain a deeper understanding of the principles and methods routinely used in mechanics by looking at the well-known methodology from the different perspective of economics. Two constrained dynamic economic problems are presented using the economic terminology in an intuitive way. First, the Phillips model of the business cycle is presented as a system of forced oscillations and the general problem of two interacting economies is solved by the nonholonomic dynamics approach. Second, the Cass-Koopmans-Ramsey model of economical growth is solved as a variational problem with a velocity-dependent constraint using the vakonomic approach. The specifics of the solution interpretation in economics compared to mechanics is discussed in detail, a discussion of the nonholonomic and vakonomic approaches to constrained problems in mechanics and economics is provided and an economic interpretation of the Lagrange multipliers (possibly surprising for the students of physics) is carefully explained. This paper can be used by the undergraduate students of physics interested in interdisciplinary physics applications to gain an understanding of the current scientific approach to economics based on a physical background, or by university teachers as an attractive supplement to classical mechanics lessons.
NASA Astrophysics Data System (ADS)
Berg, Matthew; Hartley, Brian; Richters, Oliver
2015-01-01
By synthesizing stock-flow consistent models, input-output models, and aspects of ecological macroeconomics, a method is developed to simultaneously model monetary flows through the financial system, flows of produced goods and services through the real economy, and flows of physical materials through the natural environment. This paper highlights the linkages between the physical environment and the economic system by emphasizing the role of the energy industry. A conceptual model is developed in general form with an arbitrary number of sectors, while emphasizing connections with the agent-based, econophysics, and complexity economics literature. First, we use the model to challenge claims that 0% interest rates are a necessary condition for a stationary economy and conduct a stability analysis within the parameter space of interest rates and consumption parameters of an economy in stock-flow equilibrium. Second, we analyze the role of energy price shocks in contributing to recessions, incorporating several propagation and amplification mechanisms. Third, implied heat emissions from energy conversion and the effect of anthropogenic heat flux on climate change are considered in light of a minimal single-layer atmosphere climate model, although the model is only implicitly, not explicitly, linked to the economic model.
NASA Astrophysics Data System (ADS)
Preis, T.
2011-03-01
The two articles in this issue of the European Physical Journal Special Topics cover topics in Econophysics and GPU computing in the last years. In the first article [1], the formation of market prices for financial assets is described which can be understood as superposition of individual actions of market participants, in which they provide cumulative supply and demand. This concept of macroscopic properties emerging from microscopic interactions among the various subcomponents of the overall system is also well-known in statistical physics. The distribution of price changes in financial markets is clearly non-Gaussian leading to distinct features of the price process, such as scaling behavior, non-trivial correlation functions and clustered volatility. This article focuses on the analysis of financial time series and their correlations. A method is used for quantifying pattern based correlations of a time series. With this methodology, evidence is found that typical behavioral patterns of financial market participants manifest over short time scales, i.e., that reactions to given price patterns are not entirely random, but that similar price patterns also cause similar reactions. Based on the investigation of the complex correlations in financial time series, the question arises, which properties change when switching from a positive trend to a negative trend. An empirical quantification by rescaling provides the result that new price extrema coincide with a significant increase in transaction volume and a significant decrease in the length of corresponding time intervals between transactions. These findings are independent of the time scale over 9 orders of magnitude, and they exhibit characteristics which one can also find in other complex systems in nature (and in physical systems in particular). These properties are independent of the markets analyzed. Trends that exist only for a few seconds show the same characteristics as trends on time scales of several months. Thus, it is possible to study financial bubbles and their collapses in more detail, because trend switching processes occur with higher frequency on small time scales. In addition, a Monte Carlo based simulation of financial markets is analyzed and extended in order to reproduce empirical features and to gain insight into their causes. These causes include both financial market microstructure and the risk aversion of market participants.
Random matrix approach to group correlations in development country financial market
NASA Astrophysics Data System (ADS)
Qohar, Ulin Nuha Abdul; Lim, Kyuseong; Kim, Soo Yong; Liong, The Houw; Purqon, Acep
2015-12-01
Financial market is a borderless economic activity, everyone in this world has the right to participate in stock transactions. The movement of stocks is interesting to be discussed in various sciences, ranging from economists to mathe-maticians try to explain and predict the stock movement. Econophysics, as a discipline that studies the economic behavior using one of the methods in particle physics to explain stock movement. Stocks tend to be unpredictable probabilistic regarded as a probabilistic particle. Random Matrix Theory is one method used to analyze probabilistic particle is used to analyze the characteristics of the movement in the stock collection of developing country stock market shares of the correlation matrix. To obtain the characteristics of the developing country stock market and use characteristics of stock markets of developed countries as a parameter for comparison. The result shows market wide effect is not happened in Philipine market and weak in Indonesia market. Contrary, developed country (US) has strong market wide effect.
Application of quantum master equation for long-term prognosis of asset-prices
NASA Astrophysics Data System (ADS)
Khrennikova, Polina
2016-05-01
This study combines the disciplines of behavioral finance and an extension of econophysics, namely the concepts and mathematical structure of quantum physics. We apply the formalism of quantum theory to model the dynamics of some correlated financial assets, where the proposed model can be potentially applied for developing a long-term prognosis of asset price formation. At the informational level, the asset price states interact with each other by the means of a ;financial bath;. The latter is composed of agents' expectations about the future developments of asset prices on the finance market, as well as financially important information from mass-media, society, and politicians. One of the essential behavioral factors leading to the quantum-like dynamics of asset prices is the irrationality of agents' expectations operating on the finance market. These expectations lead to a deeper type of uncertainty concerning the future price dynamics of the assets, than given by a classical probability theory, e.g., in the framework of the classical financial mathematics, which is based on the theory of stochastic processes. The quantum dimension of the uncertainty in price dynamics is expressed in the form of the price-states superposition and entanglement between the prices of the different financial assets. In our model, the resolution of this deep quantum uncertainty is mathematically captured with the aid of the quantum master equation (its quantum Markov approximation). We illustrate our model of preparation of a future asset price prognosis by a numerical simulation, involving two correlated assets. Their returns interact more intensively, than understood by a classical statistical correlation. The model predictions can be extended to more complex models to obtain price configuration for multiple assets and portfolios.
NASA Astrophysics Data System (ADS)
Krause, Sebastian M.; Börries, Stefan; Bornholdt, Stefan
2015-07-01
The average economic agent is often used to model the dynamics of simple markets, based on the assumption that the dynamics of a system of many agents can be averaged over in time and space. A popular idea that is based on this seemingly intuitive notion is to dampen electric power fluctuations from fluctuating sources (as, e.g., wind or solar) via a market mechanism, namely by variable power prices that adapt demand to supply. The standard model of an average economic agent predicts that fluctuations are reduced by such an adaptive pricing mechanism. However, the underlying assumption that the actions of all agents average out on the time axis is not always true in a market of many agents. We numerically study an econophysics agent model of an adaptive power market that does not assume averaging a priori. We find that when agents are exposed to source noise via correlated price fluctuations (as adaptive pricing schemes suggest), the market may amplify those fluctuations. In particular, small price changes may translate to large load fluctuations through catastrophic consumer synchronization. As a result, an adaptive power market may cause the opposite effect than intended: Power demand fluctuations are not dampened but amplified instead.
Economics and econophysics in the era of Big Data
NASA Astrophysics Data System (ADS)
Cheong, Siew Ann
2016-12-01
There is an undeniable disconnect between theory-heavy economics and the real world, and some cross polination of ideas with econophysics, which is more balanced between data and models, might help economics along the way to become a truly scientific enterprise. With the coming of the era of Big Data, this transformation of economics into a data-driven science is becoming more urgent. In this article, I use the story of Kepler's discovery of his three laws of planetary motion to enlarge the framework of the scientific approach, from one that focuses on experimental sciences, to one that accommodates observational sciences, and further to one that embraces data mining and machine learning. I distinguish between the ontological values of Kepler's Laws vis-a-vis Newton's Laws, and argue that the latter is more fundamental because it is able to explain the former. I then argue that the fundamental laws of economics lie not in mathematical equations, but in models of adaptive economic agents. With this shift in mind set, it becomes possible to think about how interactions between agents can lead to the emergence of multiple stable states and critical transitions, and complex adaptive policies and regulations that might actually work in the real world. Finally, I discuss how Big Data, exploratory agent-based modeling, and predictive agent-based modeling can come together in a unified framework to make economics a true science.
NASA Astrophysics Data System (ADS)
Mantegna, Rosario N.; Stanley, H. Eugene
2007-08-01
Preface; 1. Introduction; 2. Efficient market hypothesis; 3. Random walk; 4. Lévy stochastic processes and limit theorems; 5. Scales in financial data; 6. Stationarity and time correlation; 7. Time correlation in financial time series; 8. Stochastic models of price dynamics; 9. Scaling and its breakdown; 10. ARCH and GARCH processes; 11. Financial markets and turbulence; 12. Correlation and anti-correlation between stocks; 13. Taxonomy of a stock portfolio; 14. Options in idealized markets; 15. Options in real markets; Appendix A: notation guide; Appendix B: martingales; References; Index.
Do the rich get richer? An empirical analysis of the Bitcoin transaction network.
Kondor, Dániel; Pósfai, Márton; Csabai, István; Vattay, Gábor
2014-01-01
The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random networks of interacting agents, and only some macroscopic properties (e.g. the resulting wealth distribution) are compared to real-world data. In this paper, we analyze Bitcoin, which is a novel digital currency system, where the complete list of transactions is publicly available. Using this dataset, we reconstruct the network of transactions and extract the time and amount of each payment. We analyze the structure of the transaction network by measuring network characteristics over time, such as the degree distribution, degree correlations and clustering. We find that linear preferential attachment drives the growth of the network. We also study the dynamics taking place on the transaction network, i.e. the flow of money. We measure temporal patterns and the wealth accumulation. Investigating the microscopic statistics of money movement, we find that sublinear preferential attachment governs the evolution of the wealth distribution. We report a scaling law between the degree and wealth associated to individual nodes.
Do the Rich Get Richer? An Empirical Analysis of the Bitcoin Transaction Network
Kondor, Dániel; Pósfai, Márton; Csabai, István; Vattay, Gábor
2014-01-01
The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random networks of interacting agents, and only some macroscopic properties (e.g. the resulting wealth distribution) are compared to real-world data. In this paper, we analyze Bitcoin, which is a novel digital currency system, where the complete list of transactions is publicly available. Using this dataset, we reconstruct the network of transactions and extract the time and amount of each payment. We analyze the structure of the transaction network by measuring network characteristics over time, such as the degree distribution, degree correlations and clustering. We find that linear preferential attachment drives the growth of the network. We also study the dynamics taking place on the transaction network, i.e. the flow of money. We measure temporal patterns and the wealth accumulation. Investigating the microscopic statistics of money movement, we find that sublinear preferential attachment governs the evolution of the wealth distribution. We report a scaling law between the degree and wealth associated to individual nodes. PMID:24505257
Exact solutions for network rewiring models
NASA Astrophysics Data System (ADS)
Evans, T. S.
2007-03-01
Evolving networks with a constant number of edges may be modelled using a rewiring process. These models are used to describe many real-world processes including the evolution of cultural artifacts such as family names, the evolution of gene variations, and the popularity of strategies in simple econophysics models such as the minority game. The model is closely related to Urn models used for glasses, quantum gravity and wealth distributions. The full mean field equation for the degree distribution is found and its exact solution and generating solution are given.
A path integral approach to asset-liability management
NASA Astrophysics Data System (ADS)
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc
2006-05-01
Functional integrals constitute a powerful tool in the investigation of financial models. In the recent econophysics literature, this technique was successfully used for the pricing of a number of derivative securities. In the present contribution, we introduce this approach to the field of asset-liability management. We work with a representation of cash flows by means of a two-dimensional delta-function perturbation, in the case of a Brownian model and a geometric Brownian model. We derive closed-form solutions for a finite horizon ALM policy. The results are numerically and graphically illustrated.
Synchronization in human musical rhythms and mutually interacting complex systems
Hennig, Holger
2014-01-01
Though the music produced by an ensemble is influenced by multiple factors, including musical genre, musician skill, and individual interpretation, rhythmic synchronization is at the foundation of musical interaction. Here, we study the statistical nature of the mutual interaction between two humans synchronizing rhythms. We find that the interbeat intervals of both laypeople and professional musicians exhibit scale-free (power law) cross-correlations. Surprisingly, the next beat to be played by one person is dependent on the entire history of the other person’s interbeat intervals on timescales up to several minutes. To understand this finding, we propose a general stochastic model for mutually interacting complex systems, which suggests a physiologically motivated explanation for the occurrence of scale-free cross-correlations. We show that the observed long-term memory phenomenon in rhythmic synchronization can be imitated by fractal coupling of separately recorded or synthesized audio tracks and thus applied in electronic music. Though this study provides an understanding of fundamental characteristics of timing and synchronization at the interbrain level, the mutually interacting complex systems model may also be applied to study the dynamics of other complex systems where scale-free cross-correlations have been observed, including econophysics, physiological time series, and collective behavior of animal flocks. PMID:25114228
The Emergence of Temporal Structures in Dynamical Systems
NASA Astrophysics Data System (ADS)
Mainzer, Klaus
2010-10-01
Dynamical systems in classical, relativistic and quantum physics are ruled by laws with time reversibility. Complex dynamical systems with time-irreversibility are known from thermodynamics, biological evolution, growth of organisms, brain research, aging of people, and historical processes in social sciences. Complex systems are systems that compromise many interacting parts with the ability to generate a new quality of macroscopic collective behavior the manifestations of which are the spontaneous emergence of distinctive temporal, spatial or functional structures. But, emergence is no mystery. In a general meaning, the emergence of macroscopic features results from the nonlinear interactions of the elements in a complex system. Mathematically, the emergence of irreversible structures is modelled by phase transitions in non-equilibrium dynamics of complex systems. These methods have been modified even for chemical, biological, economic and societal applications (e.g., econophysics). Emergence of irreversible structures can also be simulated by computational systems. The question arises how the emergence of irreversible structures is compatible with the reversibility of fundamental physical laws. It is argued that, according to quantum cosmology, cosmic evolution leads from symmetry to complexity of irreversible structures by symmetry breaking and phase transitions. Thus, arrows of time and aging processes are not only subjective experiences or even contradictions to natural laws, but they can be explained by quantum cosmology and the nonlinear dynamics of complex systems. Human experiences and religious concepts of arrows of time are considered in a modern scientific framework. Platonic ideas of eternity are at least understandable with respect to mathematical invariance and symmetry of physical laws. Heraclit’s world of change and dynamics can be mapped onto our daily real-life experiences of arrows of time.
Applications of δ-function perturbation to the pricing of derivative securities
NASA Astrophysics Data System (ADS)
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc
2004-11-01
In the recent econophysics literature, the use of functional integrals is widespread for the calculation of option prices. In this paper, we extend this approach in several directions by means of δ-function perturbations. First, we show that results about infinitely repulsive δ-function are applicable to the pricing of barrier options. We also introduce functional integrals over skew paths that give rise to a new European option formula when combined with δ-function potential. We propose accurate closed-form approximations based on the theory of comonotonic risks in case the functional integrals are not analytically computable.
Investment horizon heterogeneity and wavelet: Overview and further research directions
NASA Astrophysics Data System (ADS)
Chakrabarty, Anindya; De, Anupam; Gunasekaran, Angappa; Dubey, Rameshwar
2015-07-01
Wavelet based multi-scale analysis of financial time series has attracted much attention, lately, from both the academia and practitioners from all around the world. The unceasing metamorphosis of the discipline of finance from its humble beginning as applied economics to the more sophisticated depiction as applied physics and applied psychology has revolutionized the way we perceive the market and its complexities. One such complexity is the presence of heterogeneous horizon agents in the market. In this context, we have performed a generous review of different aspects of horizon heterogeneity that has been successfully elucidated through the synergy between wavelet theory and finance. The evolution of wavelet has been succinctly delineated to bestow necessary information to the readers who are new to this field. The migration of wavelet into finance and its subsequent branching into different sub-divisions have been sketched. The pertinent literature on the impact of horizon heterogeneity on risk, asset pricing and inter-dependencies of the financial time series are explored. The significant contributions are collated and classified in accordance to their purpose and approach so that potential researcher and practitioners, interested in this subject, can be benefited. Future research possibilities in the direction of "agency cost mitigation" and "synergy between econophysics and behavioral finance in stock market forecasting" are also suggested in the paper.
The Tail Exponent for Stock Returns in Bursa Malaysia for 2003-2008
NASA Astrophysics Data System (ADS)
Rusli, N. H.; Gopir, G.; Usang, M. D.
2010-07-01
A developed discipline of econophysics that has been introduced is exhibiting the application of mathematical tools that are usually applied to the physical models for the study of financial models. In this study, an analysis of the time series behavior of several blue chip and penny stock companies in Main Market of Bursa Malaysia has been performed. Generally, the basic quantity being used is the relative price changes or is called the stock price returns, contains daily-sampled data from the beginning of 2003 until the end of 2008, containing 1555 trading days recorded. The aim of this paper is to investigate the tail exponent in tails of the distribution for blue chip stocks and penny stocks financial returns in six years period. By using a standard regression method, it is found that the distribution performed double scaling on the log-log plot of the cumulative probability of the normalized returns. Thus we calculate α for a small scale return as well as large scale return. Based on the result obtained, it is found that the power-law behavior for the probability density functions of the stock price absolute returns P(z)˜z-α with values lying inside and outside the Lévy stable regime with values α>2. All the results were discussed in detail.
Power-law distribution in Japanese racetrack betting
NASA Astrophysics Data System (ADS)
Ichinomiya, Takashi
2006-08-01
Gambling is one of the basic economic activities that humans indulge in. An investigation of gambling activities provides deep insights into the economic actions of people and sheds lights on the study of econophysics. In this paper we present an analysis of the distribution of the final odds of the races organized by the Japan Racing Association. The distribution of the final odds Po(x) indicates a clear power-law Po(x)∝1/x, where x represents the final odds. This power-law can be explained on the basis of the assumption that every bettor bets his money on the horse that appears to be the strongest in a race.
Optimality problem of network topology in stocks market analysis
NASA Astrophysics Data System (ADS)
Djauhari, Maman Abdurachman; Gan, Siew Lee
2015-02-01
Since its introduction fifteen years ago, minimal spanning tree has become an indispensible tool in econophysics. It is to filter the important economic information contained in a complex system of financial markets' commodities. Here we show that, in general, that tool is not optimal in terms of topological properties. Consequently, the economic interpretation of the filtered information might be misleading. To overcome that non-optimality problem, a set of criteria and a selection procedure of an optimal minimal spanning tree will be developed. By using New York Stock Exchange data, the advantages of the proposed method will be illustrated in terms of the power-law of degree distribution.
NASA Astrophysics Data System (ADS)
Ji, Sungchul
A new mathematical formula referred to as the Planckian distribution equation (PDE) has been found to fit long-tailed histograms generated in various fields of studies, ranging from atomic physics to single-molecule enzymology, cell biology, brain neurobiology, glottometrics, econophysics, and to cosmology. PDE can be derived from a Gaussian-like equation (GLE) by non-linearly transforming its variable, x, while keeping the y coordinate constant. Assuming that GLE represents a random distribution (due to its symmetry), it is possible to define a binary logarithm of the ratio between the areas under the curves of PDE and GLE as a measure of the non-randomness (or order) underlying the biophysicochemical processes generating long-tailed histograms that fit PDE. This new function has been named the Planckian information, IP, which (i) may be a new measure of order that can be applied widely to both natural and human sciences and (ii) can serve as the opposite of the Boltzmann-Gibbs entropy, S, which is a measure of disorder. The possible rationales for the universality of PDE may include (i) the universality of the wave-particle duality embedded in PDE, (ii) the selection of subsets of random processes (thereby breaking the symmetry of GLE) as the basic mechanism of generating order, organization, and function, and (iii) the quantity-quality complementarity as the connection between PDE and Peircean semiotics.
Information theory applied to econophysics: stock market behaviors
NASA Astrophysics Data System (ADS)
Vogel, Eugenio E.; Saravia, Gonzalo
2014-08-01
The use of data compressor techniques has allowed to recognize magnetic transitions and their associated critical temperatures [E.E. Vogel, G. Saravia, V. Cortez, Physica A 391, 1591 (2012)]. In the present paper we introduce some new concepts associated to data recognition and extend the use of these techniques to econophysics to explore the variations of stock market indicators showing that information theory can help to recognize different regimes. Modifications and further developments to previously introduced data compressor wlzip are introduced yielding two measurements. Additionally, we introduce an algorithm that allows to tune the number of significant digits over which the data compression is due to act complementing, this with an appropriate method to round off the truncation. The application is done to IPSA, the main indicator of the Chilean Stock Market during the year 2010 due to availability of quality data and also to consider a rare effect: the earthquake of the 27th of February on that year which is as of now the sixth strongest earthquake ever recorded by instruments (8.8 Richter scale) according to United States Geological Survey. Along the year 2010 different regimes are recognized. Calm days show larger compression than agitated days allowing for classification and recognition. Then the focus turns onto selected days showing that it is possible to recognize different regimes with the data of the last hour (60 entries) allowing to determine actions in a safer way. The "day of the week" effect is weakly present but "the hour of the day" effect is clearly present; its causes and implications are discussed. This effect also establishes the influence of Asian, European and American stock markets over the smaller Chilean Stock Market. Then dynamical studies are conducted intended to search a system that can help to realize in real time about sudden variations of the market; it is found that information theory can be really helpful in this respect.
NASA Astrophysics Data System (ADS)
Kantar, E.; Deviren, B.; Keskin, M.
2011-11-01
We present a study, within the scope of econophysics, of the hierarchical structure of 98 among the largest international companies including 18 among the largest Turkish companies, namely Banks, Automobile, Software-hardware, Telecommunication Services, Energy and the Oil-Gas sectors, viewed as a network of interacting companies. We analyze the daily time series data of the Boerse-Frankfurt and Istanbul Stock Exchange. We examine the topological properties among the companies over the period 2006-2010 by using the concept of hierarchical structure methods (the minimal spanning tree (MST) and the hierarchical tree (HT)). The period is divided into three subperiods, namely 2006-2007, 2008 which was the year of global economic crisis, and 2009-2010, in order to test various time-windows and observe temporal evolution. We carry out bootstrap analyses to associate the value of statistical reliability to the links of the MSTs and HTs. We also use average linkage clustering analysis (ALCA) in order to better observe the cluster structure. From these studies, we find that the interactions among the Banks/Energy sectors and the other sectors were reduced after the global economic crisis; hence the effects of the Banks and Energy sectors on the correlations of all companies were decreased. Telecommunication Services were also greatly affected by the crisis. We also observed that the Automobile and Banks sectors, including Turkish companies as well as some companies from the USA, Japan and Germany were strongly correlated with each other in all periods.
Sovereign debt crisis in the European Union: A minimum spanning tree approach
NASA Astrophysics Data System (ADS)
Dias, João
2012-03-01
In the wake of the financial crisis, sovereign debt crisis has emerged and is severely affecting some countries in the European Union, threatening the viability of the euro and even the EU itself. This paper applies recent developments in econophysics, in particular the minimum spanning tree approach and the associate hierarchical tree, to analyze the asynchronization between the four most affected countries and other resilient countries in the euro area. For this purpose, daily government bond yield rates are used, covering the period from April 2007 to October 2010, thus including yield rates before, during and after the financial crises. The results show an increasing separation of the two groups of euro countries with the deepening of the government bond crisis.
Generic features of the wealth distribution in ideal-gas-like markets.
Mohanty, P K
2006-07-01
We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto law. In these classes of models the key ingredient necessary for having a self-organized scale-free steady-state distribution is the trading or collision rule where agents or particles save a definite fraction of their wealth or energy and invest the rest for trading. Using a Gibbs ensemble approach we could obtain the exact distribution of wealth in this model. Moreover we show that in this model (a) good savers are always rich and (b) every agent poor or rich invests the same amount for trading. Nonlinear trading rules could alter the generic scenario observed here.
Data compressor designed to improve recognition of magnetic phases
NASA Astrophysics Data System (ADS)
Vogel, E. E.; Saravia, G.; Cortez, L. V.
2012-02-01
Data compressors available in the web have been used to determine magnetic phases for two-dimensional (2D) systems [E. Vogel, G. Saravia, F. Bachmann, B. Fierro, J. Fischer, Phase transitions in Edwards-Anderson model by means of information theory, Physica A 388 2009 4075-4082]. In the present work, we push this line forward along four different directions. First, the compressor itself: we design a new data compressor, named wlzip, optimized for the recognition of information having physical (or scientific) information instead of the random digital information usually compressed. Second, for the first time we extend the data compression analysis to the 3D Ising ferromagnetic model using wlzip. Third, we discuss the tuning possibilities of wlzip in terms of the number of digits considered in the compression to yield maximum definition; in this way, the transition temperature of both 2D and 3D Ising ferromagnets can be reported with very good resolution. Fourth, the extension of the time window through which the data file is actually compressed is also considered to get optimum accuracy. The paper is focused on the new compressor, its algorithm in general and the way to apply it. Advantages and disadvantages of wlzip are discussed. Toward the end, we mention other possible applications of this technique to recognize stable and unstable regimes in the evolution of variables in meteorology (such as pollution content or atmospheric pressure), biology (blood pressure) and econophysics (prices of the stock market).
A unified framework for the pareto law and Matthew effect using scale-free networks
NASA Astrophysics Data System (ADS)
Hu, M.-B.; Wang, W.-X.; Jiang, R.; Wu, Q.-S.; Wang, B.-H.; Wu, Y.-H.
2006-09-01
We investigate the accumulated wealth distribution by adopting evolutionary games taking place on scale-free networks. The system self-organizes to a critical Pareto distribution (1897) of wealth P(m)˜m-(v+1) with 1.6 < v <2.0 (which is in agreement with that of U.S. or Japan). Particularly, the agent's personal wealth is proportional to its number of contacts (connectivity), and this leads to the phenomenon that the rich gets richer and the poor gets relatively poorer, which is consistent with the Matthew Effect present in society, economy, science and so on. Though our model is simple, it provides a good representation of cooperation and profit accumulation behavior in economy, and it combines the network theory with econophysics.
NASA Astrophysics Data System (ADS)
Herrmann, K.
2009-11-01
Information-theoretic approaches still play a minor role in financial market analysis. Nonetheless, there have been two very similar approaches evolving during the last years, one in the so-called econophysics and the other in econometrics. Both generalize the notion of GARCH processes in an information-theoretic sense and are able to capture kurtosis better than traditional models. In this article we present both approaches in a more general framework. The latter allows the derivation of a wide range of new models. We choose a third model using an entropy measure suggested by Kapur. In an application to financial market data, we find that all considered models - with similar flexibility in terms of skewness and kurtosis - lead to very similar results.
Econophysics: Two-phase behaviour of financial markets
NASA Astrophysics Data System (ADS)
Plerou, Vasiliki; Gopikrishnan, Parameswaran; Stanley, H. Eugene
2003-01-01
Buying and selling in financial markets is driven by demand, which can be quantified by the imbalance in the number of shares transacted by buyers and sellers over a given time interval. Here we analyse the probability distribution of demand, conditioned on its local noise intensity Σ, and discover the surprising existence of a critical threshold, Σc. For Σ < Σc, the most probable value of demand is roughly zero; we interpret this as an equilibrium phase in which neither buying nor selling predominates. For Σ > Σc, two most probable values emerge that are symmetrical around zero demand, corresponding to excess demand and excess supply; we interpret this as an out-of-equilibrium phase in which the market behaviour is mainly buying for half of the time, and mainly selling for the other half.
The behaviour of share returns of football clubs: An econophysics approach
NASA Astrophysics Data System (ADS)
Ferreira, Paulo; Loures, Luís; Nunes, José Rato; Dionísio, Andreia
2017-04-01
Football is a sport that moves thousands of people and millions of euros. Since 1983, several clubs entered the stock markets with shares, and now twenty two clubs are listed in the Stoxx Football Index. In this study, we analyse the behaviour of the return rates of such shares, with Detrended Fluctuation Analysis and Detrended Cross-Correlation Analysis (and its correlation coefficient). With Detrended Fluctuation Analysis, we are able to observe that the shares of several clubs are far from the behaviour of a random walk, which is expected by the theory. Using Detrended Cross-Correlation Analysis, we calculate the cross correlations of clubs' returns with national indexes and then with the Stoxx Football Index. Although almost all of them are positive, they do not seem to be strong.
NASA Astrophysics Data System (ADS)
Meng, Hao; Ren, Fei; Gu, Gao-Feng; Xiong, Xiong; Zhang, Yong-Jie; Zhou, Wei-Xing; Zhang, Wei
2012-05-01
Understanding the statistical properties of recurrence intervals (also termed return intervals in econophysics literature) of extreme events is crucial to risk assessment and management of complex systems. The probability distributions and correlations of recurrence intervals for many systems have been extensively investigated. However, the impacts of microscopic rules of a complex system on the macroscopic properties of its recurrence intervals are less studied. In this letter, we adopt an order-driven stock model to address this issue for stock returns. We find that the distributions of the scaled recurrence intervals of simulated returns have a power-law scaling with stretched exponential cutoff and the intervals possess multifractal nature, which are consistent with empirical results. We further investigate the effects of long memory in the directions (or signs) and relative prices of the order flow on the characteristic quantities of these properties. It is found that the long memory in the order directions (Hurst index Hs) has a negligible effect on the interval distributions and the multifractal nature. In contrast, the power-law exponent of the interval distribution increases linearly with respect to the Hurst index Hx of the relative prices, and the singularity width of the multifractal nature fluctuates around a constant value when Hx<0.7 and then increases with Hx. No evident effects of Hs and Hx are found on the long memory of the recurrence intervals. Our results indicate that the nontrivial properties of the recurrence intervals of returns are mainly caused by traders' behaviors of persistently placing new orders around the best bid and ask prices.
Statistical Physics of Adaptation
2016-08-23
Statistical Physics of Adaptation Nikolay Perunov, Robert A. Marsland, and Jeremy L. England Department of Physics , Physics of Living Systems Group...Subject Areas: Biological Physics , Complex Systems, Statistical Physics I. INTRODUCTION It has long been understood that nonequilibrium driving can...equilibrium may appear to have been specially selected for physical properties connected to their ability to absorb work from the particular driving environment
NASA Astrophysics Data System (ADS)
Schneider, Markus P. A.
This dissertation contributes to two areas in economics: the understanding of the distribution of earned income and to Bayesian analysis of distributional data. Recently, physicists claimed that the distribution of earned income is exponential (see Yakovenko, 2009). The first chapter explores the perspective that the economy is a statistical mechanical system and the implication for labor market outcomes is considered critically. The robustness of the empirical results that lead to the physicists' claims, the significance of the exponential distribution in statistical mechanics, and the case for a conservation law in economics are discussed. The conclusion reached is that physicists' conception of the economy is too narrow even within their chosen framework, but that their overall approach is insightful. The dual labor market theory of segmented labor markets is invoked to understand why the observed distribution may be a mixture of distributional components, corresponding to different generating mechanisms described in Reich et al. (1973). The application of informational entropy in chapter II connects this work to Bayesian analysis and maximum entropy econometrics. The analysis follows E. T. Jaynes's treatment of Wolf's dice data, but is applied to the distribution of earned income based on CPS data. The results are calibrated to account for rounded survey responses using a simple simulation, and answer the graphical analyses by physicists. The results indicate that neither the income distribution of all respondents nor of the subpopulation used by physicists appears to be exponential. The empirics do support the claim that a mixture with exponential and log-normal distributional components ts the data. In the final chapter, a log-linear model is used to fit the exponential to the earned income distribution. Separating the CPS data by gender and marital status reveals that the exponential is only an appropriate model for a limited number of subpopulations, namely the never married and women. The estimated parameter for never-married men's incomes is significantly different from the parameter estimated for never-married women, implying that either the combined distribution is not exponential or that the individual distributions are not exponential. However, it substantiates the existence of a persistent gender income gap among the never-married. References: Reich, M., D. M. Gordon, and R. C. Edwards (1973). A Theory of Labor Market Segmentation. Quarterly Journal of Economics 63, 359-365. Yakovenko, V. M. (2009). Econophysics, Statistical Mechanics Approach to. In R. A. Meyers (Ed.), Encyclopedia of Complexity and System Science. Springer.
Econophysics — complex correlations and trend switchings in financial time series
NASA Astrophysics Data System (ADS)
Preis, T.
2011-03-01
This article focuses on the analysis of financial time series and their correlations. A method is used for quantifying pattern based correlations of a time series. With this methodology, evidence is found that typical behavioral patterns of financial market participants manifest over short time scales, i.e., that reactions to given price patterns are not entirely random, but that similar price patterns also cause similar reactions. Based on the investigation of the complex correlations in financial time series, the question arises, which properties change when switching from a positive trend to a negative trend. An empirical quantification by rescaling provides the result that new price extrema coincide with a significant increase in transaction volume and a significant decrease in the length of corresponding time intervals between transactions. These findings are independent of the time scale over 9 orders of magnitude, and they exhibit characteristics which one can also find in other complex systems in nature (and in physical systems in particular). These properties are independent of the markets analyzed. Trends that exist only for a few seconds show the same characteristics as trends on time scales of several months. Thus, it is possible to study financial bubbles and their collapses in more detail, because trend switching processes occur with higher frequency on small time scales. In addition, a Monte Carlo based simulation of financial markets is analyzed and extended in order to reproduce empirical features and to gain insight into their causes. These causes include both financial market microstructure and the risk aversion of market participants.
Tilson, Julie K; Marshall, Katie; Tam, Jodi J; Fetters, Linda
2016-04-22
A primary barrier to the implementation of evidence based practice (EBP) in physical therapy is therapists' limited ability to understand and interpret statistics. Physical therapists demonstrate limited skills and report low self-efficacy for interpreting results of statistical procedures. While standards for physical therapist education include statistics, little empirical evidence is available to inform what should constitute such curricula. The purpose of this study was to conduct a census of the statistical terms and study designs used in physical therapy literature and to use the results to make recommendations for curricular development in physical therapist education. We conducted a bibliometric analysis of 14 peer-reviewed journals associated with the American Physical Therapy Association over 12 months (Oct 2011-Sept 2012). Trained raters recorded every statistical term appearing in identified systematic reviews, primary research reports, and case series and case reports. Investigator-reported study design was also recorded. Terms representing the same statistical test or concept were combined into a single, representative term. Cumulative percentage was used to identify the most common representative statistical terms. Common representative terms were organized into eight categories to inform curricular design. Of 485 articles reviewed, 391 met the inclusion criteria. These 391 articles used 532 different terms which were combined into 321 representative terms; 13.1 (sd = 8.0) terms per article. Eighty-one representative terms constituted 90% of all representative term occurrences. Of the remaining 240 representative terms, 105 (44%) were used in only one article. The most common study design was prospective cohort (32.5%). Physical therapy literature contains a large number of statistical terms and concepts for readers to navigate. However, in the year sampled, 81 representative terms accounted for 90% of all occurrences. These "common representative terms" can be used to inform curricula to promote physical therapists' skills, competency, and confidence in interpreting statistics in their professional literature. We make specific recommendations for curriculum development informed by our findings.
Testing for multifractality of Islamic stock markets
NASA Astrophysics Data System (ADS)
Saâdaoui, Foued
2018-04-01
Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.
NASA Astrophysics Data System (ADS)
Wei, Yu; Chen, Wang; Lin, Yu
2013-05-01
Recent studies in the econophysics literature reveal that price variability has fractal and multifractal characteristics not only in developed financial markets, but also in emerging markets. Taking high-frequency intraday quotes of the Shanghai Stock Exchange Component (SSEC) Index as example, this paper proposes a new method to measure daily Value-at-Risk (VaR) by combining the newly introduced multifractal volatility (MFV) model and the extreme value theory (EVT) method. Two VaR backtesting techniques are then employed to compare the performance of the model with that of a group of linear and nonlinear generalized autoregressive conditional heteroskedasticity (GARCH) models. The empirical results show the multifractal nature of price volatility in Chinese stock market. VaR measures based on the multifractal volatility model and EVT method outperform many GARCH-type models at high-risk levels.
NASA Astrophysics Data System (ADS)
Xing, Lizhi; Guan, Jun; Dong, Xianlei; Wu, Shan
2018-07-01
A new analytical framework of relatively competitive advantages of economies is established in this paper, which involves distinguishing functions of industrial sectors on the global value chain with bipartite graph theory and extracting inter-sector competitive relations through resource allocation process. Furthermore, it introduces network-based quantitative indices to measure the competitive advantage on the level of industrial sector and country respectively, taking scarcity of industrial resources into consideration. Finally, it carries out scenario simulation to analyze impacts on 13 TPP-related countries' competitiveness under four kinds of scenarios. Results show that a TPP without both the United States and China will undermine the two countries' competitiveness, and China's impact on GVC will be truly weaken if a TPP agreement led by the United States is reached and vice versa. Anyway, A TPP including both these two countries would serve the mutual interests
NASA Astrophysics Data System (ADS)
Wang, Yi Jiao; Feng, Qing Yi; Chai, Li He
As one of the most important financial markets and one of the main parts of economic system, the stock market has become the research focus in economics. The stock market is a typical complex open system far from equilibrium. Many available models that make huge contribution to researches on market are strong in describing the market however, ignoring strong nonlinear interactions among active agents and weak in reveal underlying dynamic mechanisms of structural evolutions of market. From econophysical perspectives, this paper analyzes the complex interactions among agents and defines the generalized entropy in stock markets. Nonlinear evolutionary dynamic equation for the stock markets is then derived from Maximum Generalized Entropy Principle. Simulations are accordingly conducted for a typical case with the given data, by which the structural evolution of the stock market system is demonstrated. Some discussions and implications are finally provided.
The predictive content of CBOE crude oil volatility index
NASA Astrophysics Data System (ADS)
Chen, Hongtao; Liu, Li; Li, Xiaolei
2018-02-01
Volatility forecasting is an important issue in the area of econophysics. The information content of implied volatility for financial return volatility has been well documented in the literature but very few studies focus on oil volatility. In this paper, we show that the CBOE crude oil volatility index (OVX) has predictive ability for spot volatility of WTI and Brent oil returns, from both in-sample and out-of-sample perspectives. Including OVX-based implied volatility in GARCH-type volatility models can improve forecasting accuracy most of time. The predictability from OVX to spot volatility is also found for longer forecasting horizons of 5 days and 20 days. The simple GARCH(1,1) and fractionally integrated GARCH with OVX performs significantly better than the other OVX models and all 6 univariate GARCH-type models without OVX. Robustness test results suggest that OVX provides different information from as short-term interest rate.
Memory is relevant in the symmetric phase of the minority game
NASA Astrophysics Data System (ADS)
Ho, K. H.; Man, W. C.; Chow, F. K.; Chau, H. F.
2005-06-01
Minority game is a simple-mined econophysical model capturing the cooperative behavior among selfish players. Previous investigations, which were based on numerical simulations up to about 100 players for a certain parameter α in the range 0.1≲α≲1 , suggested that memory is irrelevant to the cooperative behavior of the minority game in the so-called symmetric phase. Here using a large scale numerical simulation up to about 3000 players in the parameter range 0.01≲α≲1 , we show that the mean variance of the attendance in the minority game actually depends on the memory in the symmetric phase. We explain such dependence in the framework of crowd-anticrowd theory. Our findings conclude that one should not overlook the feedback mechanism buried under the correlation in the history time series in the study of minority game.
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets
NASA Astrophysics Data System (ADS)
Su, Zhi; Fang, Tong; Yin, Libo
2018-02-01
Forecasting financial market volatility is an important issue in the area of econophysics, and revealing the determinants of the market volatility has drawn much attentions of the academics. In order to better predict market volatilities, we use news-based implied volatility (NVIX) to measure uncertainty, and examine the predictive power of NVIX on the stock market volatility in both long and short-term among Asia-Pacific markets via GARCH-MIDAS model. We find that NVIX does not well explain long-term volatility variants in the full sample period, and it is positively associated with market volatility through a subsample analysis starting from the Financial Crisis. We also find that NVIX is more efficient in determining short-term volatility than the long-term volatility, indicating that the impact of NVIX is short-lived and information that investors concern could be quickly reflected in the stock market volatilities.
Hierarchical socioeconomic fractality: The rich, the poor, and the middle-class
NASA Astrophysics Data System (ADS)
Eliazar, Iddo; Cohen, Morrel H.
2014-05-01
Since the seminal work of the Italian economist Vilfredo Pareto, the study of wealth and income has been a topic of active scientific exploration engaging researches ranging from economics and political science to econophysics and complex systems. This paper investigates the intrinsic fractality of wealth and income. To that end we introduce and characterize three forms of socioeconomic scale-invariance-poor fractality, rich fractality, and middle-class fractality-and construct hierarchical fractal approximations of general wealth and income distributions, based on the stitching of these three forms of fractality. Intertwining the theoretical results with real-world empirical data we then establish that the three forms of socioeconomic fractality-amalgamated into a composite hierarchical structure-underlie the distributions of wealth and income in human societies. We further establish that the hierarchical socioeconomic fractality of wealth and income is also displayed by empirical rank distributions observed across the sciences.
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA
NASA Astrophysics Data System (ADS)
Rizvi, Syed Aun R.; Dewandaru, Ginanjar; Bacha, Obiyathulla I.; Masih, Mansur
An efficient market has been theoretically proven to be a key component for effective and efficient resource allocation in an economy. This paper incorporates econophysics with Efficient Market Hypothesis to undertake a comparative analysis of Islamic and developed countries’ markets by extending the understanding of their multifractal nature. By applying the Multifractal Detrended Fluctuation Analysis (MFDFA) we calculated the generalized Hurst exponents, multifractal scaling exponents and generalized multifractal dimensions for 22 broad market indices. The findings provide a deeper understanding of the markets in Islamic countries, where they have traces of highly efficient performance particularly in crisis periods. A key finding is the empirical evidence of the impact of the ‘stage of market development’ on the efficiency of the market. If Islamic countries aim to improve the efficiency of resource allocation, an important area to address is to focus, among others, on enhancing the stage of market development.
Are pound and euro the same currency?
NASA Astrophysics Data System (ADS)
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; da Silva, Sergio
2007-08-01
Based on long-range dependence, some analysts claim that the exchange rate time series of the pound sterling and of an artificially extended euro have been locked together for years despite daily changes [M. Ausloos, K. Ivanova, Physica A 286 (2000) 353; K. Ivanova, M. Ausloos, False EUR exchange rates vs DKK, CHF, JPY and USD. What is a strong currency? in: H. Takayasu (Ed.), Empirical Sciences in Financial Fluctuations: The Advent of Econophysics, Springer-Verlag, Berlin, 2002, pp. 62 76]. They conclude that pound and euro are in practice the same currency. We assess the long-range dependence over time through Hurst exponents of pound dollar and extended euro dollar exchange rates employing three alternative techniques, namely rescaled range analysis, detrended fluctuation analysis, and detrended moving average. We find the result above (which is based on detrended fluctuation analysis) not to be robust to the changing techniques and parameterizing.
2015-07-15
Long-term effects on cancer survivors’ quality of life of physical training versus physical training combined with cognitive-behavioral therapy ...COMPARISON OF NEURAL NETWORK AND LINEAR REGRESSION MODELS IN STATISTICALLY PREDICTING MENTAL AND PHYSICAL HEALTH STATUS OF BREAST...34Comparison of Neural Network and Linear Regression Models in Statistically Predicting Mental and Physical Health Status of Breast Cancer Survivors
What can we learn from noise? — Mesoscopic nonequilibrium statistical physics —
KOBAYASHI, Kensuke
2016-01-01
Mesoscopic systems — small electric circuits working in quantum regime — offer us a unique experimental stage to explorer quantum transport in a tunable and precise way. The purpose of this Review is to show how they can contribute to statistical physics. We introduce the significance of fluctuation, or equivalently noise, as noise measurement enables us to address the fundamental aspects of a physical system. The significance of the fluctuation theorem (FT) in statistical physics is noted. We explain what information can be deduced from the current noise measurement in mesoscopic systems. As an important application of the noise measurement to statistical physics, we describe our experimental work on the current and current noise in an electron interferometer, which is the first experimental test of FT in quantum regime. Our attempt will shed new light in the research field of mesoscopic quantum statistical physics. PMID:27477456
What can we learn from noise? - Mesoscopic nonequilibrium statistical physics.
Kobayashi, Kensuke
2016-01-01
Mesoscopic systems - small electric circuits working in quantum regime - offer us a unique experimental stage to explorer quantum transport in a tunable and precise way. The purpose of this Review is to show how they can contribute to statistical physics. We introduce the significance of fluctuation, or equivalently noise, as noise measurement enables us to address the fundamental aspects of a physical system. The significance of the fluctuation theorem (FT) in statistical physics is noted. We explain what information can be deduced from the current noise measurement in mesoscopic systems. As an important application of the noise measurement to statistical physics, we describe our experimental work on the current and current noise in an electron interferometer, which is the first experimental test of FT in quantum regime. Our attempt will shed new light in the research field of mesoscopic quantum statistical physics.
Daikoku, Tatsuya; Takahashi, Yuji; Futagami, Hiroko; Tarumoto, Nagayoshi; Yasuda, Hideki
2017-02-01
In real-world auditory environments, humans are exposed to overlapping auditory information such as those made by human voices and musical instruments even during routine physical activities such as walking and cycling. The present study investigated how concurrent physical exercise affects performance of incidental and intentional learning of overlapping auditory streams, and whether physical fitness modulates the performances of learning. Participants were grouped with 11 participants with lower and higher fitness each, based on their Vo 2 max value. They were presented simultaneous auditory sequences with a distinct statistical regularity each other (i.e. statistical learning), while they were pedaling on the bike and seating on a bike at rest. In experiment 1, they were instructed to attend to one of the two sequences and ignore to the other sequence. In experiment 2, they were instructed to attend to both of the two sequences. After exposure to the sequences, learning effects were evaluated by familiarity test. In the experiment 1, performance of statistical learning of ignored sequences during concurrent pedaling could be higher in the participants with high than low physical fitness, whereas in attended sequence, there was no significant difference in performance of statistical learning between high than low physical fitness. Furthermore, there was no significant effect of physical fitness on learning while resting. In the experiment 2, the both participants with high and low physical fitness could perform intentional statistical learning of two simultaneous sequences in the both exercise and rest sessions. The improvement in physical fitness might facilitate incidental but not intentional statistical learning of simultaneous auditory sequences during concurrent physical exercise.
The Practicality of Statistical Physics Handout Based on KKNI and the Constructivist Approach
NASA Astrophysics Data System (ADS)
Sari, S. Y.; Afrizon, R.
2018-04-01
Statistical physics lecture shows that: 1) the performance of lecturers, social climate, students’ competence and soft skills needed at work are in enough category, 2) students feel difficulties in following the lectures of statistical physics because it is abstract, 3) 40.72% of students needs more understanding in the form of repetition, practice questions and structured tasks, and 4) the depth of statistical physics material needs to be improved gradually and structured. This indicates that learning materials in accordance of The Indonesian National Qualification Framework or Kerangka Kualifikasi Nasional Indonesia (KKNI) with the appropriate learning approach are needed to help lecturers and students in lectures. The author has designed statistical physics handouts which have very valid criteria (90.89%) according to expert judgment. In addition, the practical level of handouts designed also needs to be considered in order to be easy to use, interesting and efficient in lectures. The purpose of this research is to know the practical level of statistical physics handout based on KKNI and a constructivist approach. This research is a part of research and development with 4-D model developed by Thiagarajan. This research activity has reached part of development test at Development stage. Data collection took place by using a questionnaire distributed to lecturers and students. Data analysis using descriptive data analysis techniques in the form of percentage. The analysis of the questionnaire shows that the handout of statistical physics has very practical criteria. The conclusion of this study is statistical physics handouts based on the KKNI and constructivist approach have been practically used in lectures.
NASA Astrophysics Data System (ADS)
Zhang, Weijia; Fuller, Robert G.
1998-05-01
A demographic database for the 139 Nobel prize winners in physics from 1901 to 1990 has been created from a variety of sources. The results of our statistical study are discussed in the light of the implications for physics teaching.
NASA Astrophysics Data System (ADS)
Mercer, Gary J.
This quantitative study examined the relationship between secondary students with math anxiety and physics performance in an inquiry-based constructivist classroom. The Revised Math Anxiety Rating Scale was used to evaluate math anxiety levels. The results were then compared to the performance on a physics standardized final examination. A simple correlation was performed, followed by a multivariate regression analysis to examine effects based on gender and prior math background. The correlation showed statistical significance between math anxiety and physics performance. The regression analysis showed statistical significance for math anxiety, physics performance, and prior math background, but did not show statistical significance for math anxiety, physics performance, and gender.
NASA Astrophysics Data System (ADS)
Suhir, E.
2014-05-01
The well known and widely used experimental reliability "passport" of a mass manufactured electronic or a photonic product — the bathtub curve — reflects the combined contribution of the statistics-related and reliability-physics (physics-of-failure)-related processes. When time progresses, the first process results in a decreasing failure rate, while the second process associated with the material aging and degradation leads to an increased failure rate. An attempt has been made in this analysis to assess the level of the reliability physics-related aging process from the available bathtub curve (diagram). It is assumed that the products of interest underwent the burn-in testing and therefore the obtained bathtub curve does not contain the infant mortality portion. It has been also assumed that the two random processes in question are statistically independent, and that the failure rate of the physical process can be obtained by deducting the theoretically assessed statistical failure rate from the bathtub curve ordinates. In the carried out numerical example, the Raleigh distribution for the statistical failure rate was used, for the sake of a relatively simple illustration. The developed methodology can be used in reliability physics evaluations, when there is a need to better understand the roles of the statistics-related and reliability-physics-related irreversible random processes in reliability evaluations. The future work should include investigations on how powerful and flexible methods and approaches of the statistical mechanics can be effectively employed, in addition to reliability physics techniques, to model the operational reliability of electronic and photonic products.
Student Understanding of Taylor Series Expansions in Statistical Mechanics
ERIC Educational Resources Information Center
Smith, Trevor I.; Thompson, John R.; Mountcastle, Donald B.
2013-01-01
One goal of physics instruction is to have students learn to make physical meaning of specific mathematical expressions, concepts, and procedures in different physical settings. As part of research investigating student learning in statistical physics, we are developing curriculum materials that guide students through a derivation of the Boltzmann…
The contribution of statistical physics to evolutionary biology.
de Vladar, Harold P; Barton, Nicholas H
2011-08-01
Evolutionary biology shares many concepts with statistical physics: both deal with populations, whether of molecules or organisms, and both seek to simplify evolution in very many dimensions. Often, methodologies have undergone parallel and independent development, as with stochastic methods in population genetics. Here, we discuss aspects of population genetics that have embraced methods from physics: non-equilibrium statistical mechanics, travelling waves and Monte-Carlo methods, among others, have been used to study polygenic evolution, rates of adaptation and range expansions. These applications indicate that evolutionary biology can further benefit from interactions with other areas of statistical physics; for example, by following the distribution of paths taken by a population through time. Copyright © 2011 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Vallianatos, Filippos
2015-04-01
Despite the extreme complexity that characterizes earthquake generation process, simple phenomenology seems to apply in the collective properties of seismicity. The best known is the Gutenberg-Richter relation. Short and long-term clustering, power-law scaling and scale-invariance have been exhibited in the spatio-temporal evolution of seismicity providing evidence for earthquakes as a nonlinear dynamic process. Regarding the physics of "many" earthquakes and how this can be derived from first principles, one may wonder, how can the collective properties of a set formed by all earthquakes in a given region, be derived and how does the structure of seismicity depend on its elementary constituents - the earthquakes? What are these properties? The physics of many earthquakes has to be studied with a different approach than the physics of one earthquake making the use of statistical physics necessary to understand the collective properties of earthquakes. Then a natural question arises. What type of statistical physics is appropriate to commonly describe effects from the microscale and crack opening level to the level of large earthquakes? An answer to the previous question could be non-extensive statistical physics, introduced by Tsallis (1988), as the appropriate methodological tool to describe entities with (multi) fractal distributions of their elements and where long-range interactions or intermittency are important, as in fracturing phenomena and earthquakes. In the present work, we review some fundamental properties of earthquake physics and how these are derived by means of non-extensive statistical physics. The aim is to understand aspects of the underlying physics that lead to the evolution of the earthquake phenomenon introducing the new topic of non-extensive statistical seismology. This research has been funded by the European Union (European Social Fund) and Greek national resources under the framework of the "THALES Program: SEISMO FEAR HELLARC" project. References F. Vallianatos, "A non-extensive approach to risk assessment", Nat. Hazards Earth Syst. Sci., 9, 211-216, 2009 F. Vallianatos and P. Sammonds "Is plate tectonics a case of non-extensive thermodynamics?" Physica A: Statistical Mechanics and its Applications, 389 (21), 4989-4993, 2010, F. Vallianatos, G. Michas, G. Papadakis and P. Sammonds " A non extensive statistical physics view to the spatiotemporal properties of the June 1995, Aigion earthquake (M6.2) aftershock sequence (West Corinth rift, Greece)", Acta Geophysica, 60(3), 758-768, 2012 F. Vallianatos and L. Telesca, Statistical mechanics in earth physics and natural hazards (editorial), Acta Geophysica, 60, 3, 499-501, 2012 F. Vallianatos, G. Michas, G. Papadakis and A. Tzanis "Evidence of non-extensivity in the seismicity observed during the 2011-2012 unrest at the Santorini volcanic complex, Greece" Nat. Hazards Earth Syst. Sci.,13,177-185, 2013 F. Vallianatos and P. Sammonds, "Evidence of non-extensive statistical physics of the lithospheric instability approaching the 2004 Sumatran-Andaman and 2011 Honshu mega-earthquakes" Tectonophysics, 590 , 52-58, 2013 G. Papadakis, F. Vallianatos, P. Sammonds, " Evidence of Nonextensive Statistical Physics behavior of the Hellenic Subduction Zone seismicity" Tectonophysics, 608, 1037 -1048, 2013 G. Michas, F. Vallianatos, and P. Sammonds, Non-extensivity and long-range correlations in the earthquake activity at the West Corinth rift (Greece) Nonlin. Processes Geophys., 20, 713-724, 2013
On Ruch's Principle of Decreasing Mixing Distance in classical statistical physics
NASA Astrophysics Data System (ADS)
Busch, Paul; Quadt, Ralf
1990-10-01
Ruch's Principle of Decreasing Mixing Distance is reviewed as a statistical physical principle and its basic suport and geometric interpretation, the Ruch-Schranner-Seligman theorem, is generalized to be applicable to a large representative class of classical statistical systems.
Physics Teachers and Students: A Statistical and Historical Analysis of Women
NASA Astrophysics Data System (ADS)
Gregory, Amanda
2009-10-01
Historically, women have been denied an education comparable to that available to men. Since women have been allowed into institutions of higher learning, they have been studying and earning physics degrees. The aim of this poster is to discuss the statistical relationship between the number of women enrolled in university physics programs and the number of female physics faculty members. Special care has been given to examining the statistical data in the context of the social climate at the time that these women were teaching or pursuing their education.
The Leverage Effect on Wealth Distribution in a Controllable Laboratory Stock Market
Zhu, Chenge; Yang, Guang; An, Kenan; Huang, Jiping
2014-01-01
Wealth distribution has always been an important issue in our economic and social life, since it affects the harmony and stabilization of the society. Under the background of widely used financial tools to raise leverage these years, we studied the leverage effect on wealth distribution of a population in a controllable laboratory market in which we have conducted several human experiments, and drawn the conclusion that higher leverage leads to a higher Gini coefficient in the market. A higher Gini coefficient means the wealth distribution among a population becomes more unequal. This is a result of the ascending risk with growing leverage level in the market plus the diversified trading abilities and risk preference of the participants. This work sheds light on the effects of leverage and its related regulations, especially its impact on wealth distribution. It also shows the capability of the method of controllable laboratory markets which could be helpful in several fields of study such as economics, econophysics and sociology. PMID:24968222
Information theory in econophysics: stock market and retirement funds
NASA Astrophysics Data System (ADS)
Vogel, Eugenio; Saravia, G.; Astete, J.; Díaz, J.; Erribarren, R.; Riadi, F.
2013-03-01
Information theory can help to recognize magnetic phase transitions, what can be seen as a way to recognize different regimes. This is achieved by means of zippers specifically designed to compact data in a meaningful way at is the case for compressor wlzip. In the present contribution we first apply wlzip to the Chilean stock market interpreting the compression rates for the files storing the minute variation of the IPSA indicator. Agitated days yield poor compression rates while calm days yield high compressibility. We then correlate this behavior to the value of the five retirement funds related to the Chilean economy. It is found that the covariance between the profitability of the retirement funds and the compressibility of the IPSA values of previous day is high for those funds investing in risky stocks. Surprisingly, there seems to be no great difference among the three riskier funds contrary to what could be expected from the limitations on the portfolio composition established by the laws that regulate this market.
The leverage effect on wealth distribution in a controllable laboratory stock market.
Zhu, Chenge; Yang, Guang; An, Kenan; Huang, Jiping
2014-01-01
Wealth distribution has always been an important issue in our economic and social life, since it affects the harmony and stabilization of the society. Under the background of widely used financial tools to raise leverage these years, we studied the leverage effect on wealth distribution of a population in a controllable laboratory market in which we have conducted several human experiments, and drawn the conclusion that higher leverage leads to a higher Gini coefficient in the market. A higher Gini coefficient means the wealth distribution among a population becomes more unequal. This is a result of the ascending risk with growing leverage level in the market plus the diversified trading abilities and risk preference of the participants. This work sheds light on the effects of leverage and its related regulations, especially its impact on wealth distribution. It also shows the capability of the method of controllable laboratory markets which could be helpful in several fields of study such as economics, econophysics and sociology.
Long-range Ising model for credit portfolios with heterogeneous credit exposures
NASA Astrophysics Data System (ADS)
Kato, Kensuke
2016-11-01
We propose the finite-size long-range Ising model as a model for heterogeneous credit portfolios held by a financial institution in the view of econophysics. The model expresses the heterogeneity of the default probability and the default correlation by dividing a credit portfolio into multiple sectors characterized by credit rating and industry. The model also expresses the heterogeneity of the credit exposure, which is difficult to evaluate analytically, by applying the replica exchange Monte Carlo method to numerically calculate the loss distribution. To analyze the characteristics of the loss distribution for credit portfolios with heterogeneous credit exposures, we apply this model to various credit portfolios and evaluate credit risk. As a result, we show that the tail of the loss distribution calculated by this model has characteristics that are different from the tail of the loss distribution of the standard models used in credit risk modeling. We also show that there is a possibility of different evaluations of credit risk according to the pattern of heterogeneity.
Guan, Jun; Xu, Xiaoyu; Wu, Shan; Xing, Lizhi
2018-01-01
The input-output table is very comprehensive and detailed in describing the national economic systems with abundant economic relationships, which contain supply and demand information among various industrial sectors. The complex network, a theory, and method for measuring the structure of a complex system can depict the structural characteristics of the internal structure of the researched object by measuring the structural indicators of the social and economic systems, revealing the complex relationships between the inner hierarchies and the external economic functions. In this paper, functions of industrial sectors on the global value chain are to be distinguished with bipartite graph theory, and inter-sector competitive relationships are to be extracted through resource allocation process. Furthermore, quantitative analysis indices will be proposed under the perspective of a complex network, which will be used to bring about simulations on the variation tendencies of economies' status in different situations of commercial intercourses. Finally, a new econophysics analytical framework of international trade is to be established.
Guan, Jun; Xu, Xiaoyu; Wu, Shan
2018-01-01
The input-output table is very comprehensive and detailed in describing the national economic systems with abundant economic relationships, which contain supply and demand information among various industrial sectors. The complex network, a theory, and method for measuring the structure of a complex system can depict the structural characteristics of the internal structure of the researched object by measuring the structural indicators of the social and economic systems, revealing the complex relationships between the inner hierarchies and the external economic functions. In this paper, functions of industrial sectors on the global value chain are to be distinguished with bipartite graph theory, and inter-sector competitive relationships are to be extracted through resource allocation process. Furthermore, quantitative analysis indices will be proposed under the perspective of a complex network, which will be used to bring about simulations on the variation tendencies of economies’ status in different situations of commercial intercourses. Finally, a new econophysics analytical framework of international trade is to be established. PMID:29813083
Physics-based statistical model and simulation method of RF propagation in urban environments
Pao, Hsueh-Yuan; Dvorak, Steven L.
2010-09-14
A physics-based statistical model and simulation/modeling method and system of electromagnetic wave propagation (wireless communication) in urban environments. In particular, the model is a computationally efficient close-formed parametric model of RF propagation in an urban environment which is extracted from a physics-based statistical wireless channel simulation method and system. The simulation divides the complex urban environment into a network of interconnected urban canyon waveguides which can be analyzed individually; calculates spectral coefficients of modal fields in the waveguides excited by the propagation using a database of statistical impedance boundary conditions which incorporates the complexity of building walls in the propagation model; determines statistical parameters of the calculated modal fields; and determines a parametric propagation model based on the statistical parameters of the calculated modal fields from which predictions of communications capability may be made.
An Integrated, Statistical Molecular Approach to the Physical Chemistry Curriculum
ERIC Educational Resources Information Center
Cartier, Stephen F.
2009-01-01
As an alternative to the "thermodynamics first" or "quantum first" approaches to the physical chemistry curriculum, the statistical definition of entropy and the Boltzmann distribution are introduced in the first days of the course and the entire two-semester curriculum is then developed from these concepts. Once the tools of statistical mechanics…
Effects of preprocessing Landsat MSS data on derived features
NASA Technical Reports Server (NTRS)
Parris, T. M.; Cicone, R. C.
1983-01-01
Important to the use of multitemporal Landsat MSS data for earth resources monitoring, such as agricultural inventories, is the ability to minimize the effects of varying atmospheric and satellite viewing conditions, while extracting physically meaningful features from the data. In general, the approaches to the preprocessing problem have been derived from either physical or statistical models. This paper compares three proposed algorithms; XSTAR haze correction, Color Normalization, and Multiple Acquisition Mean Level Adjustment. These techniques represent physical, statistical, and hybrid physical-statistical models, respectively. The comparisons are made in the context of three feature extraction techniques; the Tasseled Cap, the Cate Color Cube. and Normalized Difference.
plasma column and observed the interesting phenomenon of plasma ejection. At FUB, Balescu and Prigogine direct a group of sixty theoreticians doing...outstanding work in statistical physics. Balescu is writing another graduate textbook on non-equilibrium statistical mechanics. He is tackling the
Physics in Perspective Volume II, Part C, Statistical Data.
ERIC Educational Resources Information Center
National Academy of Sciences - National Research Council, Washington, DC. Physics Survey Committee.
Statistical data relating to the sociology and economics of the physics enterprise are presented and explained. The data are divided into three sections: manpower data, data on funding and costs, and data on the literature of physics. Each section includes numerous studies, with notes on the sources and types of data, gathering procedures, and…
NASA Astrophysics Data System (ADS)
Nearing, G. S.
2014-12-01
Statistical models consistently out-perform conceptual models in the short term, however to account for a nonstationary future (or an unobserved past) scientists prefer to base predictions on unchanging and commutable properties of the universe - i.e., physics. The problem with physically-based hydrology models is, of course, that they aren't really based on physics - they are based on statistical approximations of physical interactions, and we almost uniformly lack an understanding of the entropy associated with these approximations. Thermodynamics is successful precisely because entropy statistics are computable for homogeneous (well-mixed) systems, and ergodic arguments explain the success of Newton's laws to describe systems that are fundamentally quantum in nature. Unfortunately, similar arguments do not hold for systems like watersheds that are heterogeneous at a wide range of scales. Ray Solomonoff formalized the situation in 1968 by showing that given infinite evidence, simultaneously minimizing model complexity and entropy in predictions always leads to the best possible model. The open question in hydrology is about what happens when we don't have infinite evidence - for example, when the future will not look like the past, or when one watershed does not behave like another. How do we isolate stationary and commutable components of watershed behavior? I propose that one possible answer to this dilemma lies in a formal combination of physics and statistics. In this talk I outline my recent analogue (Solomonoff's theorem was digital) of Solomonoff's idea that allows us to quantify the complexity/entropy tradeoff in a way that is intuitive to physical scientists. I show how to formally combine "physical" and statistical methods for model development in a way that allows us to derive the theoretically best possible model given any given physics approximation(s) and available observations. Finally, I apply an analogue of Solomonoff's theorem to evaluate the tradeoff between model complexity and prediction power.
Statistical physics of hard combinatorial optimization: Vertex cover problem
NASA Astrophysics Data System (ADS)
Zhao, Jin-Hua; Zhou, Hai-Jun
2014-07-01
Typical-case computation complexity is a research topic at the boundary of computer science, applied mathematics, and statistical physics. In the last twenty years, the replica-symmetry-breaking mean field theory of spin glasses and the associated message-passing algorithms have greatly deepened our understanding of typical-case computation complexity. In this paper, we use the vertex cover problem, a basic nondeterministic-polynomial (NP)-complete combinatorial optimization problem of wide application, as an example to introduce the statistical physical methods and algorithms. We do not go into the technical details but emphasize mainly the intuitive physical meanings of the message-passing equations. A nonfamiliar reader shall be able to understand to a large extent the physics behind the mean field approaches and to adjust the mean field methods in solving other optimization problems.
Statistical issues in searches for new phenomena in High Energy Physics
NASA Astrophysics Data System (ADS)
Lyons, Louis; Wardle, Nicholas
2018-03-01
Many analyses of data in High Energy Physics are concerned with searches for New Physics. We review the statistical issues that arise in such searches, and then illustrate these using the specific example of the recent successful search for the Higgs boson, produced in collisions between high energy protons at CERN’s Large Hadron Collider.
Statistical physics of human beings in games: Controlled experiments
NASA Astrophysics Data System (ADS)
Liang, Yuan; Huang, Ji-Ping
2014-07-01
It is important to know whether the laws or phenomena in statistical physics for natural systems with non-adaptive agents still hold for social human systems with adaptive agents, because this implies whether it is possible to study or understand social human systems by using statistical physics originating from natural systems. For this purpose, we review the role of human adaptability in four kinds of specific human behaviors, namely, normal behavior, herd behavior, contrarian behavior, and hedge behavior. The approach is based on controlled experiments in the framework of market-directed resource-allocation games. The role of the controlled experiments could be at least two-fold: adopting the real human decision-making process so that the system under consideration could reflect the performance of genuine human beings; making it possible to obtain macroscopic physical properties of a human system by tuning a particular factor of the system, thus directly revealing cause and effect. As a result, both computer simulations and theoretical analyses help to show a few counterparts of some laws or phenomena in statistical physics for social human systems: two-phase phenomena or phase transitions, entropy-related phenomena, and a non-equilibrium steady state. This review highlights the role of human adaptability in these counterparts, and makes it possible to study or understand some particular social human systems by means of statistical physics coming from natural systems.
ERIC Educational Resources Information Center
Merner, Laura; Tyler, John
2017-01-01
Using the National Center of Education Statistics' Integrated Postsecondary Education Data System (IPEDS), this report analyzes data on Native American recipients of bachelor's degrees among 16 physical science and engineering fields. Overall, Native Americans are earning physical science and engineering bachelor's degrees at lower rates than the…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, J.; Hoversten, G.M.
2011-09-15
Joint inversion of seismic AVA and CSEM data requires rock-physics relationships to link seismic attributes to electrical properties. Ideally, we can connect them through reservoir parameters (e.g., porosity and water saturation) by developing physical-based models, such as Gassmann’s equations and Archie’s law, using nearby borehole logs. This could be difficult in the exploration stage because information available is typically insufficient for choosing suitable rock-physics models and for subsequently obtaining reliable estimates of the associated parameters. The use of improper rock-physics models and the inaccuracy of the estimates of model parameters may cause misleading inversion results. Conversely, it is easy tomore » derive statistical relationships among seismic and electrical attributes and reservoir parameters from distant borehole logs. In this study, we develop a Bayesian model to jointly invert seismic AVA and CSEM data for reservoir parameter estimation using statistical rock-physics models; the spatial dependence of geophysical and reservoir parameters are carried out by lithotypes through Markov random fields. We apply the developed model to a synthetic case, which simulates a CO{sub 2} monitoring application. We derive statistical rock-physics relations from borehole logs at one location and estimate seismic P- and S-wave velocity ratio, acoustic impedance, density, electrical resistivity, lithotypes, porosity, and water saturation at three different locations by conditioning to seismic AVA and CSEM data. Comparison of the inversion results with their corresponding true values shows that the correlation-based statistical rock-physics models provide significant information for improving the joint inversion results.« less
Forecasting runout of rock and debris avalanches
Iverson, Richard M.; Evans, S.G.; Mugnozza, G.S.; Strom, A.; Hermanns, R.L.
2006-01-01
Physically based mathematical models and statistically based empirical equations each may provide useful means of forecasting runout of rock and debris avalanches. This paper compares the foundations, strengths, and limitations of a physically based model and a statistically based forecasting method, both of which were developed to predict runout across three-dimensional topography. The chief advantage of the physically based model results from its ties to physical conservation laws and well-tested axioms of soil and rock mechanics, such as the Coulomb friction rule and effective-stress principle. The output of this model provides detailed information about the dynamics of avalanche runout, at the expense of high demands for accurate input data, numerical computation, and experimental testing. In comparison, the statistical method requires relatively modest computation and no input data except identification of prospective avalanche source areas and a range of postulated avalanche volumes. Like the physically based model, the statistical method yields maps of predicted runout, but it provides no information on runout dynamics. Although the two methods differ significantly in their structure and objectives, insights gained from one method can aid refinement of the other.
A new universality class in corpus of texts; A statistical physics study
NASA Astrophysics Data System (ADS)
Najafi, Elham; Darooneh, Amir H.
2018-05-01
Text can be regarded as a complex system. There are some methods in statistical physics which can be used to study this system. In this work, by means of statistical physics methods, we reveal new universal behaviors of texts associating with the fractality values of words in a text. The fractality measure indicates the importance of words in a text by considering distribution pattern of words throughout the text. We observed a power law relation between fractality of text and vocabulary size for texts and corpora. We also observed this behavior in studying biological data.
A statistical physics perspective on criticality in financial markets
NASA Astrophysics Data System (ADS)
Bury, Thomas
2013-11-01
Stock markets are complex systems exhibiting collective phenomena and particular features such as synchronization, fluctuations distributed as power-laws, non-random structures and similarity to neural networks. Such specific properties suggest that markets operate at a very special point. Financial markets are believed to be critical by analogy to physical systems, but little statistically founded evidence has been given. Through a data-based methodology and comparison to simulations inspired by the statistical physics of complex systems, we show that the Dow Jones and index sets are not rigorously critical. However, financial systems are closer to criticality in the crash neighborhood.
Statistical physics inspired energy-efficient coded-modulation for optical communications.
Djordjevic, Ivan B; Xu, Lei; Wang, Ting
2012-04-15
Because Shannon's entropy can be obtained by Stirling's approximation of thermodynamics entropy, the statistical physics energy minimization methods are directly applicable to the signal constellation design. We demonstrate that statistical physics inspired energy-efficient (EE) signal constellation designs, in combination with large-girth low-density parity-check (LDPC) codes, significantly outperform conventional LDPC-coded polarization-division multiplexed quadrature amplitude modulation schemes. We also describe an EE signal constellation design algorithm. Finally, we propose the discrete-time implementation of D-dimensional transceiver and corresponding EE polarization-division multiplexed system. © 2012 Optical Society of America
Theory of atomic spectral emission intensity
NASA Astrophysics Data System (ADS)
Yngström, Sten
1994-07-01
The theoretical derivation of a new spectral line intensity formula for atomic radiative emission is presented. The theory is based on first principles of quantum physics, electrodynamics, and statistical physics. Quantum rules lead to revision of the conventional principle of local thermal equilibrium of matter and radiation. Study of electrodynamics suggests absence of spectral emission from fractions of the numbers of atoms and ions in a plasma due to radiative inhibition caused by electromagnetic force fields. Statistical probability methods are extended by the statement: A macroscopic physical system develops in the most probable of all conceivable ways consistent with the constraining conditions for the system. The crucial role of statistical physics in transforming quantum logic into common sense logic is stressed. The theory is strongly supported by experimental evidence.
NASA Astrophysics Data System (ADS)
Hartmann, Alexander K.; Weigt, Martin
2005-10-01
A concise, comprehensive introduction to the topic of statistical physics of combinatorial optimization, bringing together theoretical concepts and algorithms from computer science with analytical methods from physics. The result bridges the gap between statistical physics and combinatorial optimization, investigating problems taken from theoretical computing, such as the vertex-cover problem, with the concepts and methods of theoretical physics. The authors cover rapid developments and analytical methods that are both extremely complex and spread by word-of-mouth, providing all the necessary basics in required detail. Throughout, the algorithms are shown with examples and calculations, while the proofs are given in a way suitable for graduate students, post-docs, and researchers. Ideal for newcomers to this young, multidisciplinary field.
Spreading Effect in Industrial Complex Network Based on Revised Structural Holes Theory
Ye, Qing; Guan, Jun
2016-01-01
This paper analyzed the spreading effect of industrial sectors with complex network model under perspective of econophysics. Input-output analysis, as an important research tool, focuses more on static analysis. However, the fundamental aim of industry analysis is to figure out how interaction between different industries makes impacts on economic development, which turns out to be a dynamic process. Thus, industrial complex network based on input-output tables from WIOD is proposed to be a bridge connecting accurate static quantitative analysis and comparable dynamic one. With application of revised structural holes theory, flow betweenness and random walk centrality were respectively chosen to evaluate industrial sectors’ long-term and short-term spreading effect process in this paper. It shows that industries with higher flow betweenness or random walk centrality would bring about more intensive industrial spreading effect to the industrial chains they stands in, because value stream transmission of industrial sectors depends on how many products or services it can get from the other ones, and they are regarded as brokers with bigger information superiority and more intermediate interests. PMID:27218468
Spreading Effect in Industrial Complex Network Based on Revised Structural Holes Theory.
Xing, Lizhi; Ye, Qing; Guan, Jun
2016-01-01
This paper analyzed the spreading effect of industrial sectors with complex network model under perspective of econophysics. Input-output analysis, as an important research tool, focuses more on static analysis. However, the fundamental aim of industry analysis is to figure out how interaction between different industries makes impacts on economic development, which turns out to be a dynamic process. Thus, industrial complex network based on input-output tables from WIOD is proposed to be a bridge connecting accurate static quantitative analysis and comparable dynamic one. With application of revised structural holes theory, flow betweenness and random walk centrality were respectively chosen to evaluate industrial sectors' long-term and short-term spreading effect process in this paper. It shows that industries with higher flow betweenness or random walk centrality would bring about more intensive industrial spreading effect to the industrial chains they stands in, because value stream transmission of industrial sectors depends on how many products or services it can get from the other ones, and they are regarded as brokers with bigger information superiority and more intermediate interests.
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis
NASA Astrophysics Data System (ADS)
Del Brio, Esther B.; Mora-Valencia, Andrés; Perote, Javier
2014-05-01
The need to provide accurate value-at-risk (VaR) forecasting measures has triggered an important literature in econophysics. Although these accurate VaR models and methodologies are particularly demanded for hedge fund managers, there exist few articles specifically devoted to implement new techniques in hedge fund returns VaR forecasting. This article advances in these issues by comparing the performance of risk measures based on parametric distributions (the normal, Student’s t and skewed-t), semi-nonparametric (SNP) methodologies based on Gram-Charlier (GC) series and the extreme value theory (EVT) approach. Our results show that normal-, Student’s t- and Skewed t- based methodologies fail to forecast hedge fund VaR, whilst SNP and EVT approaches accurately success on it. We extend these results to the multivariate framework by providing an explicit formula for the GC copula and its density that encompasses the Gaussian copula and accounts for non-linear dependences. We show that the VaR obtained by the meta GC accurately captures portfolio risk and outperforms regulatory VaR estimates obtained through the meta Gaussian and Student’s t distributions.
Evaluation of tranche in securitization and long-range Ising model
NASA Astrophysics Data System (ADS)
Kitsukawa, K.; Mori, S.; Hisakado, M.
2006-08-01
This econophysics work studies the long-range Ising model of a finite system with N spins and the exchange interaction J/N and the external field H as a model for homogeneous credit portfolio of assets with default probability Pd and default correlation ρd. Based on the discussion on the (J,H) phase diagram, we develop a perturbative calculation method for the model and obtain explicit expressions for Pd,ρd and the normalization factor Z in terms of the model parameters N and J,H. The effect of the default correlation ρd on the probabilities P(Nd,ρd) for Nd defaults and on the cumulative distribution function D(i,ρd) are discussed. The latter means the average loss rate of the“tranche” (layered structure) of the securities (e.g. CDO), which are synthesized from a pool of many assets. We show that the expected loss rate of the subordinated tranche decreases with ρd and that of the senior tranche increases linearly, which are important in their pricing and ratings.
NASA Astrophysics Data System (ADS)
Guan, Jun; Xu, Xiaoyu; Xing, Lizhi
2018-03-01
The input-output table is comprehensive and detailed in describing national economic systems with abundance of economic relationships depicting information of supply and demand among industrial sectors. This paper focuses on how to quantify the degree of competition on the global value chain (GVC) from the perspective of econophysics. Global Industrial Strongest Relevant Network models are established by extracting the strongest and most immediate industrial relevance in the global economic system with inter-country input-output (ICIO) tables and then have them transformed into Global Industrial Resource Competition Network models to analyze the competitive relationships based on bibliographic coupling approach. Three indicators well suited for the weighted and undirected networks with self-loops are introduced here, including unit weight for competitive power, disparity in the weight for competitive amplitude and weighted clustering coefficient for competitive intensity. Finally, these models and indicators were further applied empirically to analyze the function of industrial sectors on the basis of the latest World Input-Output Database (WIOD) in order to reveal inter-sector competitive status during the economic globalization.
NASA Astrophysics Data System (ADS)
Keylock, C. J.
2017-03-01
An algorithm is described that can generate random variants of a time series while preserving the probability distribution of original values and the pointwise Hölder regularity. Thus, it preserves the multifractal properties of the data. Our algorithm is similar in principle to well-known algorithms based on the preservation of the Fourier amplitude spectrum and original values of a time series. However, it is underpinned by a dual-tree complex wavelet transform rather than a Fourier transform. Our method, which we term the iterated amplitude adjusted wavelet transform can be used to generate bootstrapped versions of multifractal data, and because it preserves the pointwise Hölder regularity but not the local Hölder regularity, it can be used to test hypotheses concerning the presence of oscillating singularities in a time series, an important feature of turbulence and econophysics data. Because the locations of the data values are randomized with respect to the multifractal structure, hypotheses about their mutual coupling can be tested, which is important for the velocity-intermittency structure of turbulence and self-regulating processes.
A unified econophysics explanation for the power-law exponents of stock market activity
NASA Astrophysics Data System (ADS)
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Stanley, Eugene
2007-08-01
We survey a theory (first sketched in Nature in 2003, then fleshed out in the Quarterly Journal of Economics in 2006) of the economic underpinnings of the fat-tailed distributions of a number of financial variables, such as returns and trading volume. Our theory posits that they have a common origin in the strategic trading behavior of very large financial institutions in a relatively illiquid market. We show how the fat-tailed distribution of fund sizes can indeed generate extreme returns and volumes, even in the absence of fundamental news. Moreover, we are able to replicate the individually different empirical values of the power-law exponents for each distribution: 3 for returns, 3/2 for volumes, 1 for the assets under management of large investors. Large investors moderate their trades to reduce their price impact; coupled with a concave price impact function, this leads to volumes being more fat-tailed than returns but less fat-tailed than fund sizes. The trades of large institutions also offer a unified explanation for apparently disconnected empirical regularities that are otherwise a challenge for economic theory.
Moment-Based Physical Models of Broadband Clutter due to Aggregations of Fish
2013-09-30
statistical models for signal-processing algorithm development. These in turn will help to develop a capability to statistically forecast the impact of...aggregations of fish based on higher-order statistical measures describable in terms of physical and system parameters. Environmentally , these models...processing. In this experiment, we had good ground truth on (1) and (2), and had control over (3) and (4) except for environmentally -imposed restrictions
Stability of knotted vortices in wave chaos
NASA Astrophysics Data System (ADS)
Taylor, Alexander; Dennis, Mark
Large scale tangles of disordered filaments occur in many diverse physical systems, from turbulent superfluids to optical volume speckle to liquid crystal phases. They can exhibit particular large scale random statistics despite very different local physics. We have previously used the topological statistics of knotting and linking to characterise the large scale tangling, using the vortices of three-dimensional wave chaos as a universal model system whose physical lengthscales are set only by the wavelength. Unlike geometrical quantities, the statistics of knotting depend strongly on the physical system and boundary conditions. Although knotting patterns characterise different systems, the topology of vortices is highly unstable to perturbation, under which they may reconnect with one another. In systems of constructed knots, these reconnections generally rapidly destroy the knot, but for vortex tangles the topological statistics must be stable. Using large scale simulations of chaotic eigenfunctions, we numerically investigate the prevalence and impact of reconnection events, and their effect on the topology of the tangle.
Statistical physics of the symmetric group.
Williams, Mobolaji
2017-04-01
Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a theoretical motivation, we study the statistical physics of systems whose state space is defined by the possible permutations of an ordered list, i.e., the symmetric group, and whose energy is a function of how certain permutations deviate from some chosen correct ordering. Such a nonfactorizable state space is quite different from the state spaces typically considered in statistical physics systems and consequently has novel behavior in systems with interacting and even noninteracting Hamiltonians. Various parameter choices of a mean-field model reveal the system to contain five different physical regimes defined by two transition temperatures, a triple point, and a quadruple point. Finally, we conclude by discussing how the general analysis can be extended to state spaces with more complex combinatorial properties and to other standard questions of statistical mechanics models.
Statistical physics of the symmetric group
NASA Astrophysics Data System (ADS)
Williams, Mobolaji
2017-04-01
Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a theoretical motivation, we study the statistical physics of systems whose state space is defined by the possible permutations of an ordered list, i.e., the symmetric group, and whose energy is a function of how certain permutations deviate from some chosen correct ordering. Such a nonfactorizable state space is quite different from the state spaces typically considered in statistical physics systems and consequently has novel behavior in systems with interacting and even noninteracting Hamiltonians. Various parameter choices of a mean-field model reveal the system to contain five different physical regimes defined by two transition temperatures, a triple point, and a quadruple point. Finally, we conclude by discussing how the general analysis can be extended to state spaces with more complex combinatorial properties and to other standard questions of statistical mechanics models.
NASA Astrophysics Data System (ADS)
Oliveira, Sérgio C.; Zêzere, José L.; Lajas, Sara; Melo, Raquel
2017-07-01
Approaches used to assess shallow slide susceptibility at the basin scale are conceptually different depending on the use of statistical or physically based methods. The former are based on the assumption that the same causes are more likely to produce the same effects, whereas the latter are based on the comparison between forces which tend to promote movement along the slope and the counteracting forces that are resistant to motion. Within this general framework, this work tests two hypotheses: (i) although conceptually and methodologically distinct, the statistical and deterministic methods generate similar shallow slide susceptibility results regarding the model's predictive capacity and spatial agreement; and (ii) the combination of shallow slide susceptibility maps obtained with statistical and physically based methods, for the same study area, generate a more reliable susceptibility model for shallow slide occurrence. These hypotheses were tested at a small test site (13.9 km2) located north of Lisbon (Portugal), using a statistical method (the information value method, IV) and a physically based method (the infinite slope method, IS). The landslide susceptibility maps produced with the statistical and deterministic methods were combined into a new landslide susceptibility map. The latter was based on a set of integration rules defined by the cross tabulation of the susceptibility classes of both maps and analysis of the corresponding contingency tables. The results demonstrate a higher predictive capacity of the new shallow slide susceptibility map, which combines the independent results obtained with statistical and physically based models. Moreover, the combination of the two models allowed the identification of areas where the results of the information value and the infinite slope methods are contradictory. Thus, these areas were classified as uncertain and deserve additional investigation at a more detailed scale.
Information Theory - The Bridge Connecting Bounded Rational Game Theory and Statistical Physics
NASA Technical Reports Server (NTRS)
Wolpert, David H.
2005-01-01
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all red-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. This paper shows that the same information theoretic mathematical structure, known as Product Distribution (PD) theory, addresses both issues. In this, PD theory not only provides a principle formulation of bounded rationality and a set of new types of mean field theory in statistical physics; it also shows that those topics are fundamentally one and the same.
The effects of estimation of censoring, truncation, transformation and partial data vectors
NASA Technical Reports Server (NTRS)
Hartley, H. O.; Smith, W. B.
1972-01-01
The purpose of this research was to attack statistical problems concerning the estimation of distributions for purposes of predicting and measuring assembly performance as it appears in biological and physical situations. Various statistical procedures were proposed to attack problems of this sort, that is, to produce the statistical distributions of the outcomes of biological and physical situations which, employ characteristics measured on constituent parts. The techniques are described.
Statistical Physics for Adaptive Distributed Control
NASA Technical Reports Server (NTRS)
Wolpert, David H.
2005-01-01
A viewgraph presentation on statistical physics for distributed adaptive control is shown. The topics include: 1) The Golden Rule; 2) Advantages; 3) Roadmap; 4) What is Distributed Control? 5) Review of Information Theory; 6) Iterative Distributed Control; 7) Minimizing L(q) Via Gradient Descent; and 8) Adaptive Distributed Control.
Maximum entropy models of ecosystem functioning
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bertram, Jason, E-mail: jason.bertram@anu.edu.au
2014-12-05
Using organism-level traits to deduce community-level relationships is a fundamental problem in theoretical ecology. This problem parallels the physical one of using particle properties to deduce macroscopic thermodynamic laws, which was successfully achieved with the development of statistical physics. Drawing on this parallel, theoretical ecologists from Lotka onwards have attempted to construct statistical mechanistic theories of ecosystem functioning. Jaynes’ broader interpretation of statistical mechanics, which hinges on the entropy maximisation algorithm (MaxEnt), is of central importance here because the classical foundations of statistical physics do not have clear ecological analogues (e.g. phase space, dynamical invariants). However, models based on themore » information theoretic interpretation of MaxEnt are difficult to interpret ecologically. Here I give a broad discussion of statistical mechanical models of ecosystem functioning and the application of MaxEnt in these models. Emphasising the sample frequency interpretation of MaxEnt, I show that MaxEnt can be used to construct models of ecosystem functioning which are statistical mechanical in the traditional sense using a savanna plant ecology model as an example.« less
Statistical physics of vehicular traffic and some related systems
NASA Astrophysics Data System (ADS)
Chowdhury, Debashish; Santen, Ludger; Schadschneider, Andreas
2000-05-01
In the so-called “microscopic” models of vehicular traffic, attention is paid explicitly to each individual vehicle each of which is represented by a “particle”; the nature of the “interactions” among these particles is determined by the way the vehicles influence each others’ movement. Therefore, vehicular traffic, modeled as a system of interacting “particles” driven far from equilibrium, offers the possibility to study various fundamental aspects of truly nonequilibrium systems which are of current interest in statistical physics. Analytical as well as numerical techniques of statistical physics are being used to study these models to understand rich variety of physical phenomena exhibited by vehicular traffic. Some of these phenomena, observed in vehicular traffic under different circumstances, include transitions from one dynamical phase to another, criticality and self-organized criticality, metastability and hysteresis, phase-segregation, etc. In this critical review, written from the perspective of statistical physics, we explain the guiding principles behind all the main theoretical approaches. But we present detailed discussions on the results obtained mainly from the so-called “particle-hopping” models, particularly emphasizing those which have been formulated in recent years using the language of cellular automata.
Structures and Statistics of Citation Networks
2011-05-01
the citations among them. The papers are in the field of high- energy physics, and they were added to the online library between 1992-2003. Each paper... energy , physics:astrophysics, mathematics, computer science, statistics and many others. The value of the setSpec field can be any of these. However...the value of the categories field might contain multiple set names listed. For instance, a paper can primarily be considered as a high- energy physics
14 CFR 1275.101 - Definitions.
Code of Federal Regulations, 2013 CFR
2013-01-01
..., biology, engineering and physical sciences (physics and chemistry). (h) Inquiry means the assessment of..., social sciences, statistics, and biological and physical research (ground based and microgravity...
National transportation statistics 2011
DOT National Transportation Integrated Search
2011-04-01
Compiled and published by the U.S. Department of Transportation's Bureau of Transportation Statistics : (BTS), National Transportation Statistics presents information on the U.S. transportation system, including : its physical components, safety reco...
National transportation statistics 2005
DOT National Transportation Integrated Search
2005-12-01
Compiled and published by the U.S. Department of Transportations Bureau of : Transportation Statistics (BTS), National Transportation Statistics 2004 presents : information on the U.S. transportation system, including its physical components, : sa...
National transportation statistics 2006
DOT National Transportation Integrated Search
2006-12-01
Compiled and published by the U.S. Department of Transportations Bureau of : Transportation Statistics (BTS), National Transportation Statistics 2006 presents : information on the U.S. transportation system, including its physical components, : sa...
National Transportation Statistics 2009
DOT National Transportation Integrated Search
2010-01-21
Compiled and published by the U.S. Department of Transportation's Bureau of Transportation Statistics (BTS), National Transportation Statistics presents information on the U.S. transportation system, including its physical components, safety record, ...
National transportation statistics 2004
DOT National Transportation Integrated Search
2005-01-01
Compiled and published by the U.S. Department of Transportations Bureau of : Transportation Statistics (BTS), National Transportation Statistics 2004 presents : information on the U.S. transportation system, including its physical components, : sa...
Transportation statistics annual report 1999
DOT National Transportation Integrated Search
1999-01-01
The Bureau of Transportation Statistics (BTS) presents the sixth : Transportation Statistics Annual Report. Mandated by Congress, the report : discusses the U.S. transportation system, including its physical components, : economic performance, safety...
National Transportation Statistics 2007
DOT National Transportation Integrated Search
2007-04-12
Compiled and published by the U.S. Department of Transportations Bureau of Transportation Statistics (BTS), National Transportation Statistics presents information on the U.S. transportation system, including its physical components, safety record...
National Transportation Statistics 2008
DOT National Transportation Integrated Search
2009-01-08
Compiled and published by the U.S. Department of Transportations Bureau of Transportation Statistics (BTS), National Transportation Statistics presents information on the U.S. transportation system, including its physical components, safety record...
Clinical Validation of the "Sedentary Lifestyle" Nursing Diagnosis in Secondary School Students.
de Oliveira, Marcos Renato; da Silva, Viviane Martins; Guedes, Nirla Gomes; de Oliveira Lopes, Marcos Venícios
2016-06-01
This study clinically validated the nursing diagnosis of "sedentary lifestyle" (SL) among 564 Brazilian adolescents. Measures of diagnostic accuracy were calculated for defining characteristics, and Mantel-Haenszel analysis was used to identify related factors. The measures of diagnostic accuracy showed that the following defining characteristics were statistically significant: "average daily physical activity less than recommended for gender and age," "preference for activity low in physical activity," "nonengagement in leisure time physical activities," and "diminished respiratory capacity." An SL showed statistically significant associations with the following related factors: insufficient motivation for physical activity; insufficient interest in physical activity; insufficient resources for physical activity; insufficient social support for physical activity; attitudes, beliefs, and health habits that hinder physical activity; and insufficient confidence for practicing physical exercises. The study highlighted the four defining characteristics and six related factors for making decisions related to SL among adolescents. © The Author(s) 2015.
National transportation statistics 2000
DOT National Transportation Integrated Search
2000-04-13
Compiled and published by the Bureau of Transportation Statistics (BTS), U.S. Department of Transportation, National Transportation Statistics 2000 presents information on the U.S. transportation system, including its physical components, safety reco...
National transportation statistics 2003
DOT National Transportation Integrated Search
2004-03-01
Compiled and published by the Bureau of Transportation Statistics (BTS), U.S. : Department of Transportation, National Transportation Statistics 2002 presents : information on the U.S. transportation system1, including its physical components, : safe...
National transportation statistics 2010
DOT National Transportation Integrated Search
2010-01-01
National Transportation Statistics presents statistics on the U.S. transportation system, including its physical components, safety record, economic performance, the human and natural environment, and national security. This is a large online documen...
National transportation statistics 2002
DOT National Transportation Integrated Search
2002-12-01
Compiled and published by the Bureau of Transportation Statistics (BTS), U.S. : Department of Transportation, National Transportation Statistics 2002 presents : information on the U.S. transportation system1, including its physical components, : safe...
National Transportation Statistics 2000
DOT National Transportation Integrated Search
2001-04-01
Compiled and published by the Bureau of Transportation Statistics (BTS), U.S. Department of Transportation, National Transportation Statistics 2000 presents information on the U.S. transportation system, including its physical components, safety reco...
ERIC Educational Resources Information Center
Leaf, Donald C., Comp.; Neely, Linda, Comp.
This edition focuses on statistical data supplied by Michigan public libraries, public library cooperatives, and those public libraries which serve as regional or subregional outlets for blind and physically handicapped services. Since statistics in Michigan academic libraries are typically collected in odd-numbered years, they are not included…
Statistical Physics in the Era of Big Data
ERIC Educational Resources Information Center
Wang, Dashun
2013-01-01
With the wealth of data provided by a wide range of high-throughout measurement tools and technologies, statistical physics of complex systems is entering a new phase, impacting in a meaningful fashion a wide range of fields, from cell biology to computer science to economics. In this dissertation, by applying tools and techniques developed in…
14 CFR § 1275.101 - Definitions.
Code of Federal Regulations, 2014 CFR
2014-01-01
..., biology, engineering and physical sciences (physics and chemistry). (h) Inquiry means the assessment of..., psychology, social sciences, statistics, and biological and physical research (ground based and microgravity...
Combining Statistics and Physics to Improve Climate Downscaling
NASA Astrophysics Data System (ADS)
Gutmann, E. D.; Eidhammer, T.; Arnold, J.; Nowak, K.; Clark, M. P.
2017-12-01
Getting useful information from climate models is an ongoing problem that has plagued climate science and hydrologic prediction for decades. While it is possible to develop statistical corrections for climate models that mimic current climate almost perfectly, this does not necessarily guarantee that future changes are portrayed correctly. In contrast, convection permitting regional climate models (RCMs) have begun to provide an excellent representation of the regional climate system purely from first principles, providing greater confidence in their change signal. However, the computational cost of such RCMs prohibits the generation of ensembles of simulations or long time periods, thus limiting their applicability for hydrologic applications. Here we discuss a new approach combining statistical corrections with physical relationships for a modest computational cost. We have developed the Intermediate Complexity Atmospheric Research model (ICAR) to provide a climate and weather downscaling option that is based primarily on physics for a fraction of the computational requirements of a traditional regional climate model. ICAR also enables the incorporation of statistical adjustments directly within the model. We demonstrate that applying even simple corrections to precipitation while the model is running can improve the simulation of land atmosphere feedbacks in ICAR. For example, by incorporating statistical corrections earlier in the modeling chain, we permit the model physics to better represent the effect of mountain snowpack on air temperature changes.
Generalized statistical mechanics approaches to earthquakes and tectonics.
Vallianatos, Filippos; Papadakis, Giorgos; Michas, Georgios
2016-12-01
Despite the extreme complexity that characterizes the mechanism of the earthquake generation process, simple empirical scaling relations apply to the collective properties of earthquakes and faults in a variety of tectonic environments and scales. The physical characterization of those properties and the scaling relations that describe them attract a wide scientific interest and are incorporated in the probabilistic forecasting of seismicity in local, regional and planetary scales. Considerable progress has been made in the analysis of the statistical mechanics of earthquakes, which, based on the principle of entropy, can provide a physical rationale to the macroscopic properties frequently observed. The scale-invariant properties, the (multi) fractal structures and the long-range interactions that have been found to characterize fault and earthquake populations have recently led to the consideration of non-extensive statistical mechanics (NESM) as a consistent statistical mechanics framework for the description of seismicity. The consistency between NESM and observations has been demonstrated in a series of publications on seismicity, faulting, rock physics and other fields of geosciences. The aim of this review is to present in a concise manner the fundamental macroscopic properties of earthquakes and faulting and how these can be derived by using the notions of statistical mechanics and NESM, providing further insights into earthquake physics and fault growth processes.
Generalized statistical mechanics approaches to earthquakes and tectonics
Papadakis, Giorgos; Michas, Georgios
2016-01-01
Despite the extreme complexity that characterizes the mechanism of the earthquake generation process, simple empirical scaling relations apply to the collective properties of earthquakes and faults in a variety of tectonic environments and scales. The physical characterization of those properties and the scaling relations that describe them attract a wide scientific interest and are incorporated in the probabilistic forecasting of seismicity in local, regional and planetary scales. Considerable progress has been made in the analysis of the statistical mechanics of earthquakes, which, based on the principle of entropy, can provide a physical rationale to the macroscopic properties frequently observed. The scale-invariant properties, the (multi) fractal structures and the long-range interactions that have been found to characterize fault and earthquake populations have recently led to the consideration of non-extensive statistical mechanics (NESM) as a consistent statistical mechanics framework for the description of seismicity. The consistency between NESM and observations has been demonstrated in a series of publications on seismicity, faulting, rock physics and other fields of geosciences. The aim of this review is to present in a concise manner the fundamental macroscopic properties of earthquakes and faulting and how these can be derived by using the notions of statistical mechanics and NESM, providing further insights into earthquake physics and fault growth processes. PMID:28119548
Physics Trends flyers & high school flyers
NASA Astrophysics Data System (ADS)
White, Susan C.
2016-03-01
Since 2000, we have published a series of flyers highlighting various data of interest to physics faculty members and students. For example, our Fall 2015 Physics Trends flyers display the employment sectors where physics bachelor's degree recipients work, the knowledge used frequently by mid-career PhD physicists working primarily in private sector jobs, and the proportion of women among physics faculty members. We have recently added a new resource for high school physics teachers: flyers focusing on high school physics. PDFs of both the Physics Trends and high school flyers are available for download at: www.aip.org/statistics/physics-trends and www.aip.org/statistics/highschool. We also have a limited number of printed copies of the Physics Trends flyers which we are happy to send to you upon request. We appreciate the responses from each of you who has helped us collect these data. Next month we will look at Hispanic representation among bachelor's degree recipients in physical sciences and engineering.
The Quantum and Fluid Mechanics of Global Warming
NASA Astrophysics Data System (ADS)
Marston, Brad
2008-03-01
Quantum physics and fluid mechanics are the foundation of any understanding of the Earth's climate. In this talk I invoke three well-known aspects of quantum mechanics to explore what will happen as the concentrations of greenhouse gases such as carbon dioxide continue to increase. Fluid dynamical models of the Earth's atmosphere, demonstrated here in live simulations, yield further insight into past, present, and future climates. Statistics of geophysical flows can, however, be ascertained directly without recourse to numerical simulation, using concepts borrowed from nonequilibrium statistical mechanicsootnotetextJ. B. Marston, E. Conover, and Tapio Schneider, ``Statistics of an Unstable Barotropic Jet from a Cumulant Expansion,'' arXiv:0705.0011, J. Atmos. Sci. (in press).. I discuss several other ways that theoretical physics may be able to contribute to a deeper understanding of climate changeootnotetextJ. Carlson, J. Harte, G. Falkovich, J. B. Marston, and R. Pierrehumbert, ``Physics of Climate Change'' 2008 Program of the Kavli Institute for Theoretical Physics..
ERIC Educational Resources Information Center
Peterlin, Primoz
2010-01-01
Two methods of data analysis are compared: spreadsheet software and a statistics software suite. Their use is compared analysing data collected in three selected experiments taken from an introductory physics laboratory, which include a linear dependence, a nonlinear dependence and a histogram. The merits of each method are compared. (Contains 7…
Competitive agents in a market: Statistical physics of the minority game
NASA Astrophysics Data System (ADS)
Sherrington, David
2007-10-01
A brief review is presented of the minority game, a simple frustrated many-body system stimulated by considerations of a market of competitive speculative agents. Its cooperative behaviour exhibits phase transitions and both ergodic and non-ergodic regimes. It provides novel challenges to statistical physics, reminiscent of those of mean-field spin glasses.
NASA Astrophysics Data System (ADS)
Descartes, R.; Rota, G.-C.; Euler, L.; Bernoulli, J. D.; Siegel, Edward Carl-Ludwig
2011-03-01
Quantum-statistics Dichotomy: Fermi-Dirac(FDQS) Versus Bose-Einstein(BEQS), respectively with contact-repulsion/non-condensation(FDCR) versus attraction/ condensationBEC are manifestly-demonstrated by Taylor-expansion ONLY of their denominator exponential, identified BOTH as Descartes analytic-geometry conic-sections, FDQS as Elllipse (homotopy to rectangle FDQS distribution-function), VIA Maxwell-Boltzmann classical-statistics(MBCS) to Parabola MORPHISM, VS. BEQS to Hyperbola, Archimedes' HYPERBOLICITY INEVITABILITY, and as well generating-functions[Abramowitz-Stegun, Handbook Math.-Functions--p. 804!!!], respectively of Euler-numbers/functions, (via Riemann zeta-function(domination of quantum-statistics: [Pathria, Statistical-Mechanics; Huang, Statistical-Mechanics]) VS. Bernoulli-numbers/ functions. Much can be learned about statistical-physics from Euler-numbers/functions via Riemann zeta-function(s) VS. Bernoulli-numbers/functions [Conway-Guy, Book of Numbers] and about Euler-numbers/functions, via Riemann zeta-function(s) MORPHISM, VS. Bernoulli-numbers/ functions, visa versa!!! Ex.: Riemann-hypothesis PHYSICS proof PARTLY as BEQS BEC/BEA!!!
Physics Manpower, 1973, Education and Employment Studies.
ERIC Educational Resources Information Center
American Inst. of Physics, New York, NY.
Discussed in this document are the changes within the physics profession, their causes and effect. Detailed statistical data are supplied concerning physics enrollments, the institutions where physics is taught, the faculty in physics departments, and the nonacademic employment of physicists. Other topics include employment, education, minority…
Michigan Library Statistical Report. 1997 Edition.
ERIC Educational Resources Information Center
Michigan Library, Lansing.
This 1997 edition focuses on statistical data supplied by Michigan public libraries, public library cooperatives, and those public libraries which serve as regional or subregional outlets for blind and physically handicapped patrons. Statistics on academic libraries are also presented in this edition, and summary statistics for prior fiscal years…
ERIC Educational Resources Information Center
Menear, Kristi S.; Neumeier, William H.
2015-01-01
Many students with autism spectrum disorder (ASD) fall short of the recommended physical activity levels and experience challenges in physical activity and physical education settings. This article reviews factors that can improve the physical activity statistics of students with ASD, outlines the researched benefits of physical activity for…
ERIC Educational Resources Information Center
Young, Deborah Rohm; Steinhardt, Mary A.
1993-01-01
This cross-sectional study examined relationships among physical fitness, physical activity, and risk factors for coronary artery disease (CAD) in male police officers. Data from screenings and physical fitness assessments indicated physical activity must be sufficient to influence fitness before obtaining statistically significant risk-reducing…
Generic results of the space physics community survey
NASA Technical Reports Server (NTRS)
Sharma, Rikhi R.; Cohen, Nathaniel B.
1993-01-01
This report summarizes the results of a survey of the members of the space physics research community conducted in 1990-1991 to ascertain demographic information on the respondents and information on their views on a number of facets of their space physics research. The survey was conducted by questionnaire and the information received was compiled in a database and analyzed statistically. The statistical results are presented for the respondent population as a whole and by four different respondent cross sections: individual disciplines of space physics, type of employers, age groups, and research techniques employed. Data from a brief corresponding survey of the graduate students of respondents are also included.
Synthetic Earthquake Statistics From Physical Fault Models for the Lower Rhine Embayment
NASA Astrophysics Data System (ADS)
Brietzke, G. B.; Hainzl, S.; Zöller, G.
2012-04-01
As of today, seismic risk and hazard estimates mostly use pure empirical, stochastic models of earthquake fault systems tuned specifically to the vulnerable areas of interest. Although such models allow for reasonable risk estimates they fail to provide a link between the observed seismicity and the underlying physical processes. Solving a state-of-the-art fully dynamic description set of all relevant physical processes related to earthquake fault systems is likely not useful since it comes with a large number of degrees of freedom, poor constraints on its model parameters and a huge computational effort. Here, quasi-static and quasi-dynamic physical fault simulators provide a compromise between physical completeness and computational affordability and aim at providing a link between basic physical concepts and statistics of seismicity. Within the framework of quasi-static and quasi-dynamic earthquake simulators we investigate a model of the Lower Rhine Embayment (LRE) that is based upon seismological and geological data. We present and discuss statistics of the spatio-temporal behavior of generated synthetic earthquake catalogs with respect to simplification (e.g. simple two-fault cases) as well as to complication (e.g. hidden faults, geometric complexity, heterogeneities of constitutive parameters).
A statistical physics viewpoint on the dynamics of the bouncing ball
NASA Astrophysics Data System (ADS)
Chastaing, Jean-Yonnel; Géminard, Jean-Christophe; Bertin, Eric
2016-06-01
We compute, in a statistical physics perspective, the dynamics of a bouncing ball maintained in a chaotic regime thanks to collisions with a plate experiencing an aperiodic vibration. We analyze in details the energy exchanges between the bead and the vibrating plate, and show that the coupling between the bead and the plate can be modeled in terms of both a dissipative process and an injection mechanism by an energy reservoir. An analysis of the injection statistics in terms of fluctuation relation is also provided.
ERIC Educational Resources Information Center
Asiyai, Romina
2014-01-01
This study examined the perception of secondary school students on the condition of their classroom physical learning environment and its impact on their learning and motivation. Four research questions were asked and answered using descriptive statistics while three hypotheses were formulated and tested using t-test statistics at 0.05 level of…
ERIC Educational Resources Information Center
Florida State Dept. of Education, Tallahassee. Office of Postsecondary Education Coordination.
This state-mandated report presents crime statistics at higher education institutions in Florida and an assessment of physical plant security. The crime data list numbers of homicides, forcible sex offenses, robberies, aggravated assaults, burglaries/breaking and entering, larcenies and thefts, and motor vehicle thefts for each state university,…
2017-01-01
The input-output table is comprehensive and detailed in describing the national economic system with complex economic relationships, which embodies information of supply and demand among industrial sectors. This paper aims to scale the degree of competition/collaboration on the global value chain from the perspective of econophysics. Global Industrial Strongest Relevant Network models were established by extracting the strongest and most immediate industrial relevance in the global economic system with inter-country input-output tables and then transformed into Global Industrial Resource Competition Network/Global Industrial Production Collaboration Network models embodying the competitive/collaborative relationships based on bibliographic coupling/co-citation approach. Three indicators well suited for these two kinds of weighted and non-directed networks with self-loops were introduced, including unit weight for competitive/collaborative power, disparity in the weight for competitive/collaborative amplitude and weighted clustering coefficient for competitive/collaborative intensity. Finally, these models and indicators were further applied to empirically analyze the function of sectors in the latest World Input-Output Database, to reveal inter-sector competitive/collaborative status during the economic globalization. PMID:28873432
Xing, Lizhi
2017-01-01
The input-output table is comprehensive and detailed in describing the national economic system with complex economic relationships, which embodies information of supply and demand among industrial sectors. This paper aims to scale the degree of competition/collaboration on the global value chain from the perspective of econophysics. Global Industrial Strongest Relevant Network models were established by extracting the strongest and most immediate industrial relevance in the global economic system with inter-country input-output tables and then transformed into Global Industrial Resource Competition Network/Global Industrial Production Collaboration Network models embodying the competitive/collaborative relationships based on bibliographic coupling/co-citation approach. Three indicators well suited for these two kinds of weighted and non-directed networks with self-loops were introduced, including unit weight for competitive/collaborative power, disparity in the weight for competitive/collaborative amplitude and weighted clustering coefficient for competitive/collaborative intensity. Finally, these models and indicators were further applied to empirically analyze the function of sectors in the latest World Input-Output Database, to reveal inter-sector competitive/collaborative status during the economic globalization.
Transition from Exponential to Power Law Income Distributions in a Chaotic Market
NASA Astrophysics Data System (ADS)
Pellicer-Lostao, Carmen; Lopez-Ruiz, Ricardo
Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the interaction of many agents at micro-level. One of these models is the gas-like model for trading markets. This tries to predict money distributions in closed economies and quite simply, obtains the ones observed in real economies. However, it reveals technical hitches to explain the power law distribution, observed in individuals with high incomes. In this work, nonlinear dynamics is introduced in the gas-like model in an effort to overcomes these flaws. A particular chaotic dynamics is used to break the pairing symmetry of agents (i, j) ⇔ (j, i). The results demonstrate that a "chaotic gas-like model" can reproduce the Exponential and Power law distributions observed in real economies. Moreover, it controls the transition between them. This may give some insight of the micro-level causes that originate unfair distributions of money in a global society. Ultimately, the chaotic model makes obvious the inherent instability of asymmetric scenarios, where sinks of wealth appear and doom the market to extreme inequality.
A three-state kinetic agent-based model to analyze tax evasion dynamics
NASA Astrophysics Data System (ADS)
Crokidakis, Nuno
2014-11-01
In this work we study the problem of tax evasion on a fully-connected population. For this purpose, we consider that the agents may be in three different states, namely honest tax payers, tax evaders and undecided, that are individuals in an intermediate class among honests and evaders. Every individual can change his/her state following a kinetic exchange opinion dynamics, where the agents interact by pairs with competitive negative (with probability q) and positive (with probability 1-q) couplings, representing agreement/disagreement between pairs of agents. In addition, we consider the punishment rules of the Zaklan econophysics model, for which there is a probability pa of an audit each agent is subject to in every period and a length of time k detected tax evaders remain honest. Our results suggest that below the critical point qc=1/4 of the opinion dynamics the compliance is high, and the punishment rules have a small effect in the population. On the other hand, for q>qc the tax evasion can be considerably reduced by the enforcement mechanism. We also discuss the impact of the presence of the undecided agents in the evolution of the system.
NASA Astrophysics Data System (ADS)
Stefan, F. M.; Atman, A. P. F.
2015-02-01
Models which consider behavioral aspects of the investors have attracted increasing interest in the Finance and Econophysics literature in the last years. Different behavioral profiles (imitation, anti-imitation, indifference) were proposed for the investors, which take their decision based on their trust network (neighborhood). Results from agent-based models have shown that most of the features observed in actual stock market indices can be replicated in simulations. Here, we present a deeper investigation of an agent based model considering different network morphologies (regular, random, small-world) for the investors' trust network, in an attempt to answer the question raised in the title. We study the model by considering four scenarios for the investors and different initial conditions to analyze their influence in the stock market fluctuations. We have characterized the stationary limit for each scenario tested, focusing on the changes introduced when complex networks were used, and calculated the Hurst exponent in some cases. Simulations showed interesting results suggesting that the fluctuations of the stock market index are strongly affected by the network morphology, a remarkable result which we believe was never reported or predicted before.
Differential Forms: A New Tool in Economics
NASA Astrophysics Data System (ADS)
Mimkes, Jürgen
Econophysics is the transfer of methods from natural to socio-economic sciences. This concept has first been applied to finance1, but it is now also used in various applications of economics and social sciences [2,3]. The present paper focuses on problems in macro economics and growth. 1. Neoclassical theory [4, 5] neglects the “ex post” property of income and growth. Income Y(K, L) is assumed to be a function of capital and labor. But functions cannot model the “ex post” character of income. 2. Neoclassical theory is based on a Cobb Douglas function [6] with variable elasticity α, which may be fitted to economic data. But an undefined elasticity α leads to a descriptive rather than a predictive economic theory. The present paper introduces a new tool - differential forms and path dependent integrals - to macro economics. This is a solution to the problems above: 1. The integral of not exact differential forms is path dependent and can only be calculated “ex post” like income and economic growth. 2. Not exact differential forms can be made exact by an integrating factor, this leads to a new, well defined, unique production function F and a predictive economic theory.
Meta-analysis inside and outside particle physics: two traditions that should converge?
Baker, Rose D; Jackson, Dan
2013-06-01
The use of meta-analysis in medicine and epidemiology really took off in the 1970s. However, in high-energy physics, the Particle Data Group has been carrying out meta-analyses of measurements of particle masses and other properties since 1957. Curiously, there has been virtually no interaction between those working inside and outside particle physics. In this paper, we use statistical models to study two major differences in practice. The first is the usefulness of systematic errors, which physicists are now beginning to quote in addition to statistical errors. The second is whether it is better to treat heterogeneity by scaling up errors as do the Particle Data Group or by adding a random effect as does the rest of the community. Besides fitting models, we derive and use an exact test of the error-scaling hypothesis. We also discuss the other methodological differences between the two streams of meta-analysis. Our conclusion is that systematic errors are not currently very useful and that the conventional random effects model, as routinely used in meta-analysis, has a useful role to play in particle physics. The moral we draw for statisticians is that we should be more willing to explore 'grassroots' areas of statistical application, so that good statistical practice can flow both from and back to the statistical mainstream. Copyright © 2012 John Wiley & Sons, Ltd. Copyright © 2012 John Wiley & Sons, Ltd.
Duncan, Michael J; Eyre, Emma Lj; Bryant, Elizabeth; Seghers, Jan; Galbraith, Niall; Nevill, Alan M
2017-04-01
Overall, 544 children (mean age ± standard deviation = 14.2 ± .94 years) completed self-report measures of physical activity goal content, behavioral regulations, and physical activity behavior. Body mass index was determined from height and mass. The indirect effect of intrinsic goal content on physical activity was statistically significant via autonomous ( b = 162.27; 95% confidence interval [89.73, 244.70]), but not controlled motivation ( b = 5.30; 95% confidence interval [-39.05, 45.16]). The indirect effect of extrinsic goal content on physical activity was statistically significant via autonomous ( b = 106.25; 95% confidence interval [63.74, 159.13]) but not controlled motivation ( b = 17.28; 95% confidence interval [-31.76, 70.21]). Weight status did not alter these findings.
QUARTERLY PROGRESS REPORT NO. 83,
Topics included are: microwave spectroscopy; radio astronomy; solid-state microwave electronics; optical and infrared spectroscopy; physical electronics and surface physics; physical acoustics; plasma physics; gaseous electronics; plasmas and controlled nuclear fusion ; energy conversion research; statistical communication theory; linguistics; cognitive information processing; communications biophysics; neurophysiology; computation research.
The validity of multiphase DNS initialized on the basis of single--point statistics
NASA Astrophysics Data System (ADS)
Subramaniam, Shankar
1999-11-01
A study of the point--process statistical representation of a spray reveals that single--point statistical information contained in the droplet distribution function (ddf) is related to a sequence of single surrogate--droplet pdf's, which are in general different from the physical single--droplet pdf's. The results of this study have important consequences for the initialization and evolution of direct numerical simulations (DNS) of multiphase flows, which are usually initialized on the basis of single--point statistics such as the average number density in physical space. If multiphase DNS are initialized in this way, this implies that even the initial representation contains certain implicit assumptions concerning the complete ensemble of realizations, which are invalid for general multiphase flows. Also the evolution of a DNS initialized in this manner is shown to be valid only if an as yet unproven commutation hypothesis holds true. Therefore, it is questionable to what extent DNS that are initialized in this manner constitute a direct simulation of the physical droplets.
Statistics at the Chinese Universities.
1981-09-01
education in China in the postwar years is pro- vided to give some perspective. My observa- tions on statistics at the Chinese universities are necessarily...has been accepted as a member society of ISI. 3. Education in China Understanding of statistics in universities in China will be enhanced through some...programaming), Statistical Mathematics (infer- ence, data analysis, industrial statistics , information theory), tiathematical Physics (dif- ferential
Spatio-temporal analysis of aftershock sequences in terms of Non Extensive Statistical Physics.
NASA Astrophysics Data System (ADS)
Chochlaki, Kalliopi; Vallianatos, Filippos
2017-04-01
Earth's seismicity is considered as an extremely complicated process where long-range interactions and fracturing exist (Vallianatos et al., 2016). For this reason, in order to analyze it, we use an innovative methodological approach, introduced by Tsallis (Tsallis, 1988; 2009), named Non Extensive Statistical Physics. This approach introduce a generalization of the Boltzmann-Gibbs statistical mechanics and it is based on the definition of Tsallis entropy Sq, which maximized leads the the so-called q-exponential function that expresses the probability distribution function that maximizes the Sq. In the present work, we utilize the concept of Non Extensive Statistical Physics in order to analyze the spatiotemporal properties of several aftershock series. Marekova (Marekova, 2014) suggested that the probability densities of the inter-event distances between successive aftershocks follow a beta distribution. Using the same data set we analyze the inter-event distance distribution of several aftershocks sequences in different geographic regions by calculating non extensive parameters that determine the behavior of the system and by fitting the q-exponential function, which expresses the degree of non-extentivity of the investigated system. Furthermore, the inter-event times distribution of the aftershocks as well as the frequency-magnitude distribution has been analyzed. The results supports the applicability of Non Extensive Statistical Physics ideas in aftershock sequences where a strong correlation exists along with memory effects. References C. Tsallis, Possible generalization of Boltzmann-Gibbs statistics, J. Stat. Phys. 52 (1988) 479-487. doi:10.1007/BF01016429 C. Tsallis, Introduction to nonextensive statistical mechanics: Approaching a complex world, 2009. doi:10.1007/978-0-387-85359-8. E. Marekova, Analysis of the spatial distribution between successive earthquakes in aftershocks series, Annals of Geophysics, 57, 5, doi:10.4401/ag-6556, 2014 F. Vallianatos, G. Papadakis, G. Michas, Generalized statistical mechanics approaches to earthquakes and tectonics. Proc. R. Soc. A, 472, 20160497, 2016.
NASA Astrophysics Data System (ADS)
2000-01-01
A recent report from the American Institute of Physics has indicated that high school enrolments in physics in the USA have reached their highest level since World War II. Figures for the last decade show an increase in the proportion of high school students taking physics from 20 to 28% (800Â 000 students now), according to Physics Today (October 1999, p 68). The report, Maintaining Momentum: High School Physics for a New Millennium , was based on a 1997 survey of high school physics teachers, the fourth such since the mid-1980s. One conclusion drawn by the report's authors was that a broader range of physics courses is now offered, with increased popularity of `conceptual' physics courses using little algebra or trigonometry over the last ten years. The proportion of students with the strongest maths abilities now taking advanced placement or second-year physics has doubled since 1987. In addition the physics appeal has been noted among high school girls, where the percentage taking physics has risen from 39 to 47% in the ten years to 1997. These female students do not, however, seem to extend their studies into advanced placements or even into teaching physics (women constitute just a quarter of high school teachers of the subject). Sadly the good news is outweighed by the fact that physics still registers the lowest enrolments of all the high school sciences - about half those in chemistry for example. Indeed only around 1% of high school students have taken two years of physics before they graduate, which represents a much lower proportion than in many European and Asian countries. The full report can be viewed at the AIP's statistics division's homepage: www.aip.org/statistics/trends/hstrends.htm whilst summaries of the document are available free from the AIP, Education and Employment Statistics Division, One Physics Ellipse, College Park, MD 20740, USA.
Measurement in Physical Education. 5th Edition.
ERIC Educational Resources Information Center
Mathews, Donald K.
Concepts of measurement in physical education are presented in this college-level text to enable the preservice physical education major to develop skills in determining pupil status, designing effective physical activity programs, and measuring student progress. Emphasis is placed upon discussion of essential statistical methods, test…
physics, astrophysics, and statistical mechanics. Lawrence Livermore [National Laboratory] physicist Mort towering figures of 20th-century physics. ... Although his early training was in chemical physics and spectroscopy, Teller has made substantial contributions to such diverse fields as nuclear physics, plasma
WE-A-201-02: Modern Statistical Modeling
DOE Office of Scientific and Technical Information (OSTI.GOV)
Niemierko, A.
Chris Marshall: Memorial Introduction Donald Edmonds Herbert Jr., or Don to his colleagues and friends, exemplified the “big tent” vision of medical physics, specializing in Applied Statistics and Dynamical Systems theory. He saw, more clearly than most, that “Making models is the difference between doing science and just fooling around [ref Woodworth, 2004]”. Don developed an interest in chemistry at school by “reading a book” - a recurring theme in his story. He was awarded a Westinghouse Science scholarship and attended the Carnegie Institute of Technology (later Carnegie Mellon University) where his interest turned to physics and led to amore » BS in Physics after transfer to Northwestern University. After (voluntary) service in the Navy he earned his MS in Physics from the University of Oklahoma, which led him to Johns Hopkins University in Baltimore to pursue a PhD. The early death of his wife led him to take a salaried position in the Physics Department of Colorado College in Colorado Springs so as to better care for their young daughter. There, a chance invitation from Dr. Juan del Regato to teach physics to residents at the Penrose Cancer Hospital introduced him to Medical Physics, and he decided to enter the field. He received his PhD from the University of London (UK) under Prof. Joseph Rotblat, where I first met him, and where he taught himself statistics. He returned to Penrose as a clinical medical physicist, also largely self-taught. In 1975 he formalized an evolving interest in statistical analysis as Professor of Radiology and Head of the Division of Physics and Statistics at the College of Medicine of the University of South Alabama in Mobile, AL where he remained for the rest of his career. He also served as the first Director of their Bio-Statistics and Epidemiology Core Unit working in part on a sickle-cell disease. After retirement he remained active as Professor Emeritus. Don served for several years as a consultant to the Nuclear Regulatory Commission and may be remembered for his critique of the National Academy of Sciences BEIR III report (stating that their methodology “imposes a Delphic quality to the .. risk estimates”.) This led to his appointment as a member of the BEIR V committee. Don presented refresher courses at the AAPM, ASTRO and RSNA meetings and was active in the AAPM as a member or chair of several committees. He was the principal author of AAPM Report 43, which is essentially a critique of established clinical studies prior to 1992. He was co-editor of the Proceedings of many symposia on Time, Dose and Fractionation held in Madison, Wisconsin. He received the AAPM lifetime Achievement award in 2004. Don’s second wife of 46 years, Ann, predeceased him and he is survived by daughters Hillary and Emily, son John and two grandsons. Don was a true gentleman with a unique and erudite writing style illuminated by pithy quotations. If he had a fault it was, perhaps, that he did not realize how much smarter he was than the rest of us. This presentation draws heavily on a biography and video interview in the History and Heritage section of the AAPM website. The quote is his own. Andrzej Niemierko: Statistical modeling plays an essential role in modern medicine for quantitative evaluation of the effect of treatment. This session will feature an overview of statistical modeling techniques used for analyzing the many types of research data and an exploration of recent advances in new statistical modeling methodologies. Learning Objectives: To learn basics of statistical modeling methodology. To discuss statistical models that are frequently used in radiation oncology To discuss advanced modern statistical modeling methods and applications.« less
WE-A-201-00: Anne and Donald Herbert Distinguished Lectureship On Modern Statistical Modeling
DOE Office of Scientific and Technical Information (OSTI.GOV)
NONE
Chris Marshall: Memorial Introduction Donald Edmonds Herbert Jr., or Don to his colleagues and friends, exemplified the “big tent” vision of medical physics, specializing in Applied Statistics and Dynamical Systems theory. He saw, more clearly than most, that “Making models is the difference between doing science and just fooling around [ref Woodworth, 2004]”. Don developed an interest in chemistry at school by “reading a book” - a recurring theme in his story. He was awarded a Westinghouse Science scholarship and attended the Carnegie Institute of Technology (later Carnegie Mellon University) where his interest turned to physics and led to amore » BS in Physics after transfer to Northwestern University. After (voluntary) service in the Navy he earned his MS in Physics from the University of Oklahoma, which led him to Johns Hopkins University in Baltimore to pursue a PhD. The early death of his wife led him to take a salaried position in the Physics Department of Colorado College in Colorado Springs so as to better care for their young daughter. There, a chance invitation from Dr. Juan del Regato to teach physics to residents at the Penrose Cancer Hospital introduced him to Medical Physics, and he decided to enter the field. He received his PhD from the University of London (UK) under Prof. Joseph Rotblat, where I first met him, and where he taught himself statistics. He returned to Penrose as a clinical medical physicist, also largely self-taught. In 1975 he formalized an evolving interest in statistical analysis as Professor of Radiology and Head of the Division of Physics and Statistics at the College of Medicine of the University of South Alabama in Mobile, AL where he remained for the rest of his career. He also served as the first Director of their Bio-Statistics and Epidemiology Core Unit working in part on a sickle-cell disease. After retirement he remained active as Professor Emeritus. Don served for several years as a consultant to the Nuclear Regulatory Commission and may be remembered for his critique of the National Academy of Sciences BEIR III report (stating that their methodology “imposes a Delphic quality to the .. risk estimates”.) This led to his appointment as a member of the BEIR V committee. Don presented refresher courses at the AAPM, ASTRO and RSNA meetings and was active in the AAPM as a member or chair of several committees. He was the principal author of AAPM Report 43, which is essentially a critique of established clinical studies prior to 1992. He was co-editor of the Proceedings of many symposia on Time, Dose and Fractionation held in Madison, Wisconsin. He received the AAPM lifetime Achievement award in 2004. Don’s second wife of 46 years, Ann, predeceased him and he is survived by daughters Hillary and Emily, son John and two grandsons. Don was a true gentleman with a unique and erudite writing style illuminated by pithy quotations. If he had a fault it was, perhaps, that he did not realize how much smarter he was than the rest of us. This presentation draws heavily on a biography and video interview in the History and Heritage section of the AAPM website. The quote is his own. Andrzej Niemierko: Statistical modeling plays an essential role in modern medicine for quantitative evaluation of the effect of treatment. This session will feature an overview of statistical modeling techniques used for analyzing the many types of research data and an exploration of recent advances in new statistical modeling methodologies. Learning Objectives: To learn basics of statistical modeling methodology. To discuss statistical models that are frequently used in radiation oncology To discuss advanced modern statistical modeling methods and applications.« less
Screening Health Risk Assessment Burn Pit Exposures, Balad Air Base, Iraq and Addendum Report
2008-05-01
risk uses principles drawn from many scientific disciplines including chemistry , toxicology, physics, mathematics, and statistics. Because the data...uses principles drawn from many scientific disciplines, including chemistry , toxicology, physics, mathematics, and statistics. Because the data...natural chemicals in plants (called flavonoids ) also act on the Ah-receptor and could potentially block the effects of dioxins. One more reason to
Journal Literature Covered by Physics Abstracts in 1965.
ERIC Educational Resources Information Center
Keenan, Stella; Brickwedde, F.G.
A study of the publications of the Physics Journal literature has been made, utilizing the 1965 issues of Physics Abstracts. It is intended to provide a profile of the physics literature and statistical information on physics abstract coverage. It deals with abstracts from serial (journal) publications and includes some 32,000 articles from 495…
ERIC Educational Resources Information Center
Santiago, Jose A.; Disch, James G.; Morales, Julio
2012-01-01
The purpose of this study was to examine elementary physical education teachers' content knowledge of physical activity and health-related fitness. Sixty-four female and 24 male teachers completed the Appropriate Physical Activity and Health-Related Fitness test. Descriptive statistics results indicated that the mean percentage score for the test…
A Not-So-Fundamental Limitation on Studying Complex Systems with Statistics: Comment on Rabin (2011)
NASA Astrophysics Data System (ADS)
Thomas, Drew M.
2012-12-01
Although living organisms are affected by many interrelated and unidentified variables, this complexity does not automatically impose a fundamental limitation on statistical inference. Nor need one invoke such complexity as an explanation of the "Truth Wears Off" or "decline" effect; similar "decline" effects occur with far simpler systems studied in physics. Selective reporting and publication bias, and scientists' biases in favor of reporting eye-catching results (in general) or conforming to others' results (in physics) better explain this feature of the "Truth Wears Off" effect than Rabin's suggested limitation on statistical inference.
NASA Astrophysics Data System (ADS)
Beach, Shaun E.; Semkow, Thomas M.; Remling, David J.; Bradt, Clayton J.
2017-07-01
We have developed accessible methods to demonstrate fundamental statistics in several phenomena, in the context of teaching electronic signal processing in a physics-based college-level curriculum. A relationship between the exponential time-interval distribution and Poisson counting distribution for a Markov process with constant rate is derived in a novel way and demonstrated using nuclear counting. Negative binomial statistics is demonstrated as a model for overdispersion and justified by the effect of electronic noise in nuclear counting. The statistics of digital packets on a computer network are shown to be compatible with the fractal-point stochastic process leading to a power-law as well as generalized inverse Gaussian density distributions of time intervals between packets.
Wei, Evelyn; Hipwell, Alison; Pardini, Dustin; Beyers, Jennifer M; Loeber, Rolf
2005-10-01
To provide reliability information for a brief observational measure of physical disorder and determine its relation with neighbourhood level crime and health variables after controlling for census based measures of concentrated poverty and minority concentration. Psychometric analysis of block observation data comprising a brief measure of neighbourhood physical disorder, and cross sectional analysis of neighbourhood physical disorder, neighbourhood crime and birth statistics, and neighbourhood level poverty and minority concentration. Pittsburgh, Pennsylvania, US (2000 population=334 563). Pittsburgh neighbourhoods (n=82) and their residents (as reflected in neighbourhood level statistics). The physical disorder index showed adequate reliability and validity and was associated significantly with rates of crime, firearm injuries and homicides, and teen births, while controlling for concentrated poverty and minority population. This brief measure of neighbourhood physical disorder may help increase our understanding of how community level factors reflect health and crime outcomes.
Stringuetta-Belik, Fernanda; Shiraishi, Flávio Gobbis; Oliveira e Silva, Viviana Rugolo; Barretti, Pasqual; Caramori, Jacqueline Costa Teixeira; Bôas, Paulo José Fortes Villas; Martin, Luis Cuadrado; Franco, Roberto Jorge da Silva
2012-01-01
Patients with chronic kidney disease (CKD) have a lower exercise tolerance and poor functional capacity, carry on a sedentary lifestyle. Another important change found in patients with CKD is cognitive dysfunction. Physical inactivity has been associated with cognitive dysfunction in the general population, but few studies have evaluated this association in CKD. To assess the association between physical activity and cognitive function in patients with CKD on hemodialysis (HD). We evaluated 102 patients undergoing HD. The participants completed the International Physical Activity Questionnaire, which assesses the level of physical activity and the Mini Mental State Examination, used for cognitive screening. Patients were divided into three groups according to their level of physical activity (GI: active/GII: irregularly active/GIII: sedentary). It was applied logistic regression analysis and adopted as outcome variable the presence of cognitive impairment and preserving as independent variables those with a probability of statistical difference between groups of less than 0.1. It was considered statistically significant when p less than 0.05. The groups were similar in age, duration of HD, and smoking. Statistically significant difference regarding race, body mass index, diabetes mellitus, underlying disease and degree of cognitive impairment. Regarding laboratory data, the groups differed in terms of creatinine, glucose, hemoglobin and hematocrit. There was significant association with better physical activity and cognitive function, even adjusting for confounding variables. the highest level of physical activity was associated with better cognitive function in CKD patients undergoing HD.
NASA Astrophysics Data System (ADS)
Preibus-Norquist, R. N. C.-Grover; Bush-Romney, G. W.-Willard-Mitt; Dimon, J. P.; Adelson-Koch, Sheldon-Charles-David-Sheldon; Krugman-Axelrod, Paul-David; Siegel, Edward Carl-Ludwig; D. N. C./O. F. P./''47''%/50% Collaboration; R. N. C./G. O. P./''53''%/49% Collaboration; Nyt/Wp/Cnn/Msnbc/Pbs/Npr/Ft Collaboration; Ftn/Fnc/Fox/Wsj/Fbn Collaboration; Lb/Jpmc/Bs/Boa/Ml/Wamu/S&P/Fitch/Moodys/Nmis Collaboration
2013-03-01
``Models''? CAVEAT EMPTOR!!!: ``Toy Models Too-Often Yield Toy-Results''!!!: Goldenfeld[``The Role of Models in Physics'', in Lects.on Phase-Transitions & R.-G.(92)-p.32-33!!!]: statistics(Silver{[NYTimes; Bensinger, ``Math-Geerks Clearly-Defeated Pundits'', LATimes, (11/9/12)])}, polls, politics, economics, elections!!!: GRAPH/network/net/...-PHYSICS Barabasi-Albert[RMP (02)] (r,t)-space VERSUS(???) [Where's the Inverse/ Dual/Integral-Transform???] (Benjamin)Franklin(1795)-Fourier(1795; 1897;1822)-Laplace(1850)-Mellin (1902) Brillouin(1922)-...(k,)-space, {Hubbard [The World According to Wavelets,Peters (96)-p.14!!!/p.246: refs.-F2!!!]},and then (2) Albert-Barabasi[]Bose-Einstein quantum-statistics(BEQS) Bose-Einstein CONDENSATION (BEC) versus Bianconi[pvt.-comm.; arXiv:cond-mat/0204506; ...] -Barabasi [???] Fermi-Dirac
Association Between Perceived Physical Activity and Cognitive Function in Older Adults.
Loprinzi, Paul D; Frith, Emily
2018-01-01
There is irrefutable evidence that regular participation in physical activity is favorably associated with numerous positive health outcomes, including cognitive function. Emerging work suggests that perceived physical activity, independent of actual physical activity behavior, is inversely associated with mortality risk. In this study, we evaluate whether perceived physical activity, independent of actual physical activity, is associated with cognitive function, a robust indicator of mortality risk. Data from the cross-sectional 1999-2002 National Health and Nutrition Examination Survey were employed ( N = 2352; 60+ years of age). Actual physical activity was assessed via a validated survey. Perceived physical activity was assessed using the following question: "Compared with others of the same age, would you say that you are: more active, less active, or about the same?" Cognitive function was assessed from the Digit Symbol Substitution Test. When examined in separate models, both actual and perceived physical activity were positively and statistically significantly associated with cognitive function. However, when considered in the same model, actual physical activity was no longer statistically significantly associated with cognitive function, but perceived physical activity was. Perceived physical activity, independent of actual physical activity, is independently associated with cognitive function. If these findings are replicated, future work should consider evaluating perceived physical activity when examining the effects of actual physical activity behavior on cognitive function.
PREFACE: Counting Complexity: An international workshop on statistical mechanics and combinatorics
NASA Astrophysics Data System (ADS)
de Gier, Jan; Warnaar, Ole
2006-07-01
On 10-15 July 2005 the conference `Counting Complexity: An international workshop on statistical mechanics and combinatorics' was held on Dunk Island, Queensland, Australia in celebration of Tony Guttmann's 60th birthday. Dunk Island provided the perfect setting for engaging in almost all of Tony's life-long passions: swimming, running, food, wine and, of course, plenty of mathematics and physics. The conference was attended by many of Tony's close scientific friends from all over the world, and most talks were presented by his past and present collaborators. This volume contains the proceedings of the meeting and consists of 24 refereed research papers in the fields of statistical mechanics, condensed matter physics and combinatorics. These papers provide an excellent illustration of the breadth and scope of Tony's work. The very first contribution, written by Stu Whittington, contains an overview of the many scientific achievements of Tony over the past 40 years in mathematics and physics. The organizing committee, consisting of Richard Brak, Aleks Owczarek, Jan de Gier, Emma Lockwood, Andrew Rechnitzer and Ole Warnaar, gratefully acknowledges the Australian Mathematical Society (AustMS), the Australian Mathematical Sciences Institute (AMSI), the ARC Centre of Excellence for Mathematics and Statistics of Complex Systems (MASCOS), the ARC Complex Open Systems Research Network (COSNet), the Institute of Physics (IOP) and the Department of Mathematics and Statistics of The University of Melbourne for financial support in organizing the conference. Tony, we hope that your future years in mathematics will be numerous. Count yourself lucky! Tony Guttman
Unconditionally Secure Credit/Debit Card Chip Scheme and Physical Unclonable Function
NASA Astrophysics Data System (ADS)
Kish, Laszlo B.; Entesari, Kamran; Granqvist, Claes-Göran; Kwan, Chiman
The statistical-physics-based Kirchhoff-law-Johnson-noise (KLJN) key exchange offers a new and simple unclonable system for credit/debit card chip authentication and payment. The key exchange, the authentication and the communication are unconditionally secure so that neither mathematics- nor statistics-based attacks are able to crack the scheme. The ohmic connection and the short wiring lengths between the chips in the card and the terminal constitute an ideal setting for the KLJN protocol, and even its simplest versions offer unprecedented security and privacy for credit/debit card chips and applications of physical unclonable functions (PUFs).
Micro-foundations for macroeconomics: New set-up based on statistical physics
NASA Astrophysics Data System (ADS)
Yoshikawa, Hiroshi
2016-12-01
Modern macroeconomics is built on "micro foundations." Namely, optimization of micro agent such as consumer and firm is explicitly analyzed in model. Toward this goal, standard model presumes "the representative" consumer/firm, and analyzes its behavior in detail. However, the macroeconomy consists of 107 consumers and 106 firms. For the purpose of analyzing such macro system, it is meaningless to pursue the micro behavior in detail. In this respect, there is no essential difference between economics and physics. The method of statistical physics can be usefully applied to the macroeconomy, and provides Keynesian economics with correct micro-foundations.
Statistical Physics Experiments Using Dusty Plasmas
NASA Astrophysics Data System (ADS)
Goree, John
2016-10-01
Compared to other areas of physics research, Statistical Physics is heavily dominated by theory, with comparatively little experiment. One reason for the lack of experiments is the impracticality of tracking of individual atoms and molecules within a substance. Thus, there is a need for a different kind of experimental system, one where individual particles not only move stochastically as they collide with one another, but also are large enough to allow tracking. A dusty plasma can meet this need. A dusty plasma is a partially ionized gas containing small particles of solid matter. These micron-size particles gain thousands of electronic charges by collecting more electrons than ions. Their motions are dominated by Coulomb collisions with neighboring particles. In this so-called strongly coupled plasma, the dust particles self-organize in much the same way as atoms in a liquid or solid. Unlike atoms, however, these particles are large and slow, so that they can be tracked easily by video microscopy. Advantages of dusty plasma for experimental statistical physics research include particle tracking, lack of frictional contact with solid surfaces, and avoidance of overdamped motion. Moreover, the motion of a collection of dust particles can mimic an equilibrium system with a Maxwellian velocity distribution, even though the dust particles themselves are not truly in thermal equilibrium. Nonequilibrium statistical physics can be studied by applying gradients, for example by imposing a shear flow. In this talk I will review some of our recent experiments with shear flow. First, we performed the first experimental test to verify the Fluctuation Theorem for a shear flow, showing that brief violations of the Second Law of Thermodynamics occur with the predicted probabilities, for a small system. Second, we discovered a skewness of a shear-stress distribution in a shear flow. This skewness is a phenomenon that likely has wide applicability in nonequilibrium steady states. Third, we performed the first experimental test of a statistical physics theory (the Green-Kubo model) that is widely used by physical chemists to compute viscosity coefficients, and we found that it fails. Work supported by the U.S. Department of Energy, NSF, and NASA.
Manley, Dana; Cowan, Patricia; Graff, Carolyn; Perlow, Michael; Rice, Pamela; Richey, Phyllis; Sanchez, Zoila
2014-01-01
Physical activity in children has been associated with a number of health benefits. Unfortunately, physical inactivity continues to increase. The purpose of this study was to examine the relationships among self-efficacy levels, physical activity, aerobic fitness, and body composition (relative body mass index [RBMI]) and to determine whether a school-based pedometer intervention program would improve those variables. The sample consisted of 116 rural 11- to 13-year-old students. Weakly positive correlations between self-efficacy, physical activity, and aerobic fitness and weakly correlated inverse relationships between self-efficacy, physical activity, aerobic fitness and RBMI were found. There was no statistical significance between the intervention and control group when analyzing outcome variables. These findings suggest that those with optimal RBMI levels have higher self-efficacy, physical activity and aerobic fitness levels. Although not statistically significant, the intervention group had greater improvements in mean self-efficacy scores, aerobic fitness levels, and RBMI. © 2014.
Observing fermionic statistics with photons in arbitrary processes
Matthews, Jonathan C. F.; Poulios, Konstantinos; Meinecke, Jasmin D. A.; Politi, Alberto; Peruzzo, Alberto; Ismail, Nur; Wörhoff, Kerstin; Thompson, Mark G.; O'Brien, Jeremy L.
2013-01-01
Quantum mechanics defines two classes of particles-bosons and fermions-whose exchange statistics fundamentally dictate quantum dynamics. Here we develop a scheme that uses entanglement to directly observe the correlated detection statistics of any number of fermions in any physical process. This approach relies on sending each of the entangled particles through identical copies of the process and by controlling a single phase parameter in the entangled state, the correlated detection statistics can be continuously tuned between bosonic and fermionic statistics. We implement this scheme via two entangled photons shared across the polarisation modes of a single photonic chip to directly mimic the fermion, boson and intermediate behaviour of two-particles undergoing a continuous time quantum walk. The ability to simulate fermions with photons is likely to have applications for verifying boson scattering and for observing particle correlations in analogue simulation using any physical platform that can prepare the entangled state prescribed here. PMID:23531788
NASA Astrophysics Data System (ADS)
Thompson, John
2015-04-01
As the Physical Review Focused Collection demonstrates, recent frontiers in physics education research include systematic investigations at the upper division. As part of a collaborative project, we have examined student understanding of several topics in upper-division thermal and statistical physics. A fruitful context for research is the Boltzmann factor in statistical mechanics: the standard derivation involves several physically justified mathematical steps as well as the invocation of a Taylor series expansion. We have investigated student understanding of the physical significance of the Boltzmann factor as well as its utility in various circumstances, and identified various lines of student reasoning related to the use of the Boltzmann factor. Results from written data as well as teaching interviews suggest that many students do not use the Boltzmann factor when answering questions related to probability in applicable physical situations, even after lecture instruction. We designed an inquiry-based tutorial activity to guide students through a derivation of the Boltzmann factor and to encourage deep connections between the physical quantities involved and the mathematics. Observations of students working through the tutorial suggest that many students at this level can recognize and interpret Taylor series expansions, but they often lack fluency in creating and using Taylor series appropriately, despite previous exposure in both calculus and physics courses. Our findings also suggest that tutorial participation not only increases the prevalence of relevant invocation of the Boltzmann factor, but also helps students gain an appreciation of the physical implications and meaning of the mathematical formalism behind the formula. Supported in part by NSF Grants DUE-0817282, DUE-0837214, and DUE-1323426.
WE-A-201-01: Memorial Introduction
DOE Office of Scientific and Technical Information (OSTI.GOV)
Marshall, C.
Chris Marshall: Memorial Introduction Donald Edmonds Herbert Jr., or Don to his colleagues and friends, exemplified the “big tent” vision of medical physics, specializing in Applied Statistics and Dynamical Systems theory. He saw, more clearly than most, that “Making models is the difference between doing science and just fooling around [ref Woodworth, 2004]”. Don developed an interest in chemistry at school by “reading a book” - a recurring theme in his story. He was awarded a Westinghouse Science scholarship and attended the Carnegie Institute of Technology (later Carnegie Mellon University) where his interest turned to physics and led to amore » BS in Physics after transfer to Northwestern University. After (voluntary) service in the Navy he earned his MS in Physics from the University of Oklahoma, which led him to Johns Hopkins University in Baltimore to pursue a PhD. The early death of his wife led him to take a salaried position in the Physics Department of Colorado College in Colorado Springs so as to better care for their young daughter. There, a chance invitation from Dr. Juan del Regato to teach physics to residents at the Penrose Cancer Hospital introduced him to Medical Physics, and he decided to enter the field. He received his PhD from the University of London (UK) under Prof. Joseph Rotblat, where I first met him, and where he taught himself statistics. He returned to Penrose as a clinical medical physicist, also largely self-taught. In 1975 he formalized an evolving interest in statistical analysis as Professor of Radiology and Head of the Division of Physics and Statistics at the College of Medicine of the University of South Alabama in Mobile, AL where he remained for the rest of his career. He also served as the first Director of their Bio-Statistics and Epidemiology Core Unit working in part on a sickle-cell disease. After retirement he remained active as Professor Emeritus. Don served for several years as a consultant to the Nuclear Regulatory Commission and may be remembered for his critique of the National Academy of Sciences BEIR III report (stating that their methodology “imposes a Delphic quality to the .. risk estimates”.) This led to his appointment as a member of the BEIR V committee. Don presented refresher courses at the AAPM, ASTRO and RSNA meetings and was active in the AAPM as a member or chair of several committees. He was the principal author of AAPM Report 43, which is essentially a critique of established clinical studies prior to 1992. He was co-editor of the Proceedings of many symposia on Time, Dose and Fractionation held in Madison, Wisconsin. He received the AAPM lifetime Achievement award in 2004. Don’s second wife of 46 years, Ann, predeceased him and he is survived by daughters Hillary and Emily, son John and two grandsons. Don was a true gentleman with a unique and erudite writing style illuminated by pithy quotations. If he had a fault it was, perhaps, that he did not realize how much smarter he was than the rest of us. This presentation draws heavily on a biography and video interview in the History and Heritage section of the AAPM website. The quote is his own. Andrzej Niemierko: Statistical modeling plays an essential role in modern medicine for quantitative evaluation of the effect of treatment. This session will feature an overview of statistical modeling techniques used for analyzing the many types of research data and an exploration of recent advances in new statistical modeling methodologies. Learning Objectives: To learn basics of statistical modeling methodology. To discuss statistical models that are frequently used in radiation oncology To discuss advanced modern statistical modeling methods and applications.« less
Statistical panorama of female physics graduate students for 2000-2010 in Peru
NASA Astrophysics Data System (ADS)
Cerón Loayza, María Luisa; Bravo Cabrejos, Jorge Aurelio
2013-03-01
We report the results of a statistical study on the number of women entering the undergraduate and master's programs of physics at Universidad Nacional Mayor de San Marcos in Peru. From 2006 through 2010, 13 female students entered the master's degree program but no females graduated with the degree. Considering that Peru is a developing country, a career in physics is not considered an attractive professional choice even for male students because it is thought that there are no work centers to practice this profession. We recommend that the causes preventing female physics students from completing their studies and research work be analyzed, and that strategies be planned to help women complete their academic work. We are considering getting help from the Peruvian Physics Society (SOPERFI) in order to draw more attention for our plan.
NASA Astrophysics Data System (ADS)
Moslehi, M.; de Barros, F.; Rajagopal, R.
2014-12-01
Hydrogeological models that represent flow and transport in subsurface domains are usually large-scale with excessive computational complexity and uncertain characteristics. Uncertainty quantification for predicting flow and transport in heterogeneous formations often entails utilizing a numerical Monte Carlo framework, which repeatedly simulates the model according to a random field representing hydrogeological characteristics of the field. The physical resolution (e.g. grid resolution associated with the physical space) for the simulation is customarily chosen based on recommendations in the literature, independent of the number of Monte Carlo realizations. This practice may lead to either excessive computational burden or inaccurate solutions. We propose an optimization-based methodology that considers the trade-off between the following conflicting objectives: time associated with computational costs, statistical convergence of the model predictions and physical errors corresponding to numerical grid resolution. In this research, we optimally allocate computational resources by developing a modeling framework for the overall error based on a joint statistical and numerical analysis and optimizing the error model subject to a given computational constraint. The derived expression for the overall error explicitly takes into account the joint dependence between the discretization error of the physical space and the statistical error associated with Monte Carlo realizations. The accuracy of the proposed framework is verified in this study by applying it to several computationally extensive examples. Having this framework at hand aims hydrogeologists to achieve the optimum physical and statistical resolutions to minimize the error with a given computational budget. Moreover, the influence of the available computational resources and the geometric properties of the contaminant source zone on the optimum resolutions are investigated. We conclude that the computational cost associated with optimal allocation can be substantially reduced compared with prevalent recommendations in the literature.
ERIC Educational Resources Information Center
Rossman, Allan; Nolan, Deborah
2015-01-01
Deborah Nolan is Professor of Statistics and holds the Zaffaroni Family Chair in Undergraduate Education at the University of California-Berkeley, where she has also served as Associate Dean of Mathematical and Physical Sciences. She is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. This interview…
Dotto, G L; Pinto, L A A; Hachicha, M A; Knani, S
2015-03-15
In this work, statistical physics treatment was employed to study the adsorption of food dyes onto chitosan films, in order to obtain new physicochemical interpretations at molecular level. Experimental equilibrium curves were obtained for the adsorption of four dyes (FD&C red 2, FD&C yellow 5, FD&C blue 2, Acid Red 51) at different temperatures (298, 313 and 328 K). A statistical physics formula was used to interpret these curves, and the parameters such as, number of adsorbed dye molecules per site (n), anchorage number (n'), receptor sites density (NM), adsorbed quantity at saturation (N asat), steric hindrance (τ), concentration at half saturation (c1/2) and molar adsorption energy (ΔE(a)) were estimated. The relation of the above mentioned parameters with the chemical structure of the dyes and temperature was evaluated and interpreted. Copyright © 2014 Elsevier Ltd. All rights reserved.
Second Law based definition of passivity/activity of devices
NASA Astrophysics Data System (ADS)
Sundqvist, Kyle M.; Ferry, David K.; Kish, Laszlo B.
2017-10-01
Recently, our efforts to clarify the old question, if a memristor is a passive or active device [1], triggered debates between engineers, who have had advanced definitions of passivity/activity of devices, and physicists with significantly different views about this seemingly simple question. This debate triggered our efforts to test the well-known engineering concepts about passivity/activity in a deeper way, challenging them by statistical physics. It is shown that the advanced engineering definition of passivity/activity of devices is self-contradictory when a thermodynamical system executing Johnson-Nyquist noise is present. A new, statistical physical, self-consistent definition based on the Second Law of Thermodynamics is introduced. It is also shown that, in a system with uniform temperature distribution, any rectifier circuitry that can rectify thermal noise must contain an active circuit element, according to both the engineering and statistical physical definitions.
Statistical Data Analyses of Trace Chemical, Biochemical, and Physical Analytical Signatures
DOE Office of Scientific and Technical Information (OSTI.GOV)
Udey, Ruth Norma
Analytical and bioanalytical chemistry measurement results are most meaningful when interpreted using rigorous statistical treatments of the data. The same data set may provide many dimensions of information depending on the questions asked through the applied statistical methods. Three principal projects illustrated the wealth of information gained through the application of statistical data analyses to diverse problems.
ERIC Educational Resources Information Center
Wallman, Katherine K.
The main responsibility of the U.S. Bureau of the Census, Bureau of Labor Statistics, and the National Centers for Health and Education Statistics is to collect, process, analyze, and disseminate statistical data on the economic, physical, and social characteristics of the United States. Under the Paperwork Reduction Act of 1980, the federal…
A statistical profile of physical therapists, 1980 and 1990.
Chevan, J; Chevan, A
1998-03-01
To plan for future needs, human resource analysts require demographic data. In this research, US census data were used to develop a profile of physical therapists. Data were extracted from the Public Use Microdata Samples of the US censuses of population from 1980 and 1990. Samples of 3,112 physical therapists from 1990 and 1,530 therapists from 1980 were obtained. A profile was generated by use of descriptive statistics to examine geographic distribution, social characteristics, employment characteristics, and income. Linear regression was used to determine factors that influence income. During the 1980s, physical therapy demonstrated remarkable growth, with trends in physical therapist location, gender, age, and place of employment. Even as the profession aged, it stayed an occupation composed predominantly of women, but one less concentrated in hospitals. Geographically, physical therapists remained clustered in the Northeast and along the Pacific Coast. Income generated by physical therapists was predicted by social and geographic characteristics. This study presents a new data source to examine physical therapist characteristics. It provides information necessary for health care planners and analysts to better understand the nature of the profession and those who practice.
Learning physics: A comparative analysis between instructional design methods
NASA Astrophysics Data System (ADS)
Mathew, Easow
The purpose of this research was to determine if there were differences in academic performance between students who participated in traditional versus collaborative problem-based learning (PBL) instructional design approaches to physics curricula. This study utilized a quantitative quasi-experimental design methodology to determine the significance of differences in pre- and posttest introductory physics exam performance between students who participated in traditional (i.e., control group) versus collaborative problem solving (PBL) instructional design (i.e., experimental group) approaches to physics curricula over a college semester in 2008. There were 42 student participants (N = 42) enrolled in an introductory physics course at the research site in the Spring 2008 semester who agreed to participate in this study after reading and signing informed consent documents. A total of 22 participants were assigned to the experimental group (n = 22) who participated in a PBL based teaching methodology along with traditional lecture methods. The other 20 students were assigned to the control group (n = 20) who participated in the traditional lecture teaching methodology. Both the courses were taught by experienced professors who have qualifications at the doctoral level. The results indicated statistically significant differences (p < .01) in academic performance between students who participated in traditional (i.e., lower physics posttest scores and lower differences between pre- and posttest scores) versus collaborative (i.e., higher physics posttest scores, and higher differences between pre- and posttest scores) instructional design approaches to physics curricula. Despite some slight differences in control group and experimental group demographic characteristics (gender, ethnicity, and age) there were statistically significant (p = .04) differences between female average academic improvement which was much higher than male average academic improvement (˜63%) in the control group which may indicate that traditional teaching methods are more effective in females, whereas there was no significant difference noted in the experimental group between male and female participants. There was a statistically significant and negative relationship (r = -.61, p = .01) between age and physics pretest scores in the control group. No statistical analyses yielded significantly different average academic performance values in either group as delineated by ethnicity.
NASA Astrophysics Data System (ADS)
Ben Torkia, Yosra; Ben Yahia, Manel; Khalfaoui, Mohamed; Al-Muhtaseb, Shaheen A.; Ben Lamine, Abdelmottaleb
2014-01-01
The adsorption energy distribution (AED) function of a commercial activated carbon (BDH-activated carbon) was investigated. For this purpose, the integral equation is derived by using a purely analytical statistical physics treatment. The description of the heterogeneity of the adsorbent is significantly clarified by defining the parameter N(E). This parameter represents the energetic density of the spatial density of the effectively occupied sites. To solve the integral equation, a numerical method was used based on an adequate algorithm. The Langmuir model was adopted as a local adsorption isotherm. This model is developed by using the grand canonical ensemble, which allows defining the physico-chemical parameters involved in the adsorption process. The AED function is estimated by a normal Gaussian function. This method is applied to the adsorption isotherms of nitrogen, methane and ethane at different temperatures. The development of the AED using a statistical physics treatment provides an explanation of the gas molecules behaviour during the adsorption process and gives new physical interpretations at microscopic levels.
Mäki-Opas, Tomi E; de Munter, Jeroen; Maas, Jolanda; den Hertog, Frank; Kunst, Anton E
2014-08-01
This study examined the effect of physical environment on cycling to and from school among boys and girls of Turkish and Moroccan origin living in Amsterdam. The LASER study (n = 697) was an interview study that included information on cycling to and from school and the perceived physical environment. Objective information on physical environment was gathered from Statistics Netherlands and the Department for Research and Statistics at the Municipality of Amsterdam. Structural equation modelling with latent variables was applied, taking into account age, gender, self-assessed health, education, country of origin, and distance to school. For every unit increase in the latent variable scale for bicycle-friendly infrastructure, we observed a 21% increase in the odds for cycling to and from school. The association was only borderline statistically significant and disappeared after controlling for distance to school. The enjoyable environment was not associated with cycling to and from school after controlling for all background factors. Bicycle-friendly infrastructure and an enjoyable environment were not important factors for cycling to and from school among those with no cultural cycling background.
Hart, Carl R; Reznicek, Nathan J; Wilson, D Keith; Pettit, Chris L; Nykaza, Edward T
2016-05-01
Many outdoor sound propagation models exist, ranging from highly complex physics-based simulations to simplified engineering calculations, and more recently, highly flexible statistical learning methods. Several engineering and statistical learning models are evaluated by using a particular physics-based model, namely, a Crank-Nicholson parabolic equation (CNPE), as a benchmark. Narrowband transmission loss values predicted with the CNPE, based upon a simulated data set of meteorological, boundary, and source conditions, act as simulated observations. In the simulated data set sound propagation conditions span from downward refracting to upward refracting, for acoustically hard and soft boundaries, and low frequencies. Engineering models used in the comparisons include the ISO 9613-2 method, Harmonoise, and Nord2000 propagation models. Statistical learning methods used in the comparisons include bagged decision tree regression, random forest regression, boosting regression, and artificial neural network models. Computed skill scores are relative to sound propagation in a homogeneous atmosphere over a rigid ground. Overall skill scores for the engineering noise models are 0.6%, -7.1%, and 83.8% for the ISO 9613-2, Harmonoise, and Nord2000 models, respectively. Overall skill scores for the statistical learning models are 99.5%, 99.5%, 99.6%, and 99.6% for bagged decision tree, random forest, boosting, and artificial neural network regression models, respectively.
NASA Astrophysics Data System (ADS)
Majorana-Fermi-Segre, E.-L.; Antonoff-Overhauser-Salam, Marvin-Albert-Abdus; Siegel, Edward Carl-Ludwig
2013-03-01
Majorana-fermions, being their own antiparticles, following non-Abelian anyon/semion quantum-statistics: in Zhang et.al.-...-Detwiler et.al.-...``Worlds-in-Collision'': solid-state/condensed-matter - physics spin-orbit - coupled topological-excitations in superconductors and/or superfluids -to- particle-physics neutrinos: ``When `Worlds' Collide'', analysis via Siegel[Schrodinger Centenary Symp., Imperial College, London (1987); in The Copenhagen-Interpretation Fifty-Years After the Como-Lecture, Symp. Fdns. Mod.-Phys., Joensu(1987); Symp. on Fractals, MRS Fall-Mtg., Boston(1989)-5-papers!!!] ``complex quantum-statistics in fractal-dimensions'', which explains hidden-dark-matter(HDM) IN Siegel ``Sephirot'' scenario for The Creation, uses Takagi[Prog.Theo.Phys. Suppl.88,1(86)]-Ooguri[PR D33,357(85)] - Picard-Lefschetz-Arnol'd-Vassil'ev[``Principia Read After 300 Years'', Not.AMS(1989); quantum-theory caveats comment-letters(1990); Applied Picard-Lefschetz Theory, AMS(2006)] - theorem quantum-statistics, which via Euler- formula becomes which via de Moivre- -formula further becomes which on unit-circle is only real for only, i.e, for, versus complex with imaginary-damping denominator for, i.e, for, such that Fermi-Dirac quantum-statistics for
Bermúdez, Valmore; Aparicio, Daniel; Rojas, Edward; Peñaranda, Lianny; Finol, Freddy; Acosta, Luis; Mengual, Edgardo; Rojas, Joselyn; Arráiz, Nailet; Toledo, Alexandra; Colmenares, Carlos; Urribarí, Jesica; Sanchez, Wireynis; Pineda, Carlos; Rodriguez, Dalia; Faria, Judith; Añez, Roberto; Cano, Raquel; Cano, Clímaco; Sorell, Luis; Velasco, Manuel
2010-01-01
Coronary artery disease is the main cause of death worldwide. Lipoprotein(a) [Lp(a)], is an independent risk factor for coronary artery disease in which concentrations are genetically regulated. Contradictory results have been published about physical activity influence on Lp(a) concentration. This research aimed to determine associations between different physical activity levels and Lp(a) concentration. A descriptive and cross-sectional study was made in 1340 randomly selected subjects (males = 598; females = 712) to whom a complete clinical history, the International Physical Activity Questionnaire, and Lp(a) level determination were made. Statistical analysis was carried out to assess qualitative variables relationship by chi2 and differences between means by one-way analysis of variance considering a P value <0.05 as statistically significant. Results are shown as absolute frequencies, percentages, and mean +/- standard deviation according to case. Physical activity levels were ordinal classified as follows: low activity with 24.3% (n = 318), moderate activity with 35.0% (n = 458), and high physical activity with 40.8% (n = 534). Lp(a) concentration in the studied sample was 26.28 +/- 12.64 (IC: 25.59-26.96) mg/dL. Lp(a) concentration according to low, moderate, and high physical activity levels were 29.22 +/- 13.74, 26.27 +/- 12.91, and 24.53 +/- 11.35 mg/dL, respectively, observing statistically significant differences between low and moderate level (P = 0.004) and low and high level (P < 0.001). A strong association (chi2 = 9.771; P = 0.002) was observed among a high physical activity level and a normal concentration of Lp(a) (less than 30 mg/dL). A lifestyle characterized by high physical activity is associated with normal Lp(a) levels.
Statistical mechanics of complex neural systems and high dimensional data
NASA Astrophysics Data System (ADS)
Advani, Madhu; Lahiri, Subhaneil; Ganguli, Surya
2013-03-01
Recent experimental advances in neuroscience have opened new vistas into the immense complexity of neuronal networks. This proliferation of data challenges us on two parallel fronts. First, how can we form adequate theoretical frameworks for understanding how dynamical network processes cooperate across widely disparate spatiotemporal scales to solve important computational problems? Second, how can we extract meaningful models of neuronal systems from high dimensional datasets? To aid in these challenges, we give a pedagogical review of a collection of ideas and theoretical methods arising at the intersection of statistical physics, computer science and neurobiology. We introduce the interrelated replica and cavity methods, which originated in statistical physics as powerful ways to quantitatively analyze large highly heterogeneous systems of many interacting degrees of freedom. We also introduce the closely related notion of message passing in graphical models, which originated in computer science as a distributed algorithm capable of solving large inference and optimization problems involving many coupled variables. We then show how both the statistical physics and computer science perspectives can be applied in a wide diversity of contexts to problems arising in theoretical neuroscience and data analysis. Along the way we discuss spin glasses, learning theory, illusions of structure in noise, random matrices, dimensionality reduction and compressed sensing, all within the unified formalism of the replica method. Moreover, we review recent conceptual connections between message passing in graphical models, and neural computation and learning. Overall, these ideas illustrate how statistical physics and computer science might provide a lens through which we can uncover emergent computational functions buried deep within the dynamical complexities of neuronal networks.
Conference: Statistical Physics and Biological Information
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gross, David J.; Hwa, Terence
OAK B188 In the spring of 2001, the Institute for Theoretical Physics ran a 6 month scientific program on Statistical Physics and Biological Information. This program was organized by Walter Fitch (UC Irvine), Terence Hwa (UC San Diego), Luca Peliti (University Federico II), Naples Gary Stormo (Washington University School of Medicine) and Chao Tang (NEC). Overall scientific supervision was provided by David Gross, Director, ITP. The ITP has an online conference/program proceeding which consists of audio and transparencies of almost all of the talks held during this program. Over 100 talks are available on the site at http://online.kitp.ucsb.edu/online/infobio01/.
Precision Cosmology: The First Half Million Years
NASA Astrophysics Data System (ADS)
Jones, Bernard J. T.
2017-06-01
Cosmology seeks to characterise our Universe in terms of models based on well-understood and tested physics. Today we know our Universe with a precision that once would have been unthinkable. This book develops the entire mathematical, physical and statistical framework within which this has been achieved. It tells the story of how we arrive at our profound conclusions, starting from the early twentieth century and following developments up to the latest data analysis of big astronomical datasets. It provides an enlightening description of the mathematical, physical and statistical basis for understanding and interpreting the results of key space- and ground-based data. Subjects covered include general relativity, cosmological models, the inhomogeneous Universe, physics of the cosmic background radiation, and methods and results of data analysis. Extensive online supplementary notes, exercises, teaching materials, and exercises in Python make this the perfect companion for researchers, teachers and students in physics, mathematics, and astrophysics.
NASA Astrophysics Data System (ADS)
Brennan, Kevin F.
1999-02-01
Modern fabrication techniques have made it possible to produce semiconductor devices whose dimensions are so small that quantum mechanical effects dominate their behavior. This book describes the key elements of quantum mechanics, statistical mechanics, and solid-state physics that are necessary in understanding these modern semiconductor devices. The author begins with a review of elementary quantum mechanics, and then describes more advanced topics, such as multiple quantum wells. He then disusses equilibrium and nonequilibrium statistical mechanics. Following this introduction, he provides a thorough treatment of solid-state physics, covering electron motion in periodic potentials, electron-phonon interaction, and recombination processes. The final four chapters deal exclusively with real devices, such as semiconductor lasers, photodiodes, flat panel displays, and MOSFETs. The book contains many homework exercises and is suitable as a textbook for electrical engineering, materials science, or physics students taking courses in solid-state device physics. It will also be a valuable reference for practicing engineers in optoelectronics and related areas.
Reflections on Gibbs: From Statistical Physics to the Amistad V3.0
NASA Astrophysics Data System (ADS)
Kadanoff, Leo P.
2014-07-01
This note is based upon a talk given at an APS meeting in celebration of the achievements of J. Willard Gibbs. J. Willard Gibbs, the younger, was the first American physical sciences theorist. He was one of the inventors of statistical physics. He introduced and developed the concepts of phase space, phase transitions, and thermodynamic surfaces in a remarkably correct and elegant manner. These three concepts form the basis of different areas of physics. The connection among these areas has been a subject of deep reflection from Gibbs' time to our own. This talk therefore celebrated Gibbs by describing modern ideas about how different parts of physics fit together. I finished with a more personal note. Our own J. Willard Gibbs had all his many achievements concentrated in science. His father, also J. Willard Gibbs, also a Professor at Yale, had one great non-academic achievement that remains unmatched in our day. I describe it.
The effect of studying A-level mathematics on performance in A-level physics
NASA Astrophysics Data System (ADS)
Rutter, Pam
1994-01-01
Mathematics plays an important part in physics at all levels. At A-level, physics candidates who do not study A-level mathematics would seem to be at a disadvantage. This article presents statistical evidence to support this widely held belief.
Status of Indonesian women in physics
NASA Astrophysics Data System (ADS)
Raharti, Monika; Kartini, Evvy
2015-12-01
This paper reports on the current situation of women in physics in Indonesia. Statistics show that there is an imbalance in the number of male and female physicists in Indonesia. An overview by one of the very few female professors in physics in Indonesia also shows how women struggle in their careers. A Women in Physics organization will be established under the Indonesian Physical Society in October 2014.
From the Law of Large Numbers to Large Deviation Theory in Statistical Physics: An Introduction
NASA Astrophysics Data System (ADS)
Cecconi, Fabio; Cencini, Massimo; Puglisi, Andrea; Vergni, Davide; Vulpiani, Angelo
This contribution aims at introducing the topics of this book. We start with a brief historical excursion on the developments from the law of large numbers to the central limit theorem and large deviations theory. The same topics are then presented using the language of probability theory. Finally, some applications of large deviations theory in physics are briefly discussed through examples taken from statistical mechanics, dynamical and disordered systems.
NASA Astrophysics Data System (ADS)
Lafontaine, J.; Hay, L.; Archfield, S. A.; Farmer, W. H.; Kiang, J. E.
2014-12-01
The U.S. Geological Survey (USGS) has developed a National Hydrologic Model (NHM) to support coordinated, comprehensive and consistent hydrologic model development, and facilitate the application of hydrologic simulations within the continental US. The portion of the NHM located within the Gulf Coastal Plains and Ozarks Landscape Conservation Cooperative (GCPO LCC) is being used to test the feasibility of improving streamflow simulations in gaged and ungaged watersheds by linking statistically- and physically-based hydrologic models. The GCPO LCC covers part or all of 12 states and 5 sub-geographies, totaling approximately 726,000 km2, and is centered on the lower Mississippi Alluvial Valley. A total of 346 USGS streamgages in the GCPO LCC region were selected to evaluate the performance of this new calibration methodology for the period 1980 to 2013. Initially, the physically-based models are calibrated to measured streamflow data to provide a baseline for comparison. An enhanced calibration procedure then is used to calibrate the physically-based models in the gaged and ungaged areas of the GCPO LCC using statistically-based estimates of streamflow. For this application, the calibration procedure is adjusted to address the limitations of the statistically generated time series to reproduce measured streamflow in gaged basins, primarily by incorporating error and bias estimates. As part of this effort, estimates of uncertainty in the model simulations are also computed for the gaged and ungaged watersheds.
Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.
Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana
2014-06-01
Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd.
Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†
Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana
2014-01-01
Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370
NASA Astrophysics Data System (ADS)
Richfield, Jon; bookfeller
2016-07-01
In reply to Ralph Kenna and Pádraig Mac Carron's feature article “Maths meets myths” in which they describe how they are using techniques from statistical physics to characterize the societies depicted in ancient Icelandic sagas.
On the fractal characterization of Paretian Poisson processes
NASA Astrophysics Data System (ADS)
Eliazar, Iddo I.; Sokolov, Igor M.
2012-06-01
Paretian Poisson processes are Poisson processes which are defined on the positive half-line, have maximal points, and are quantified by power-law intensities. Paretian Poisson processes are elemental in statistical physics, and are the bedrock of a host of power-law statistics ranging from Pareto's law to anomalous diffusion. In this paper we establish evenness-based fractal characterizations of Paretian Poisson processes. Considering an array of socioeconomic evenness-based measures of statistical heterogeneity, we show that: amongst the realm of Poisson processes which are defined on the positive half-line, and have maximal points, Paretian Poisson processes are the unique class of 'fractal processes' exhibiting scale-invariance. The results established in this paper are diametric to previous results asserting that the scale-invariance of Poisson processes-with respect to physical randomness-based measures of statistical heterogeneity-is characterized by exponential Poissonian intensities.
An order statistics approach to the halo model for galaxies
NASA Astrophysics Data System (ADS)
Paul, Niladri; Paranjape, Aseem; Sheth, Ravi K.
2017-04-01
We use the halo model to explore the implications of assuming that galaxy luminosities in groups are randomly drawn from an underlying luminosity function. We show that even the simplest of such order statistics models - one in which this luminosity function p(L) is universal - naturally produces a number of features associated with previous analyses based on the 'central plus Poisson satellites' hypothesis. These include the monotonic relation of mean central luminosity with halo mass, the lognormal distribution around this mean and the tight relation between the central and satellite mass scales. In stark contrast to observations of galaxy clustering; however, this model predicts no luminosity dependence of large-scale clustering. We then show that an extended version of this model, based on the order statistics of a halo mass dependent luminosity function p(L|m), is in much better agreement with the clustering data as well as satellite luminosities, but systematically underpredicts central luminosities. This brings into focus the idea that central galaxies constitute a distinct population that is affected by different physical processes than are the satellites. We model this physical difference as a statistical brightening of the central luminosities, over and above the order statistics prediction. The magnitude gap between the brightest and second brightest group galaxy is predicted as a by-product, and is also in good agreement with observations. We propose that this order statistics framework provides a useful language in which to compare the halo model for galaxies with more physically motivated galaxy formation models.
/country/economy, by field (2010) Women among Physics and Astronomy faculty (2010) African Americans and Hispanics among Physics and Astronomy Faculty (2012) UPDATED Primary support mechanisms for science and
Higher Order Cumulant Studies of Ocean Surface Random Fields from Satellite Altimeter Data
NASA Technical Reports Server (NTRS)
Cheng, B.
1996-01-01
Higher order statistics, especially 2nd order statistics, have been used to study ocean processes for many years in the past, and occupy an appreciable part of the research literature on physical oceanography. They in turn form part of a much larger field of study in statistical fluid mechanics.
American Automobile and Light Truck Statistics Update
ERIC Educational Resources Information Center
Feldman, Bernard J.
2014-01-01
Given that transportation is an essential topic in any Physics and Society or Energy course, it is necessary to have useful statistics on transportation in order to have a reasoned discussion on this topic. And a major component of the transportation picture is the automobile. This paper presents updated transportation statistics for American…
The Interface between Physics and Biology: An Unexplored Territory.
ERIC Educational Resources Information Center
Marx, George
1980-01-01
Discusses from the physicist's point of view the connection between biology and physics and the usefulness of physical laws for understanding biological processes. Discusses these fields of research in secondary school science: molecular science, regulation, statistics and information, corrosion and evolution, chance and necessity, and…
The use and misuse of statistical analyses. [in geophysics and space physics
NASA Technical Reports Server (NTRS)
Reiff, P. H.
1983-01-01
The statistical techniques most often used in space physics include Fourier analysis, linear correlation, auto- and cross-correlation, power spectral density, and superposed epoch analysis. Tests are presented which can evaluate the significance of the results obtained through each of these. Data presented without some form of error analysis are frequently useless, since they offer no way of assessing whether a bump on a spectrum or on a superposed epoch analysis is real or merely a statistical fluctuation. Among many of the published linear correlations, for instance, the uncertainty in the intercept and slope is not given, so that the significance of the fitted parameters cannot be assessed.
Women in Physics in India—2008
NASA Astrophysics Data System (ADS)
Chandra, Nutan; Godbole, Rohini M.; Gupte, Neelima; Jolly, Pratibha; Mehta, Anita; Narasimhan, Shobhana; Rao, Sumathi; Sharma, Vinita; Surya, Sumati
2009-04-01
In this paper we summarize the situation for women in physics in India. We provide some statistics, describe new initiatives, and provide comments collated from the widely varying backgrounds of the authors.
Scaling range of power laws that originate from fluctuation analysis
NASA Astrophysics Data System (ADS)
Grech, Dariusz; Mazur, Zygmunt
2013-05-01
We extend our previous study of scaling range properties performed for detrended fluctuation analysis (DFA) [Physica A0378-437110.1016/j.physa.2013.01.049 392, 2384 (2013)] to other techniques of fluctuation analysis (FA). The new technique, called modified detrended moving average analysis (MDMA), is introduced, and its scaling range properties are examined and compared with those of detrended moving average analysis (DMA) and DFA. It is shown that contrary to DFA, DMA and MDMA techniques exhibit power law dependence of the scaling range with respect to the length of the searched signal and with respect to the accuracy R2 of the fit to the considered scaling law imposed by DMA or MDMA methods. This power law dependence is satisfied for both uncorrelated and autocorrelated data. We find also a simple generalization of this power law relation for series with a different level of autocorrelations measured in terms of the Hurst exponent. Basic relations between scaling ranges for different techniques are also discussed. Our findings should be particularly useful for local FA in, e.g., econophysics, finances, or physiology, where the huge number of short time series has to be examined at once and wherever the preliminary check of the scaling range regime for each of the series separately is neither effective nor possible.
How Random is the Walk: Efficiency of Indian Stock and Futures Markets
NASA Astrophysics Data System (ADS)
Basu, Udayan Kumar
Time series of prices of stock and its rates of return has been one of the major areas of study in Econophysics. The price of a stock depends on a number of factors as well as information related thereto, and how quickly and effectively the price of a stock assimilates all such information decides the efficiency of the stock market. Instead of individual stocks, people often study the behaviour of stock indices to get a feel of the market as a whole, and the outcomes of such studies for the Dow Jones Industrial Average (DJIA), the Nasdaq Index and the S & P 500 Index have been listed in a number of articles. In this context, it has also been argued that for a market to be considered sufficiently liquid, correlation between successive price movements and rates of return should be insignificant, because any significant correlation would lead to an arbitrage opportunity that is expected to be rapidly exploited and thus washed out. The residual correlations are those little enough not to be profitable for strategies due to imperfect market conditions. Unless transaction costs or slippages or any other impediment exists, leading to some transactional inefficiency, arbitrages would take place to bring back the markets to a stage of insignifficant correlations [1, 2].
Data analysis unveils a new stylized fact in foreign currency markets
NASA Astrophysics Data System (ADS)
Nacher, J. C.; Ochiai, T.
2012-09-01
The search for stylized facts (i.e., simplified empirical facts) is of capital importance in econophysics because the stylized facts constitute the experimental empirical body on which theories and models should be tested. At the moment they are too few and this is an important limitation to the progress in the field. In this work, we unveil a new stylized fact, which consists of resistance effect and breaking-acceleration effect that implicitly requires a long memory feature in price movement. By analyzing a vast amount of historical data, we demonstrate that the financial market tends to exceed a past (historical) extreme price less often than expected by a classic short-memory model (e.g., Black-Scholes model). We call it resistance effect. However, when the market does it, we predict that the average volatility at that time point will be much higher (accelerates more). It means, in average, volatility accelerates more when the price breaks the highest (lowest) value. We refer to this as breaking-acceleration effect. These observed empirical facts are actually an effect which may arise from technical trading and psychological effects. Taken together, these results indicate that, beyond the predictive capability of this unveiled stylized fact, traditional short-memory models do not faithfully capture the market dynamics.
NASA Astrophysics Data System (ADS)
Mazzitello, Karina I.; Candia, Julián
2012-12-01
In every country, public and private agencies allocate extensive funding to collect large-scale statistical data, which in turn are studied and analyzed in order to determine local, regional, national, and international policies regarding all aspects relevant to the welfare of society. One important aspect of that process is the visualization of statistical data with embedded geographical information, which most often relies on archaic methods such as maps colored according to graded scales. In this work, we apply nonstandard visualization techniques based on physical principles. We illustrate the method with recent statistics on homicide rates in Brazil and their correlation to other publicly available data. This physics-based approach provides a novel tool that can be used by interdisciplinary teams investigating statistics and model projections in a variety of fields such as economics and gross domestic product research, public health and epidemiology, sociodemographics, political science, business and marketing, and many others.
PHYSICS OF NON-GAUSSIAN FIELDS AND THE COSMOLOGICAL GENUS STATISTIC
DOE Office of Scientific and Technical Information (OSTI.GOV)
James, J. Berian, E-mail: berian@berkeley.edu
2012-05-20
We report a technique to calculate the impact of distinct physical processes inducing non-Gaussianity on the cosmological density field. A natural decomposition of the cosmic genus statistic into an orthogonal polynomial sequence allows complete expression of the scale-dependent evolution of the topology of large-scale structure, in which effects including galaxy bias, nonlinear gravitational evolution, and primordial non-Gaussianity may be delineated. The relationship of this decomposition to previous methods for analyzing the genus statistic is briefly considered and the following applications are made: (1) the expression of certain systematics affecting topological measurements, (2) the quantification of broad deformations from Gaussianity thatmore » appear in the genus statistic as measured in the Horizon Run simulation, and (3) the study of the evolution of the genus curve for simulations with primordial non-Gaussianity. These advances improve the treatment of flux-limited galaxy catalogs for use with this measurement and further the use of the genus statistic as a tool for exploring non-Gaussianity.« less
Quantifying economic fluctuations by adapting methods of statistical physics
NASA Astrophysics Data System (ADS)
Plerou, Vasiliki
2001-09-01
The first focus of this thesis is the investigation of cross-correlations between the price fluctuations of different stocks using the conceptual framework of random matrix theory (RMT), developed in physics to describe the statistical properties of energy-level spectra of complex nuclei. RMT makes predictions for the statistical properties of matrices that are universal, i.e., do not depend on the interactions between the elements comprising the system. In physical systems, deviations from the predictions of RMT provide clues regarding the mechanisms controlling the dynamics of a given system so this framework is of potential value if applied to economic systems. This thesis compares the statistics of cross-correlation matrix
Stochastic Calculus and Differential Equations for Physics and Finance
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
A Statistical-Physics Approach to Language Acquisition and Language Change
NASA Astrophysics Data System (ADS)
Cassandro, Marzio; Collet, Pierre; Galves, Antonio; Galves, Charlotte
1999-02-01
The aim of this paper is to explain why Statistical Physics can help understanding two related linguistic questions. The first question is how to model first language acquisition by a child. The second question is how language change proceeds in time. Our approach is based on a Gibbsian model for the interface between syntax and prosody. We also present a simulated annealing model of language acquisition, which extends the Triggering Learning Algorithm recently introduced in the linguistic literature.
Physical concepts in the development of constitutive equations
NASA Technical Reports Server (NTRS)
Cassenti, B. N.
1985-01-01
Proposed viscoplastic material models include in their formulation observed material response but do not generally incorporate principles from thermodynamics, statistical mechanics, and quantum mechanics. Numerous hypotheses were made for material response based on first principles. Many of these hypotheses were tested experimentally. The proposed viscoplastic theories and the experimental basis of these hypotheses must be checked against the hypotheses. The physics of thermodynamics, statistical mechanics and quantum mechanics, and the effects of defects, are reviewed for their application to the development of constitutive laws.
Grbovic, Vesna; Jurisic-Skevin, Aleksandra; Djukic, Svetlana; Stefanović, Srdjan; Nurkovic, Jasmin
2016-01-01
[Purpose] Painful diabetic polyneuropathy occurs as a complication in 16% of all patients with diabetes mellitus. [Subjects and Methods] A clinical, prospective open-label randomized intervention study was conducted of 60 adult patients, with distal sensorimotor diabetic neuropathy two groups of 30 patients, with diabetes mellitus type 2 with distal sensorimotor diabetic neuropathy. Patients in group A were treated with combined physical procedures, and patients in group B were treated with alpha lipoic acid. [Results] There where a statistically significant improvements in terminal latency and the amplitude of the action potential in group A patients, while group B patients showed a statistically significant improvements in conduction velocity and terminal latency of n. peroneus. Group A patients showed a statistically significant improvements in conduction velocity and terminal latency, while group B patients also showed a statistically significant improvements in conduction velocity and terminal latency. This was reflected in a significant improvements in electrophysiological parameters (conduction velocity, amplitude and latency) of the motor and sensory nerves (n. peroneus, n. suralis). [Conclusion] These results present further evidence justifying of the use of physical agents in the treatment of diabetic sensorimotor polyneuropathy. PMID:27065527
Taking the "Physical" out of Physical Education
ERIC Educational Resources Information Center
Usher, Wayne; Keegan, Richard; Edwards, Allan
2016-01-01
Australian youth (5-17) are exhibiting the most alarming statistics surrounding poor physical activity (PA) levels and increasing correlating chronic disease trends (i.e. obesity). With schools well positioned to address such concerns, this study aimed to determine the type, frequency and intensity levels of PA being undertaken by children during…
ERIC Educational Resources Information Center
Geelan, David; Louden, William; Wildy, Helen
2013-01-01
A variety of factors are associated with students' achievement in secondary school physics, including cohort size--the total number of students studying Physics in the school--and socioeconomic status. Earlier studies also showed boys achieving better in Physics, while more recent research has shown better results for girls. Statistical analysis…
NASA Technical Reports Server (NTRS)
Purves, L.; Strang, R. F.; Dube, M. P.; Alea, P.; Ferragut, N.; Hershfeld, D.
1983-01-01
The software and procedures of a system of programs used to generate a report of the statistical correlation between NASTRAN modal analysis results and physical tests results from modal surveys are described. Topics discussed include: a mathematical description of statistical correlation, a user's guide for generating a statistical correlation report, a programmer's guide describing the organization and functions of individual programs leading to a statistical correlation report, and a set of examples including complete listings of programs, and input and output data.
Di Lorenzo, Rosaria; Baraldi, Sara; Ferrara, Maria; Mimmi, Stefano; Rigatelli, Marco
2012-04-01
To analyze physical restraint use in an Italian acute psychiatric ward, where mechanical restraint by belt is highly discouraged but allowed. Data were retrospectively collected from medical and nursing charts, from January 1, 2005, to December 31, 2008. Physical restraint rate and relationships between restraints and selected variables were statistically analyzed. Restraints were statistically significantly more frequent in compulsory or voluntary admissions of patients with an altered state of consciousness, at night, to control aggressive behavior, and in patients with "Schizophrenia and other Psychotic Disorders" during the first 72 hr of hospitalization. Analysis of clinical and organizational factors conditioning restraints may limit its use. © 2011 Wiley Periodicals, Inc.
Urban environmental health applications of remote sensing, summary report
NASA Technical Reports Server (NTRS)
Rush, M.; Goldstein, J.; Hsi, B. P.; Olsen, C. B.
1975-01-01
Health and its association with the physical environment was studied based on the hypothesis that there is a relationship between the man-made physical environment and health status of a population. The statistical technique of regression analysis was employed to show the degree of association and aspects of physical environment which accounted for the greater variation in health status. Mortality, venereal disease, tuberculosis, hepatitis, meningitis, shigella/salmonella, hypertension and cardiac arrest/myocardial infarction were examined. The statistical techniques were used to measure association and variation, not necessarily cause and effect. Conclusions drawn show that the association still exists in the decade of the 1970's and that it can be successfully monitored with the methodology of remote sensing.
Learning physical descriptors for materials science by compressed sensing
NASA Astrophysics Data System (ADS)
Ghiringhelli, Luca M.; Vybiral, Jan; Ahmetcik, Emre; Ouyang, Runhai; Levchenko, Sergey V.; Draxl, Claudia; Scheffler, Matthias
2017-02-01
The availability of big data in materials science offers new routes for analyzing materials properties and functions and achieving scientific understanding. Finding structure in these data that is not directly visible by standard tools and exploitation of the scientific information requires new and dedicated methodology based on approaches from statistical learning, compressed sensing, and other recent methods from applied mathematics, computer science, statistics, signal processing, and information science. In this paper, we explain and demonstrate a compressed-sensing based methodology for feature selection, specifically for discovering physical descriptors, i.e., physical parameters that describe the material and its properties of interest, and associated equations that explicitly and quantitatively describe those relevant properties. As showcase application and proof of concept, we describe how to build a physical model for the quantitative prediction of the crystal structure of binary compound semiconductors.
Networking—a statistical physics perspective
NASA Astrophysics Data System (ADS)
Yeung, Chi Ho; Saad, David
2013-03-01
Networking encompasses a variety of tasks related to the communication of information on networks; it has a substantial economic and societal impact on a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption requires new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with nonlinear large-scale systems. This review aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications.
Statistical Features of Complex Systems ---Toward Establishing Sociological Physics---
NASA Astrophysics Data System (ADS)
Kobayashi, Naoki; Kuninaka, Hiroto; Wakita, Jun-ichi; Matsushita, Mitsugu
2011-07-01
Complex systems have recently attracted much attention, both in natural sciences and in sociological sciences. Members constituting a complex system evolve through nonlinear interactions among each other. This means that in a complex system the multiplicative experience or, so to speak, the history of each member produces its present characteristics. If attention is paid to any statistical property in any complex system, the lognormal distribution is the most natural and appropriate among the standard or ``normal'' statistics to overview the whole system. In fact, the lognormality emerges rather conspicuously when we examine, as familiar and typical examples of statistical aspects in complex systems, the nursing-care period for the aged, populations of prefectures and municipalities, and our body height and weight. Many other examples are found in nature and society. On the basis of these observations, we discuss the possibility of sociological physics.
Statistically Modeling I-V Characteristics of CNT-FET with LASSO
NASA Astrophysics Data System (ADS)
Ma, Dongsheng; Ye, Zuochang; Wang, Yan
2017-08-01
With the advent of internet of things (IOT), the need for studying new material and devices for various applications is increasing. Traditionally we build compact models for transistors on the basis of physics. But physical models are expensive and need a very long time to adjust for non-ideal effects. As the vision for the application of many novel devices is not certain or the manufacture process is not mature, deriving generalized accurate physical models for such devices is very strenuous, whereas statistical modeling is becoming a potential method because of its data oriented property and fast implementation. In this paper, one classical statistical regression method, LASSO, is used to model the I-V characteristics of CNT-FET and a pseudo-PMOS inverter simulation based on the trained model is implemented in Cadence. The normalized relative mean square prediction error of the trained model versus experiment sample data and the simulation results show that the model is acceptable for digital circuit static simulation. And such modeling methodology can extend to general devices.
Yue Xu, Selene; Nelson, Sandahl; Kerr, Jacqueline; Godbole, Suneeta; Patterson, Ruth; Merchant, Gina; Abramson, Ian; Staudenmayer, John; Natarajan, Loki
2018-04-01
Physical inactivity is a recognized risk factor for many chronic diseases. Accelerometers are increasingly used as an objective means to measure daily physical activity. One challenge in using these devices is missing data due to device nonwear. We used a well-characterized cohort of 333 overweight postmenopausal breast cancer survivors to examine missing data patterns of accelerometer outputs over the day. Based on these observed missingness patterns, we created psuedo-simulated datasets with realistic missing data patterns. We developed statistical methods to design imputation and variance weighting algorithms to account for missing data effects when fitting regression models. Bias and precision of each method were evaluated and compared. Our results indicated that not accounting for missing data in the analysis yielded unstable estimates in the regression analysis. Incorporating variance weights and/or subject-level imputation improved precision by >50%, compared to ignoring missing data. We recommend that these simple easy-to-implement statistical tools be used to improve analysis of accelerometer data.
NASA Astrophysics Data System (ADS)
Ronde, Christian De
In classical physics, probabilistic or statistical knowledge has been always related to ignorance or inaccurate subjective knowledge about an actual state of affairs. This idea has been extended to quantum mechanics through a completely incoherent interpretation of the Fermi-Dirac and Bose-Einstein statistics in terms of "strange" quantum particles. This interpretation, naturalized through a widespread "way of speaking" in the physics community, contradicts Born's physical account of Ψ as a "probability wave" which provides statistical information about outcomes that, in fact, cannot be interpreted in terms of `ignorance about an actual state of affairs'. In the present paper we discuss how the metaphysics of actuality has played an essential role in limiting the possibilities of understating things differently. We propose instead a metaphysical scheme in terms of immanent powers with definite potentia which allows us to consider quantum probability in a new light, namely, as providing objective knowledge about a potential state of affairs.
On entropy, financial markets and minority games
NASA Astrophysics Data System (ADS)
Zapart, Christopher A.
2009-04-01
The paper builds upon an earlier statistical analysis of financial time series with Shannon information entropy, published in [L. Molgedey, W. Ebeling, Local order, entropy and predictability of financial time series, European Physical Journal B-Condensed Matter and Complex Systems 15/4 (2000) 733-737]. A novel generic procedure is proposed for making multistep-ahead predictions of time series by building a statistical model of entropy. The approach is first demonstrated on the chaotic Mackey-Glass time series and later applied to Japanese Yen/US dollar intraday currency data. The paper also reinterprets Minority Games [E. Moro, The minority game: An introductory guide, Advances in Condensed Matter and Statistical Physics (2004)] within the context of physical entropy, and uses models derived from minority game theory as a tool for measuring the entropy of a model in response to time series. This entropy conditional upon a model is subsequently used in place of information-theoretic entropy in the proposed multistep prediction algorithm.
Liu, Lu; Wei, Jianrong; Zhang, Huishu; Xin, Jianhong; Huang, Jiping
2013-01-01
Because classical music has greatly affected our life and culture in its long history, it has attracted extensive attention from researchers to understand laws behind it. Based on statistical physics, here we use a different method to investigate classical music, namely, by analyzing cumulative distribution functions (CDFs) and autocorrelation functions of pitch fluctuations in compositions. We analyze 1,876 compositions of five representative classical music composers across 164 years from Bach, to Mozart, to Beethoven, to Mendelsohn, and to Chopin. We report that the biggest pitch fluctuations of a composer gradually increase as time evolves from Bach time to Mendelsohn/Chopin time. In particular, for the compositions of a composer, the positive and negative tails of a CDF of pitch fluctuations are distributed not only in power laws (with the scale-free property), but also in symmetry (namely, the probability of a treble following a bass and that of a bass following a treble are basically the same for each composer). The power-law exponent decreases as time elapses. Further, we also calculate the autocorrelation function of the pitch fluctuation. The autocorrelation function shows a power-law distribution for each composer. Especially, the power-law exponents vary with the composers, indicating their different levels of long-range correlation of notes. This work not only suggests a way to understand and develop music from a viewpoint of statistical physics, but also enriches the realm of traditional statistical physics by analyzing music.
NASA Astrophysics Data System (ADS)
Stanley, H. E.; Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki
2007-08-01
One challenge of economics is that the systems treated by these sciences have no perfect metronome in time and no perfect spatial architecture-crystalline or otherwise. Nonetheless, as if by magic, out of nothing but randomness one finds remarkably fine-tuned processes in time. We present an overview of recent research joining practitioners of economic theory and statistical physics to try to better understand puzzles regarding economic fluctuations. One of these puzzles is how to describe outliers, phenomena that lie outside of patterns of statistical regularity. We review evidence consistent with the possibility that such outliers may not exist. This possibility is supported by recent analysis of databases containing information about each trade of every stock.
Beauty and physics: 13 important contributions of Chen Ning Yang
NASA Astrophysics Data System (ADS)
Shi, Yu
2014-06-01
In 2012, Chen Ning Yang received a 90th birthday gift in the form of a black cube inscribed with his 13 most important contributions, which cover four major areas of physics: statistical mechanics, condensed matter physics, particle physics and field theory. We briefly describe these 13 contributions and make general comments about Yang's distinctive style as a trailblazing leader in research.
Statistical physics of human cooperation
NASA Astrophysics Data System (ADS)
Perc, Matjaž; Jordan, Jillian J.; Rand, David G.; Wang, Zhen; Boccaletti, Stefano; Szolnoki, Attila
2017-05-01
Extensive cooperation among unrelated individuals is unique to humans, who often sacrifice personal benefits for the common good and work together to achieve what they are unable to execute alone. The evolutionary success of our species is indeed due, to a large degree, to our unparalleled other-regarding abilities. Yet, a comprehensive understanding of human cooperation remains a formidable challenge. Recent research in the social sciences indicates that it is important to focus on the collective behavior that emerges as the result of the interactions among individuals, groups, and even societies. Non-equilibrium statistical physics, in particular Monte Carlo methods and the theory of collective behavior of interacting particles near phase transition points, has proven to be very valuable for understanding counterintuitive evolutionary outcomes. By treating models of human cooperation as classical spin models, a physicist can draw on familiar settings from statistical physics. However, unlike pairwise interactions among particles that typically govern solid-state physics systems, interactions among humans often involve group interactions, and they also involve a larger number of possible states even for the most simplified description of reality. The complexity of solutions therefore often surpasses that observed in physical systems. Here we review experimental and theoretical research that advances our understanding of human cooperation, focusing on spatial pattern formation, on the spatiotemporal dynamics of observed solutions, and on self-organization that may either promote or hinder socially favorable states.
Validating Future Force Performance Measures (Army Class): Concluding Analyses
2016-06-01
32 Table 3.10. Descriptive Statistics and Intercorrelations for LV Final Predictor Factor Scores...55 Table 4.7. Descriptive Statistics for Analysis Criteria...Soldier attrition and performance: Dependability (Non- Delinquency ), Adjustment, Physical Conditioning, Leadership, Work Orientation, and Agreeableness
ERIC Educational Resources Information Center
Dinkel, Danae M.; Lee, Jung-Min; Schaffer, Connie
2016-01-01
This study examined teachers' zone of proximal development for classroom physical activity breaks by assessing teachers' knowledge and capacity for implementing classroom physical activity breaks. Five school districts of various sizes (n = 346 teachers) took part in a short online survey. Descriptive statistics were calculated and chi-square…
ERIC Educational Resources Information Center
White, Susan C.
2016-01-01
Since 1987, the Statistical Research Center at the American Institute of Physics has regularly conducted a survey of high school physics teachers. This September we're at it again. This fall, we will look for physics teachers at each of the 4,000+ schools with 12th grade in our nationally representative sample of public and private schools. We…
Students' Individual and Social Behaviors with Physical Education Teachers' Personality
ERIC Educational Resources Information Center
Arbabisarjou, Azizollah; Sourki, Mehdi Sadeghian; Bonjar, Seyedeh Elaham Hashemi
2016-01-01
The main objective for this survey is to assess the relationship between physical education teachers' personality and students' individual with social behaviors. The statistical population of the study was all the teachers of physical education working at high schools in the academic year 2012-2013. The sample consisted of sixty teachers that were…
NASA Astrophysics Data System (ADS)
Kahn, Yoni; Anderson, Adam
2018-03-01
Preface; How to use this book; Resources; 1. Classical mechanics; 2. Electricity and magnetism; 3. Optics and waves; 4. Thermodynamics and statistical mechanics; 5. Quantum mechanics and atomic physics; 6. Special relativity; 7. Laboratory methods; 8. Specialized topics; 9. Special tips and tricks for the Physics GRE; Sample exams and solutions; References; Equation index; Subject index; Problems index.
Physical Attacks: An Analysis of Teacher Characteristics Using the Schools and Staffing Survey
ERIC Educational Resources Information Center
Williams, Thomas O., Jr.; Ernst, Jeremy V.
2016-01-01
This study investigated physical attacks as reported by public school teachers on the most recent Schools and Staffing Survey (SASS) from the National Center for Education Statistics administered by the Institute of Educational Sciences. For this study, characteristics of teachers who responded affirmatively to having been physically attacked in…
Physical Activity and Perceived Self-Efficacy in Older Adults.
ERIC Educational Resources Information Center
Langan, Mary E.; Marotta, Sylvia A.
2000-01-01
The purpose of this study was to examine predictors of self-efficacy in older adults, with physical activity, age, and sex as the predictor variables. Regression analyses revealed physical activity to be the only statistically significant predictor of self-efficacy. These findings may be of interest to counselors who work with older people.…
NASA Astrophysics Data System (ADS)
Adams, W. K.; Perkins, K. K.; Podolefsky, N. S.; Dubson, M.; Finkelstein, N. D.; Wieman, C. E.
2006-06-01
The Colorado Learning Attitudes about Science Survey (CLASS) is a new instrument designed to measure student beliefs about physics and about learning physics. This instrument extends previous work by probing additional aspects of student beliefs and by using wording suitable for students in a wide variety of physics courses. The CLASS has been validated using interviews, reliability studies, and extensive statistical analyses of responses from over 5000 students. In addition, a new methodology for determining useful and statistically robust categories of student beliefs has been developed. This paper serves as the foundation for an extensive study of how student beliefs impact and are impacted by their educational experiences. For example, this survey measures the following: that most teaching practices cause substantial drops in student scores; that a student’s likelihood of becoming a physics major correlates with their “Personal Interest” score; and that, for a majority of student populations, women’s scores in some categories, including “Personal Interest” and “Real World Connections,” are significantly different from men’s scores.
Equilibrium statistical-thermal models in high-energy physics
NASA Astrophysics Data System (ADS)
Tawfik, Abdel Nasser
2014-05-01
We review some recent highlights from the applications of statistical-thermal models to different experimental measurements and lattice QCD thermodynamics that have been made during the last decade. We start with a short review of the historical milestones on the path of constructing statistical-thermal models for heavy-ion physics. We discovered that Heinz Koppe formulated in 1948, an almost complete recipe for the statistical-thermal models. In 1950, Enrico Fermi generalized this statistical approach, in which he started with a general cross-section formula and inserted into it, the simplifying assumptions about the matrix element of the interaction process that likely reflects many features of the high-energy reactions dominated by density in the phase space of final states. In 1964, Hagedorn systematically analyzed the high-energy phenomena using all tools of statistical physics and introduced the concept of limiting temperature based on the statistical bootstrap model. It turns to be quite often that many-particle systems can be studied with the help of statistical-thermal methods. The analysis of yield multiplicities in high-energy collisions gives an overwhelming evidence for the chemical equilibrium in the final state. The strange particles might be an exception, as they are suppressed at lower beam energies. However, their relative yields fulfill statistical equilibrium, as well. We review the equilibrium statistical-thermal models for particle production, fluctuations and collective flow in heavy-ion experiments. We also review their reproduction of the lattice QCD thermodynamics at vanishing and finite chemical potential. During the last decade, five conditions have been suggested to describe the universal behavior of the chemical freeze-out parameters. The higher order moments of multiplicity have been discussed. They offer deep insights about particle production and to critical fluctuations. Therefore, we use them to describe the freeze-out parameters and suggest the location of the QCD critical endpoint. Various extensions have been proposed in order to take into consideration the possible deviations of the ideal hadron gas. We highlight various types of interactions, dissipative properties and location-dependences (spatial rapidity). Furthermore, we review three models combining hadronic with partonic phases; quasi-particle model, linear sigma model with Polyakov potentials and compressible bag model.
A new model of physical evolution of Jupiter-family comets
NASA Astrophysics Data System (ADS)
Rickman, H.; Szutowicz, S.; Wójcikowski, K.
2014-07-01
We aim to find the statistical physical lifetimes of Jupiter Family comets. For this purpose, we try to model the processes that govern the dynamical and physical evolution of comets. We pay special attention to physical evolution; attempts at such modelling have been made before, but we propose a more accurate model, which will include more physical effects. The model is tested on a sample of fictitious comets based on real Jupiter Family comets with some orbital elements changed to a state before the capture by Jupiter. We model four different physical effects: erosion by sublimation, dust mantling, rejuvenation (mantle blow-off), and splitting. While for sublimation and splitting there already are some models, like di Sisto et. al. (2009), and we only wish to make them more accurate, dust mantling and rejuvenation have not been included in previous, statistical physical evolution models. Each of these effects depends on one or more tunable parameters, which we establish by choosing the model that best fits the observed comet sample in a way similar to di Sisto et. al. (2009). In contrast to di Sisto et. al., our comparison also involves the observed active fractions vs. nuclear radii.
[Factors associated with physical activity among Chinese immigrant women].
Cho, Sung-Hye; Lee, Hyeonkyeong
2013-12-01
This study was done to assess the level of physical activity among Chinese immigrant women and to determine the relationships of physical activity with individual characteristics and behavior-specific cognition. A cross-sectional descriptive study was conducted with 161 Chinese immigrant women living in Busan. A health promotion model of physical activity adapted from Pender's Health Promotion Model was used. Self-administered questionnaires were used to collect data during the period from September 25 to November 20, 2012. Using SPSS 18.0 program, descriptive statistics, t-test, analysis of variance, correlation analysis, and multiple regression analysis were done. The average level of physical activity of the Chinese immigrant women was 1,050.06 ± 686.47 MET-min/week and the minimum activity among types of physical activity was most dominant (59.6%). As a result of multiple regression analysis, it was confirmed that self-efficacy and acculturation were statistically significant variables in the model (p<.001), with an explanatory power of 23.7%. The results indicate that the development and application of intervention strategies to increase acculturation and self-efficacy for immigrant women will aid in increasing the physical activity in Chinese immigrant women.
The effects of modeling instruction on high school physics academic achievement
NASA Astrophysics Data System (ADS)
Wright, Tiffanie L.
The purpose of this study was to explore whether Modeling Instruction, compared to traditional lecturing, is an effective instructional method to promote academic achievement in selected high school physics classes at a rural middle Tennessee high school. This study used an ex post facto , quasi-experimental research methodology. The independent variables in this study were the instructional methods of teaching. The treatment variable was Modeling Instruction and the control variable was traditional lecture instruction. The Treatment Group consisted of participants in Physical World Concepts who received Modeling Instruction. The Control Group consisted of participants in Physical Science who received traditional lecture instruction. The dependent variable was gains scores on the Force Concepts Inventory (FCI). The participants for this study were 133 students each in both the Treatment and Control Groups (n = 266), who attended a public, high school in rural middle Tennessee. The participants were administered the Force Concepts Inventory (FCI) prior to being taught the mechanics of physics. The FCI data were entered into the computer-based Statistical Package for the Social Science (SPSS). Two independent samples t-tests were conducted to answer the research questions. There was a statistically significant difference between the treatment and control groups concerning the instructional method. Modeling Instructional methods were found to be effective in increasing the academic achievement of students in high school physics. There was no statistically significant difference between FCI gains scores for gender. Gender was found to have no effect on the academic achievement of students in high school physics classes. However, even though there was not a statistically significant difference, female students' gains scores were higher than male students' gains scores when Modeling Instructional methods of teaching were used. Based on these findings, it is recommended that high school science teachers should use Modeling Instructional methods of teaching daily in their classrooms. A recommendation for further research is to expand the Modeling Instructional methods of teaching into different content areas, (i.e., reading and language arts) to explore academic achievement gains.
NASA Astrophysics Data System (ADS)
Balta, Nuri; Mason, Andrew J.; Singh, Chandralekha
2016-06-01
Students' attitudes and approaches to physics problem solving can impact how well they learn physics and how successful they are in solving physics problems. Prior research in the U.S. using a validated Attitude and Approaches to Problem Solving (AAPS) survey suggests that there are major differences between students in introductory physics and astronomy courses and physics experts in terms of their attitudes and approaches to physics problem solving. Here we discuss the validation, administration, and analysis of data for the Turkish version of the AAPS survey for high school and university students in Turkey. After the validation and administration of the Turkish version of the survey, the analysis of the data was conducted by grouping the data by grade level, school type, and gender. While there are no statistically significant differences between the averages of various groups on the survey, overall, the university students in Turkey were more expertlike than vocational high school students. On an item by item basis, there are statistically differences between the averages of the groups on many items. For example, on average, the university students demonstrated less expertlike attitudes about the role of equations and formulas in problem solving, in solving difficult problems, and in knowing when the solution is not correct, whereas they displayed more expertlike attitudes and approaches on items related to metacognition in physics problem solving. A principal component analysis on the data yields item clusters into which the student responses on various survey items can be grouped. A comparison of the responses of the Turkish and American university students enrolled in algebra-based introductory physics courses shows that on more than half of the items, the responses of these two groups were statistically significantly different, with the U.S. students on average responding to the items in a more expertlike manner.
NASA Astrophysics Data System (ADS)
Ornes, Stephen
2016-05-01
What makes for a fun student project that provides useful results, a journal publication and a high-profile conference talk? Stephen Ornes describes how Alex Alemi and Matt Bierbaum spiced up their learning by mixing statistical physics with their love of zombie tales.
Physical View of Cloud Seeding
ERIC Educational Resources Information Center
Tribus, Myron
1970-01-01
Reviews experimental data on various aspects of climate control. Includes a discussion of (1) the physics of cloud seeding, (2) the applications of cloud seeding, and (3) the role of statistics in the field of weather modification. Bibliography. (LC)
Generalized two-dimensional chiral QED: Anomaly and exotic statistics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Saradzhev, F.M.
1997-07-01
We study the influence of the anomaly on the physical quantum picture of the generalized chiral Schwinger model defined on S{sup 1}. We show that the anomaly (i) results in the background linearly rising electric field and (ii) makes the spectrum of the physical Hamiltonian nonrelativistic without a massive boson. The physical matter fields acquire exotic statistics. We construct explicitly the algebra of the Poincar{acute e} generators and show that it differs from the Poincar{acute e} one. We exhibit the role of the vacuum Berry phase in the failure of the Poincar{acute e} algebra to close. We prove that, inmore » spite of the background electric field, such phenomenon as the total screening of external charges characteristic for the standard Schwinger model takes place in the generalized chiral Schwinger model, too. {copyright} {ital 1997} {ital The American Physical Society}« less
NASA Astrophysics Data System (ADS)
Rodríguez, Nancy
2015-03-01
The use of mathematical tools has long proved to be useful in gaining understanding of complex systems in physics [1]. Recently, many researchers have realized that there is an analogy between emerging phenomena in complex social systems and complex physical or biological systems [4,5,12]. This realization has particularly benefited the modeling and understanding of crime, a ubiquitous phenomena that is far from being understood. In fact, when one is interested in the bulk behavior of patterns that emerge from small and seemingly unrelated interactions as well as decisions that occur at the individual level, the mathematical tools that have been developed in statistical physics, game theory, network theory, dynamical systems, and partial differential equations can be useful in shedding light into the dynamics of these patterns [2-4,6,12].
Is generic physical activity or specific exercise associated with motor abilities?
Rinne, Marjo; Pasanen, Matti; Miilunpalo, Seppo; Mälkiä, Esko
2010-09-01
Evidence of the effect of leisure time physical activity (LTPA) modes on the motor abilities of a mature population is scarce. The purpose of this study was to compare the motor abilities of physically active and inactive men and women and to examine the associations of different exercise modes and former and recent LTPA (R-LTPA) with motor ability and various physical tests. The LTPA of the participants (men n = 69, women n = 79; aged 41-47 yr) was ascertained by a modified Physical Activity Readiness Questionnaire, including questions on the frequency, duration, and intensity of R-LTPA and former LTPA and on exercise modes. Motor abilities in terms of balance, agility, and coordination were assessed with a battery of nine tests supplemented with five physical fitness tests. Multiple statistical methods were used in analyses that were conducted separately for men and women. The MET-hours per week of R-LTPA correlated statistically significantly with the tests of agility and static balance (rs = -0.28, P = 0.022; rs = -0.25, P = 0.043, respectively) among men and with the static balance (rs = 0.41), 2-km walking (rs = 0.36), step squat (rs = 0.36) (P < or = 0.001, respectively), and static back endurance (rs = 0.25, P = 0.024) among women. In the stepwise regression among men, the most frequent statistically significant predictor was the playing of several games. For women, a history of LTPA for more than 3 yr was the strongest predictor for good results in almost all tests. Participants with long-term and regular LTPA had better motor performance, and especially a variety of games improve components of motor ability. Diverse, regular, and long-term exercise including both specific training and general activity develops both motor abilities and physical fitness.
Sanders, Taren; Feng, Xiaoqi; Fahey, Paul P; Lonsdale, Chris; Astell-Burt, Thomas
2015-09-30
It is often hypothesised that neighbourhood green space may help prevent well-known declines in physical activity and increases in sedentary behaviour that occur across childhood. As most studies in this regard are cross-sectional, the purpose of our study was to use longitudinal data to examine whether green space promotes active lifestyles as children grow older. Data came from participants (n = 4983; age = 4-5) of the Longitudinal Study of Australian Children, a nationally representative study on health and child development. Physical activity and screen time were measured biennially (2004-2012) using questionnaires and time use diaries. Quantity of neighbourhood green space was objectively measured using Australian Bureau of Statistics mesh block data for each participant's statistical area level 2. Multilevel regression was used to test for associations between physical activity and screen time with green space quantity, adjusting for socio-economic confounders. Boys living in areas with 10% more neighbourhood green space had a: 7% (95% CI = 1.02, 1.13) greater odds of choosing physically active pastimes; 8% (95 % CI = 0.85, 1.00) lower odds of not enjoying physical activity; 2.3 min reduction in weekend television viewing (95% CI = -4.00, -0.69); and 7% (95% CI = 1.02; 1.12) and 9% (95% CI = 1.03; 1.15) greater odds of meeting physical activity guidelines on weekdays and weekends, respectively. No statistically (or practically) significant results were observed for girls. Current provisions of neighbourhood green space may be more amenable to promoting active lifestyles among boys than girls. Research is needed to explore what types of green space promote active lifestyles in all children.
ERIC Educational Resources Information Center
White, Susan; Tesfaye, Casey Langer
2014-01-01
Since 1987, the Statistical Research Center at the American Institute of Physics has regularly conducted a nationwide survey of high school physics teachers to take a closer look at physics in U.S. high schools. We contact all of the teachers who teach at least one physics course at a nationally representative sample of all U.S. high schools-both…
Glozah, Franklin N; Pevalin, David J
2015-08-01
To examine the role of perceived social support and parental education on physical activity and eating behaviour of Ghanaian adolescents. Seven hundred and seventy Senior High School students (504 boys and 266 girls) between the ages of 14-21 years participated by completing questionnaires on perceived social support, physical activity and eating behaviour. The highest education attained by either parent or guardian was also obtained. Multivariate analysis of covariance was the main statistical test used to analyse the data. The results showed significant gender differences in physical activity and eating behaviour combined, with boys more likely to engage in physical activity than girls, and girls also more likely to engage in healthy eating behaviour than boys, albeit the effect was not statistically significant. While perceived social support had a significant positive effect on eating behaviour and physical activity, parental education had a significant effect only on eating behaviour but not physical activity. Perceived social support from family coupled with parental education provides more opportunities for adolescents to engage in healthy eating behaviour. Also, parents' educational attainment alone does not necessarily guarantee that adolescents will engage in physical activity; providing the needed social support and conducive home environment is more likely to induce physical activity behaviours. Finally, physical activity and eating behaviour should not be construed as alternative health behaviours as suggested by gender differentials in these health behaviours.
Physical activity after retinal detachment surgery.
Bovino, J A; Marcus, D F
1984-08-15
A prospective, randomized, masked clinical trial to assess the value of limited physical activity after scleral buckling surgery included 108 consecutive patients with rhegmatogenous retinal detachment randomly divided into two groups. The first group was encouraged to resume full physical activity immediately after hospital discharge. In the second group, bending, lifting, straining at stool, driving, sexual activity, lawnmowing, gardening, athletics, and returning to work were strictly forbidden for six weeks. A thorough evaluation of patient compliance was performed after six weeks. Six months after surgery the rates of reoperation and final reattachment percentages of the active and inactive groups showed no statistically significant difference (P greater than .05). Final visual acuity, measured one year after surgery, also identified no statistically significant difference between the groups (P greater than .05).
Oak, Sameer R; Strnad, Gregory J; Bena, James; Farrow, Lutul D; Parker, Richard D; Jones, Morgan H; Spindler, Kurt P
2016-12-01
The EuroQol 5 dimensions questionnaire (EQ-5D), Patient-Reported Outcomes Measurement Information System (PROMIS) 10 Global Health, and Veterans RAND 12-Item Health Survey (VR-12) are generic patient-reported outcome (PRO) questionnaires that assess a patient's general health. In choosing a PRO to track general health status, it is necessary to consider which measure will be the most responsive to change after treatment. To date, no studies exist comparing responsiveness among the EQ-5D, PROMIS 10 Global Health, and the Veterans Rand 12-Item Health Survey (VR-12). To determine which of the generic PROs are most responsive internally and externally in the setting of knee arthroscopy. Cohort study (diagnosis); Level of evidence, 3. Fifty patients who underwent knee arthroscopy were surveyed preoperatively and a mean 3.6 months postoperatively, with 90% follow-up. PROs included the EQ-5D, EQ-5D visual analog scale, PROMIS 10 Global Health (PROMIS 10) physical and mental components, VR-12 physical and mental components, and the Knee injury and Osteoarthritis Outcome Score (KOOS)-pain subscale. Internal responsiveness was evaluated by performing paired t tests on the changes in measures and calculating 2 measures of effect size: Cohen d and standardized response mean (SRM). External responsiveness was evaluated by comparing Pearson correlation measures between the disease-specific reference KOOS-pain and generic PROs. For internal responsiveness, 3 PROs showed a statistically significant improvement in score after treatment (EQ-5D: +0.10 [95% CI, 0.06-0.15], VR-12 physical: +7.2 [95% CI, 4.0-10.4]), and PROMIS 10 physical: +4.4 [95% CI, 2.6-6.3]) and effect size statistics with moderate change (Cohen d and SRM, 0.5-0.8). Assessing external responsiveness, a high correlation with the disease-specific reference (KOOS-pain score) was found for EQ-5D (0.65), VR-12 physical (0.57), and PROMIS 10 physical (0.77). For both internal and external responsiveness, the EQ-5D, VR-12 physical, and PROMIS 10 physical showed significantly greater responsiveness compared with the other general PRO measures but no statistical differences among themselves. There is no statistical difference in internal or external responsiveness to change among the EQ-5D, VR-12 physical, and PROMIS 10 physical instruments. In tracking longitudinal patient health, researchers and administrators have the flexibility to choose any of the general PROs among the EQ-5D, VR-12 physical, and PROMIS 10 physical. We recommend that any study tracking PROs in knee arthroscopy include 1 of these generic instruments.
Chakraborty, Arup K; Barton, John P
2017-03-01
Vaccination has saved more lives than any other medical procedure. Pathogens have now evolved that have not succumbed to vaccination using the empirical paradigms pioneered by Pasteur and Jenner. Vaccine design strategies that are based on a mechanistic understanding of the pertinent immunology and virology are required to confront and eliminate these scourges. In this perspective, we describe just a few examples of work aimed to achieve this goal by bringing together approaches from statistical physics with biology and clinical research.
Dark energy models through nonextensive Tsallis' statistics
NASA Astrophysics Data System (ADS)
Barboza, Edésio M.; Nunes, Rafael da C.; Abreu, Everton M. C.; Ananias Neto, Jorge
2015-10-01
The accelerated expansion of the Universe is one of the greatest challenges of modern physics. One candidate to explain this phenomenon is a new field called dark energy. In this work we have used the Tsallis nonextensive statistical formulation of the Friedmann equation to explore the Barboza-Alcaniz and Chevalier-Polarski-Linder parametric dark energy models and the Wang-Meng and Dalal vacuum decay models. After that, we have discussed the observational tests and the constraints concerning the Tsallis nonextensive parameter. Finally, we have described the dark energy physics through the role of the q-parameter.
Assaraf, Roland
2014-12-01
We show that the recently proposed correlated sampling without reweighting procedure extends the locality (asymptotic independence of the system size) of a physical property to the statistical fluctuations of its estimator. This makes the approach potentially vastly more efficient for computing space-localized properties in large systems compared with standard correlated methods. A proof is given for a large collection of noninteracting fragments. Calculations on hydrogen chains suggest that this behavior holds not only for systems displaying short-range correlations, but also for systems with long-range correlations.
NASA Astrophysics Data System (ADS)
Chakraborty, Arup K.; Barton, John P.
2017-03-01
Vaccination has saved more lives than any other medical procedure. Pathogens have now evolved that have not succumbed to vaccination using the empirical paradigms pioneered by Pasteur and Jenner. Vaccine design strategies that are based on a mechanistic understanding of the pertinent immunology and virology are required to confront and eliminate these scourges. In this perspective, we describe just a few examples of work aimed to achieve this goal by bringing together approaches from statistical physics with biology and clinical research.
Leveraging Statistical Physics to Improve Understanding of Cooperation in Multiplex Networks.
Fu, Feng; Chen, Xingru
2017-07-01
Understanding how public cooperation emerges and is maintained is a topic of broad interest, with increasing contributions coming from a synergistic combination of evolutionary game theory and statistical physics. The comprehensive study by Battiston et al (2017 New J. Phys. , in press) improves our understanding of the role of multiplexity in cooperation, revealing that a significant edge overlap across network layers along with benign conditions for cooperation in at least one of the layers is needed to facilitate the emergence of cooperation in the multiplex.
Statistical physics of interacting neural networks
NASA Astrophysics Data System (ADS)
Kinzel, Wolfgang; Metzler, Richard; Kanter, Ido
2001-12-01
Recent results on the statistical physics of time series generation and prediction are presented. A neural network is trained on quasi-periodic and chaotic sequences and overlaps to the sequence generator as well as the prediction errors are calculated numerically. For each network there exists a sequence for which it completely fails to make predictions. Two interacting networks show a transition to perfect synchronization. A pool of interacting networks shows good coordination in the minority game-a model of competition in a closed market. Finally, as a demonstration, a perceptron predicts bit sequences produced by human beings.
Bayesian statistics in radionuclide metrology: measurement of a decaying source
NASA Astrophysics Data System (ADS)
Bochud, François O.; Bailat, Claude J.; Laedermann, Jean-Pascal
2007-08-01
The most intuitive way of defining a probability is perhaps through the frequency at which it appears when a large number of trials are realized in identical conditions. The probability derived from the obtained histogram characterizes the so-called frequentist or conventional statistical approach. In this sense, probability is defined as a physical property of the observed system. By contrast, in Bayesian statistics, a probability is not a physical property or a directly observable quantity, but a degree of belief or an element of inference. The goal of this paper is to show how Bayesian statistics can be used in radionuclide metrology and what its advantages and disadvantages are compared with conventional statistics. This is performed through the example of an yttrium-90 source typically encountered in environmental surveillance measurement. Because of the very low activity of this kind of source and the small half-life of the radionuclide, this measurement takes several days, during which the source decays significantly. Several methods are proposed to compute simultaneously the number of unstable nuclei at a given reference time, the decay constant and the background. Asymptotically, all approaches give the same result. However, Bayesian statistics produces coherent estimates and confidence intervals in a much smaller number of measurements. Apart from the conceptual understanding of statistics, the main difficulty that could deter radionuclide metrologists from using Bayesian statistics is the complexity of the computation.
DOT National Transportation Integrated Search
1976-03-01
This introductory portion of a system science for tranportation planning, which is based on the statistical physics of ensembles, a foundations laid on how statistical mechanics, equilibrium thermodynamics, and near equilbrium thermodynamics can be u...
A pedagogical derivation of the matrix element method in particle physics data analysis
NASA Astrophysics Data System (ADS)
Sumowidagdo, Suharyo
2018-03-01
The matrix element method provides a direct connection between the underlying theory of particle physics processes and detector-level physical observables. I am presenting a pedagogically-oriented derivation of the matrix element method, drawing from elementary concepts in probability theory, statistics, and the process of experimental measurements. The level of treatment should be suitable for beginning research student in phenomenology and experimental high energy physics.
NASA Astrophysics Data System (ADS)
Faulconer, E. K.; Griffith, J.; Wood, B.; Acharyya, S.; Roberts, D.
2018-05-01
While the equivalence between online and traditional classrooms has been well-researched, very little of this includes college-level introductory Physics. Only one study explored Physics at the whole-class level rather than specific course components such as a single lab or a homework platform. In this work, we compared the failure rate, grade distribution, and withdrawal rates in an introductory undergraduate Physics course across several learning modes including traditional face-to-face instruction, synchronous video instruction, and online classes. Statistically significant differences were found for student failure rates, grade distribution, and withdrawal rates but yielded small effect sizes. Post-hoc pair-wise test was run to determine differences between learning modes. Online students had a significantly lower failure rate than students who took the class via synchronous video classroom. While statistically significant differences were found for grade distributions, the pair-wise comparison yielded no statistically significance differences between learning modes when using the more conservative Bonferroni correction in post-hoc testing. Finally, in this study, student withdrawal rates were lowest for students who took the class in person (in-person classroom and synchronous video classroom) than online. Students that persist in an online introductory Physics class are more likely to achieve an A than in other modes. However, the withdrawal rate is higher from online Physics courses. Further research is warranted to better understand the reasons for higher withdrawal rates in online courses. Finding the root cause to help eliminate differences in student performance across learning modes should remain a high priority for education researchers and the education community as a whole.
NASA Astrophysics Data System (ADS)
Ishihara, Masamichi
2018-04-01
We studied the effects of nonextensivity on the phase transition for the system of finite volume V in the ϕ4 theory in the Tsallis nonextensive statistics of entropic parameter q and temperature T, when the deviation from the Boltzmann-Gibbs (BG) statistics, |q ‑ 1|, is small. We calculated the condensate and the effective mass to the order q ‑ 1 with the normalized q-expectation value under the free particle approximation with zero bare mass. The following facts were found. The condensate Φ divided by v, Φ/v, at q (v is the value of the condensate at T = 0) is smaller than that at q‧ for q > q‧ as a function of Tph/v which is the physical temperature Tph divided by v. The physical temperature Tph is related to the variation of the Tsallis entropy and the variation of the internal energies, and Tph at q = 1 coincides with T. The effective mass decreases, reaches minimum, and increases after that, as Tph increases. The effective mass at q > 1 is lighter than the effective mass at q = 1 at low physical temperature and heavier than the effective mass at q = 1 at high physical temperature. The effects of the nonextensivity on the physical quantity as a function of Tph become strong as |q ‑ 1| increases. The results indicate the significance of the definition of the expectation value, the definition of the physical temperature, and the constraints for the density operator, when the terms including the volume of the system are not negligible.
Windhager, Sonja; Schaefer, Katrin; Fink, Bernhard
2011-01-01
Evolutionary psychologists claim that women have adaptive preferences for specific male physical traits. Physical strength may be one of those traits, because recent research suggests that women rate faces of physically strong men as more masculine, dominant, and attractive. Yet, previous research has been limited in its ability to statistically map specific male facial shapes and features to corresponding physical measures (e.g., strength) and ratings (e.g., attractiveness). The association of handgrip strength (together with measures of shoulder width, body height, and body fat) and women's ratings of male faces (concerning dominance, masculinity, and attractiveness) were studied in a sample of 26 Caucasian men (aged 18-32 years). Geometric morphometrics was used to statistically assess the covariation of male facial shape with these measures. Statistical results were visualized with thin-plate spline deformation grids along with image unwarping and image averaging. Handgrip strength together with shoulder width, body fat, dominance, and masculinity loaded positively on the first dimension of covariation with facial shape (explaining 72.6%, P < 0.05). These measures were related to rounder faces with wider eyebrows and a prominent jaw outline while highly attractive and taller men had longer, narrower jaws and wider/fuller lips. Male physical strength was more strongly associated with changes in face shape that relate to perceived masculinity and dominance than to attractiveness. Our study adds to the growing evidence that attractiveness and dominance/masculinity may reflect different aspects of male mate quality. Copyright © 2011 Wiley-Liss, Inc.
Assessment of oral health parameters among students attending special schools of Mangalore city.
Peter, Tom; Cherian, Deepthi Anna; Peter, Tim
2017-01-01
The aim of the study was to assess the oral health status and treatment needs and correlation between dental caries susceptibility and salivary pH, buffering capacity and total antioxidant capacity among students attending special schools of Mangalore city. In this study 361 subjects in the age range of 12-18 years were divided into normal ( n = 84), physically challenged ( n = 68), and mentally challenged ( n = 209) groups. Their oral health status and treatment needs were recorded using the modified WHO oral health assessment proforma. Saliva was collected to estimate the salivary parameters. Statistical analysis was done using Statistical Package for Social Sciences version 17. Chicago. On examining, the dentition status of the study subjects, the mean number of decayed teeth was 1.57 for the normal, 2.54 for the physically challenged and 4.41 for the mentally challenged study subjects. These results were highly statistically significant ( P < 0.001). The treatment needs of the study subjects revealed that the mean number of teeth requiring pulp care and restoration were 1 for the normal, 0.12 for the physically challenged, and 1.21 for the mentally challenged study subjects. These results were highly statistically significant ( P < 0.001). The mean salivary pH and buffering capacity were found to be lowest among the mentally challenged subjects. Physically challenged group had the lowest mean total antioxidant capacity among the study subjects. Among the study subjects, normal students had the highest mean salivary pH, buffering capacity, and total antioxidant capacity. These results were highly statistically significant ( P < 0.001). This better dentition status of the normal compared to the physically and mentally challenged study subjects could be due to their improved quality of oral health practices. The difference in the treatment needs could be due to the higher prevalence of untreated dental caries and also due to the neglected oral health care among the mentally challenged study subjects. The salivary pH and buffering capacity were comparatively lower among the physically and mentally challenged study subjects which could contribute to their increased caries experience compared to the normal study subjects. However, further studies are needed to establish a more conclusive result on the total anti-oxidant capacity of the saliva and dental caries.
Trends in Physics PhDs. Focus On
ERIC Educational Resources Information Center
Mulvey, Patrick J.; Nicholson, Starr
2014-01-01
Each fall, the American Institute of Physics (AIP's) Statistical Research Center conducts its Survey of Enrollments and Degrees. The survey is sent to all degree-granting physics and astronomy departments in the U.S. and Puerto Rico, and asks them to provide the number of degrees they conferred in the previous academic year. The academic year…
Physics Enrollments: Results from the 2008 Survey of Enrollments and Degrees. Focus On
ERIC Educational Resources Information Center
Mulvey, Patrick J.; Nicholson, Starr
2011-01-01
The Statistical Research Center of the American Institute of Physics conducts an annual census of all degree-granting physics departments in the United States and Puerto Rico. In the 2007-2008 academic year, there were 763 degree-granting departments. The authors received responses from 97% of these departments. Estimates were derived and included…
Methods to Measure Physical Activity Behaviors in Health Education Research
ERIC Educational Resources Information Center
Fitzhugh, Eugene C.
2015-01-01
Regular physical activity (PA) is an important concept to measure in health education research. The health education researcher might need to measure physical activity because it is the primary measure of interest, or PA might be a confounding measure that needs to be controlled for in statistical analysis. The purpose of this commentary is to…
Are We Promoting the Health of People with Physical Mobility Impairments? A Literature Review
ERIC Educational Resources Information Center
Francis, Donna Marie; Adams, Ruth
2010-01-01
Purpose: This paper aims to examine whether the health education and health promotion literature is inclusive of people with physical mobility impairments. The English government Department of Health statistics indicate that the number of people living with physical mobility impairments is increasing and this is largely a result of chronic illness…
Women Physicists Speak Again. AIP Report, Number R-441
ERIC Educational Resources Information Center
Ivie, Rachel; Guo, Stacy
2006-01-01
Across the world, women in physics have much in common. In almost all countries, women are largely under represented in physics. In the majority of countries for which data was obtainable for this report from reliable statistical agencies, women earned no more than one-fifth of the PhDs in physics. Many women physicists across the world also…
Statistics and Physical Oceanography
1993-01-01
1987; Institute of Mathematical Statistics, 1988; NRC, 1990a; see also Goel et al., 1990; Gnanadesikan , 1990; Hoadley and Kettenring, 1990), together...1621. Fukumori, I. J. Benveniste, C. Wunsch, and D. B. HaidvogeL 1993. Assimilation of sea surface 57 Gnanadesikan , R. 1990. Looking ahead: Cross
Christiana, Richard W; Davis, Marsha; Wilson, Mark G; McCarty, Frances A; Green, Gary T
2014-12-01
Young adolescents who have little interest in participating in competitive team sports are at an increased risk for physical inactivity. Noncompetitive outdoor physical activity can provide young adolescents with increased opportunities to participate in physical activities that appeal to them and have positive health effects. The purpose of this study was to examine factors related to rural young adolescents' participation in noncompetitive outdoor physical activity to inform intervention design. Young adolescents aged 10 to 14 years old (N = 1,032) from 1 rural county completed a self-administered questionnaire assessing constructs from self-determination theory (SDT) and the theory of planned behavior (TPB) related to noncompetitive outdoor physical activity. Structural equation modeling was used to examine an integrated conceptual model of hypothesized relationships among constructs. The hypothesized conceptual model provided a good fit to the data with greater perceptions of autonomy support and self-determined motivation having statistically significant positive indirect effects on participation in noncompetitive outdoor physical activity mediated by the constructs of the TPB. All direct paths in the model were statistically significant; however, the direct effect of attitudes on intention was weak (.08) and self-determined motivation had no indirect effect on intention through attitudes (.03). Constructs of SDT and TPB should be accounted for by interventions targeting noncompetitive outdoor physical activity among young adolescents. More research is needed to determine young adolescents' preferences for noncompetitive and competitive physical activity and the potential influence that noncompetitive outdoor physical activity may have on total daily physical activity.
NASA Astrophysics Data System (ADS)
Davis, Edith G.
The pilot study compared the effectiveness of using an experimental spiral physics curriculum to a traditional linear physics curriculum for sixth through eighth grades. The study also surveyed students' parents and principals about students' academic history and background as well as identified resilient children's attributes for academic success. The pilot study was used to help validate the testing instrument as well as help refine the complete study. The purpose of the complete study was to compare the effectiveness of using an experimental spiral physics curriculum and a traditional linear curriculum with sixth graders only; seventh and eighth graders were dropped in the complete study. The study also surveyed students' parents, teachers, and principals about students' academic history and background as well as identified resilient children's attributes for academic success. Both the experimental spiral physics curriculum and the traditional linear physics curriculum increased physics achievement; however, there was no statistically significant difference in effectiveness of teaching experimental spiral physics curriculum in the aggregated sixth grade group compared to the traditional linear physics curriculum. It is important to note that the majority of the subgroups studied did show statistically significant differences in effectiveness for the experimental spiral physics curriculum compared to the traditional linear physics curriculum. The Grounded Theory analysis of resilient student characteristics resulted in categories for future studies including the empathy factor ("E" factor), the tenacity factor ("T" factor), the relational factor ("R" factor), and the spiritual factor ("S" factor).
Benjamin, Sara E; Neelon, Brian; Ball, Sarah C; Bangdiwala, Shrikant I; Ammerman, Alice S; Ward, Dianne S
2007-01-01
Background Few assessment instruments have examined the nutrition and physical activity environments in child care, and none are self-administered. Given the emerging focus on child care settings as a target for intervention, a valid and reliable measure of the nutrition and physical activity environment is needed. Methods To measure inter-rater reliability, 59 child care center directors and 109 staff completed the self-assessment concurrently, but independently. Three weeks later, a repeat self-assessment was completed by a sub-sample of 38 directors to assess test-retest reliability. To assess criterion validity, a researcher-administered environmental assessment was conducted at 69 centers and was compared to a self-assessment completed by the director. A weighted kappa test statistic and percent agreement were calculated to assess agreement for each question on the self-assessment. Results For inter-rater reliability, kappa statistics ranged from 0.20 to 1.00 across all questions. Test-retest reliability of the self-assessment yielded kappa statistics that ranged from 0.07 to 1.00. The inter-quartile kappa statistic ranges for inter-rater and test-retest reliability were 0.45 to 0.63 and 0.27 to 0.45, respectively. When percent agreement was calculated, questions ranged from 52.6% to 100% for inter-rater reliability and 34.3% to 100% for test-retest reliability. Kappa statistics for validity ranged from -0.01 to 0.79, with an inter-quartile range of 0.08 to 0.34. Percent agreement for validity ranged from 12.9% to 93.7%. Conclusion This study provides estimates of criterion validity, inter-rater reliability and test-retest reliability for an environmental nutrition and physical activity self-assessment instrument for child care. Results indicate that the self-assessment is a stable and reasonably accurate instrument for use with child care interventions. We therefore recommend the Nutrition and Physical Activity Self-Assessment for Child Care (NAP SACC) instrument to researchers and practitioners interested in conducting healthy weight intervention in child care. However, a more robust, less subjective measure would be more appropriate for researchers seeking an outcome measure to assess intervention impact. PMID:17615078
A statistical physics perspective on alignment-independent protein sequence comparison.
Chattopadhyay, Amit K; Nasiev, Diar; Flower, Darren R
2015-08-01
Within bioinformatics, the textual alignment of amino acid sequences has long dominated the determination of similarity between proteins, with all that implies for shared structure, function and evolutionary descent. Despite the relative success of modern-day sequence alignment algorithms, so-called alignment-free approaches offer a complementary means of determining and expressing similarity, with potential benefits in certain key applications, such as regression analysis of protein structure-function studies, where alignment-base similarity has performed poorly. Here, we offer a fresh, statistical physics-based perspective focusing on the question of alignment-free comparison, in the process adapting results from 'first passage probability distribution' to summarize statistics of ensemble averaged amino acid propensity values. In this article, we introduce and elaborate this approach. © The Author 2015. Published by Oxford University Press.
Statistical physics and economic fluctuations: do outliers exist?
NASA Astrophysics Data System (ADS)
Stanley, H. Eugene
2003-02-01
We present an overview of recent research applying ideas of statistical physics to try to better understand puzzles regarding economic fluctuations. One of these puzzles is how to describe outliers, phenomena that lie outside of patterns of statistical regularity. We review evidence consistent with the possibility that such outliers may not exist. This possibility is supported by recent analysis by Plerou et al. of a database containing the bid, ask, and sale price of each trade of every stock. Further, the data support the picture of economic fluctuations, due to Plerou et al., in which a financial market alternates between being in an “equilibrium phase” where market behavior is split roughly equally between buying and selling, and an “out-of-equilibrium phase” where the market is mainly either buying or selling.
Maxwell's color statistics: from reduction of visible errors to reduction to invisible molecules.
Cat, Jordi
2014-12-01
This paper presents a cross-disciplinary and multi-disciplinary account of Maxwell's introduction of statistical models of molecules for the composition of gases. The account focuses on Maxwell's deployment of statistical models of data in his contemporaneous color researches as established in Cambridge mathematical physics, especially by Maxwell's seniors and mentors. The paper also argues that the cross-disciplinary, or cross-domain, transfer of resources from the natural and social sciences took place in both directions and relied on the complex intra-disciplinary, or intra-domain, dynamics of Maxwell's researches in natural sciences, in color theory, physical astronomy, electromagnetism and dynamical theory of gases, as well as involving a variety of types of communicating and mediating media, from material objects to concepts, techniques and institutions.
Belarusian female physicists: Statistics and perspectives
NASA Astrophysics Data System (ADS)
Fedotova, Julia; Tashlykova-Bushkevich, Iya
2013-03-01
The experience for women in physics remains challenging in Belarus. The proportion of female physics master's degree recipients is approximately 30%, while the percentage of female physics PhD recipients is 50%. Still, only a few female physicists occupy top positions in research laboratories, institutes, or universities. The basic problem for career-oriented female physicists in Belarus is public opinion, which cultivates a passive and dependent life philosophy for women. The Belarusian Women in Physics group was formed in 2003 as part of the Belarusian Physical Society.
The situation of women in physics in Cameroon
NASA Astrophysics Data System (ADS)
Woulache, Rosalie Laure; Kom, Guillaume; Siebatcheu, Beatrice Couonang; Onana, Marthe Boyomo
2013-03-01
The progress of women in science has been widely discussed in recent years. Women have made great progress in the social sciences, but they lag in the field of physics. A survey of the situation of women in physics in Cameroon over the last three years shows some improvement and some areas of stagnation. For example, the statistics show an increase of women teaching physics in secondary school and a slight improvement in the numbers of women studying physics at the university level, but stagnation in the number of women lecturers in physics.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Libby, S B; Weiss, M S
Edward Teller was one of the great physicists of the twentieth century. His career began just after the key ideas of the quantum revolution of the 1920's were completed, opening vast areas of physics and chemistry to detailed understanding. Thus, his early work in theoretical physics focused on applying the new quantum theory to the understanding of diverse phenomena. These topics included chemical physics, diamagnetism, and nuclear physics. Later, he made key contributions to statistical mechanics, surface physics, solid state, and plasma physics. In many cases, the ideas in these papers are still rich with important ramifications.
Physics teaching in the medical schools of Taiwan.
Hsu, Jiann-wien; Hsu, Roy
2012-02-01
We describe and analyze the statistics of general physics and laboratory courses in the medical schools of Taiwan. We explore the development of the general physics curriculum for medical students of Taiwan. Also, an approach to designing a general physics course in combination with its application to medical sciences is proposed. We hope this preliminary study can provide a useful reference for physics colleagues in the medical schools of Taiwan to revolutionize the dynamics of teaching physics to the medical students of Taiwan. Copyright © 2011. Published by Elsevier B.V.
The effect of exercise on physical fitness and quality of life in postmenopausal women.
Teoman, Nursen; Ozcan, Ayşe; Acar, Berrin
2004-01-20
This study was designed to determine the effect of exercise on the physical fitness level and quality of life in postmenopausal women. 81 volunteer postmenopausal women who entered the menopause naturally and have been taking hormone replacement treatment (HRT) were divided randomly into two groups: exercise (n=41) and control (n=40). Physical fitness tests and the Nottingham Health Profile (NHP) were used to assess physical fitness and quality of life in both groups, both before and after 6 weeks. The study group participated in an exercise programme, which was composed of sub-maximal aerobic exercises for a 6-week period 3 times a week. The statistical analyses were done by paired samples t-test and independent samples t-test. At the end of 6 weeks exercise period, when the two groups were compared after the exercise period, we found statistically significant differences in strength, endurance, flexibility and balance parameters in the exercise group (P<0.05). There was also a statistically significant change in the exercise group for the NHP indicating an improvement in the quality of life (P<0.05). In this study, it was concluded that the fitness level and quality of life on postmenopausal women could be improved by a regular and controlled exercise programme of 6 weeks.
[Treatment of patients with neuromuscular disease in a warm climate].
Dahl, Arve; Skjeldal, Ola H; Simensen, Andreas; Dalen, Håkon E; Bråthen, Tone; Ahlvin, Petra; Svendsby, Ellen Kathrine; Sveinall, Anne; Fredriksen, Per Morten
2004-07-01
Several patient groups request treatment in a warm climate, in spite of the fact that the effects of such treatment are undocumented. 47 children and 40 adults with neuromuscular diseases were recruited, stratified according to sex, use or non-use of electric wheelchair, primary myopathy or hereditary neuropathy, and randomised into two adult and two children groups. The patients were treated in a rehabilitation centre, either on Lanzarote or in Norway. All patients were monitored with physical tests and questionnaires at the start of the study, at the end of the treatment period, after three months (all groups) and after six months (adults only). No significant differences in effect between the groups were found. In the warm climate, the adult patient group showed a statistically significant improvement regarding pain, quality of life, depression, and results of physical tests at the end of treatment. After three months, the improvement in physical tests was still present. Among adult patients treated in Norway, improvement in physical tests was statistically significant after three months, but not at the end of the treatment period. This study did not show a statistically significant difference between patients with various neuromuscular diseases treated in a warm climate compared to similar patients treated in Norway.
Hidden Statistics of Schroedinger Equation
NASA Technical Reports Server (NTRS)
Zak, Michail
2011-01-01
Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.
Changes in physical activity, self-efficacy and depressive symptoms in adolescent girls.
Neissaar, Inga; Raudsepp, Lennart
2011-08-01
The purpose of this study was to examine the longitudinal relationships between naturally occurring changes in leisure-time physical activity, depressive symptoms and self-efficacy in adolescent girls. We also aimed to test whether depressive symptoms would moderate the self-efficacy-physical activity relationship. Participants were 181 urban adolescent girls. Physical activity was measured using the 3-Day Physical Activity Recall. Self-efficacy and depressive symptoms were assessed using questionnaires. Body height and body mass were measured and body mass index (BMI) was calculated. Data were collected on three occasions over a 2-year period. There was a decrease in physical activity and self-efficacy and increase in depressive symptoms across three measurement occasions. There were statistically significant and negative relationships between initial level and change for physical activity and depressive symptoms. Initially higher levels of physical activity were related with initially lower levels of depressive symptoms, and change in physical activity across time was inversely associated with change in levels of depressive symptoms across measurements. There were statistically significant and positive relationships between initial level and change for physical activity and self-efficacy after controlling effect of BMI. Latent growth modeling (LGM) also indicated a moderating effect of depressive symptoms on the self-efficacy-physical activity relationship. Girls who had high initial levels of self-efficacy and smaller increases in depressive symptoms had the lowest decline in physical activity participation. Our results encourage the design of interventions that reduce depressive symptoms and increase self-efficacy as a possible of means of increasing adolescent girls' physical activity.
Statistical representation of a spray as a point process
NASA Astrophysics Data System (ADS)
Subramaniam, S.
2000-10-01
The statistical representation of a spray as a finite point process is investigated. One objective is to develop a better understanding of how single-point statistical information contained in descriptions such as the droplet distribution function (ddf), relates to the probability density functions (pdfs) associated with the droplets themselves. Single-point statistical information contained in the droplet distribution function (ddf) is shown to be related to a sequence of single surrogate-droplet pdfs, which are in general different from the physical single-droplet pdfs. It is shown that the ddf contains less information than the fundamental single-point statistical representation of the spray, which is also described. The analysis shows which events associated with the ensemble of spray droplets can be characterized by the ddf, and which cannot. The implications of these findings for the ddf approach to spray modeling are discussed. The results of this study also have important consequences for the initialization and evolution of direct numerical simulations (DNS) of multiphase flows, which are usually initialized on the basis of single-point statistics such as the droplet number density in physical space. If multiphase DNS are initialized in this way, this implies that even the initial representation contains certain implicit assumptions concerning the complete ensemble of realizations, which are invalid for general multiphase flows. Also the evolution of a DNS initialized in this manner is shown to be valid only if an as yet unproven commutation hypothesis holds true. Therefore, it is questionable to what extent DNS that are initialized in this manner constitute a direct simulation of the physical droplets. Implications of these findings for large eddy simulations of multiphase flows are also discussed.
Magnetorotational dynamo chimeras. The missing link to turbulent accretion disk dynamo models?
NASA Astrophysics Data System (ADS)
Riols, A.; Rincon, F.; Cossu, C.; Lesur, G.; Ogilvie, G. I.; Longaretti, P.-Y.
2017-02-01
In Keplerian accretion disks, turbulence and magnetic fields may be jointly excited through a subcritical dynamo mechanisminvolving magnetorotational instability (MRI). This dynamo may notably contribute to explaining the time-variability of various accreting systems, as high-resolution simulations of MRI dynamo turbulence exhibit statistical self-organization into large-scale cyclic dynamics. However, understanding the physics underlying these statistical states and assessing their exact astrophysical relevance is theoretically challenging. The study of simple periodic nonlinear MRI dynamo solutions has recently proven useful in this respect, and has highlighted the role of turbulent magnetic diffusion in the seeming impossibility of a dynamo at low magnetic Prandtl number (Pm), a common regime in disks. Arguably though, these simple laminar structures may not be fully representative of the complex, statistically self-organized states expected in astrophysical regimes. Here, we aim at closing this seeming discrepancy by reporting the numerical discovery of exactly periodic, yet semi-statistical "chimeral MRI dynamo states" which are the organized outcome of a succession of MRI-unstable, non-axisymmetric dynamical stages of different forms and amplitudes. Interestingly, these states, while reminiscent of the statistical complexity of turbulent simulations, involve the same physical principles as simpler laminar cycles, and their analysis further confirms the theory that subcritical turbulent magnetic diffusion impedes the sustainment of an MRI dynamo at low Pm. Overall, chimera dynamo cycles therefore offer an unprecedented dual physical and statistical perspective on dynamos in rotating shear flows, which may prove useful in devising more accurate, yet intuitive mean-field models of time-dependent turbulent disk dynamos. Movies associated to Fig. 1 are available at http://www.aanda.org
NASA Astrophysics Data System (ADS)
Vallianatos, F.; Tzanis, A.; Michas, G.; Papadakis, G.
2012-04-01
Since the middle of summer 2011, an increase in the seismicity rates of the volcanic complex system of Santorini Island, Greece, was observed. In the present work, the temporal distribution of seismicity, as well as the magnitude distribution of earthquakes, have been studied using the concept of Non-Extensive Statistical Physics (NESP; Tsallis, 2009) along with the evolution of Shanon entropy H (also called information entropy). The analysis is based on the earthquake catalogue of the Geodynamic Institute of the National Observatory of Athens for the period July 2011-January 2012 (http://www.gein.noa.gr/). Non-Extensive Statistical Physics, which is a generalization of Boltzmann-Gibbs statistical physics, seems a suitable framework for studying complex systems. The observed distributions of seismicity rates at Santorini can be described (fitted) with NESP models to exceptionally well. This implies the inherent complexity of the Santorini volcanic seismicity, the applicability of NESP concepts to volcanic earthquake activity and the usefulness of NESP in investigating phenomena exhibiting multifractality and long-range coupling effects. Acknowledgments. This work was supported in part by the THALES Program of the Ministry of Education of Greece and the European Union in the framework of the project entitled "Integrated understanding of Seismicity, using innovative Methodologies of Fracture mechanics along with Earthquake and non extensive statistical physics - Application to the geodynamic system of the Hellenic Arc. SEISMO FEAR HELLARC". GM and GP wish to acknowledge the partial support of the Greek State Scholarships Foundation (ΙΚΥ).
NASA Astrophysics Data System (ADS)
Luzzi, R.; Vasconcellos, A. R.; Ramos, J. G.; Rodrigues, C. G.
2018-01-01
We describe the formalism of statistical irreversible thermodynamics constructed based on Zubarev's nonequilibrium statistical operator (NSO) method, which is a powerful and universal tool for investigating the most varied physical phenomena. We present brief overviews of the statistical ensemble formalism and statistical irreversible thermodynamics. The first can be constructed either based on a heuristic approach or in the framework of information theory in the Jeffreys-Jaynes scheme of scientific inference; Zubarev and his school used both approaches in formulating the NSO method. We describe the main characteristics of statistical irreversible thermodynamics and discuss some particular considerations of several authors. We briefly describe how Rosenfeld, Bohr, and Prigogine proposed to derive a thermodynamic uncertainty principle.
Women in Physics in Lithuania: Challenges and Actions
NASA Astrophysics Data System (ADS)
Šatkovskienė, Dalia
2009-04-01
The gender equality problem in physics is discussed on the basis of Lithuanian statistics and results of the project, "Baltic States Network: Women in Sciences and High Technology" (BASNET), initiated by Lithuanian women physicists and financed by the European Commission.
BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES
DOE Office of Scientific and Technical Information (OSTI.GOV)
Iliadis, C.; Anderson, K. S.; Coc, A.
The problem of estimating non-resonant astrophysical S -factors and thermonuclear reaction rates, based on measured nuclear cross sections, is of major interest for nuclear energy generation, neutrino physics, and element synthesis. Many different methods have been applied to this problem in the past, almost all of them based on traditional statistics. Bayesian methods, on the other hand, are now in widespread use in the physical sciences. In astronomy, for example, Bayesian statistics is applied to the observation of extrasolar planets, gravitational waves, and Type Ia supernovae. However, nuclear physics, in particular, has been slow to adopt Bayesian methods. We presentmore » astrophysical S -factors and reaction rates based on Bayesian statistics. We develop a framework that incorporates robust parameter estimation, systematic effects, and non-Gaussian uncertainties in a consistent manner. The method is applied to the reactions d(p, γ ){sup 3}He, {sup 3}He({sup 3}He,2p){sup 4}He, and {sup 3}He( α , γ ){sup 7}Be, important for deuterium burning, solar neutrinos, and Big Bang nucleosynthesis.« less
From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin
NASA Astrophysics Data System (ADS)
Eliazar, Iddo
2014-12-01
The entropy-maximization paradigm of statistical physics is well known to generate the omnipresent Gauss law. In this paper we establish an analogous socioeconomic model which maximizes social equality, rather than physical disorder, in the context of the distributions of income and wealth in human societies. We show that-on a logarithmic scale-the Laplace law is the socioeconomic equality-maximizing counterpart of the physical entropy-maximizing Gauss law, and that this law manifests an optimized balance between two opposing forces: (i) the rich and powerful, striving to amass ever more wealth, and thus to increase social inequality; and (ii) the masses, struggling to form more egalitarian societies, and thus to increase social equality. Our results lead from log-Gauss statistics to log-Laplace statistics, yield Paretian power-law tails of income and wealth distributions, and show how the emergence of a middle-class depends on the underlying levels of socioeconomic inequality and variability. Also, in the context of asset-prices with Laplace-distributed returns, our results imply that financial markets generate an optimized balance between risk and predictability.
Dynamics of traffic flow with real-time traffic information
NASA Astrophysics Data System (ADS)
Yokoya, Yasushi
2004-01-01
We studied dynamics of traffic flow with real-time information provided. Provision of the real-time traffic information based on advancements in telecommunication technology is expected to facilitate the efficient utilization of available road capacity. This system has a potentiality of not only engineering for road usage but also the science of complexity series. In the system, the information plays a role of feedback connecting microscopic and macroscopic phenomena beyond the hierarchical structure of statistical physics. In this paper, we tried to clarify how the information works in a network of traffic flow from the perspective of statistical physics. The dynamical feature of the traffic flow is abstracted by a contrastive study between the nonequilibrium statistical physics and a computer simulation based on cellular automaton. We found that the information disrupts the local equilibrium of traffic flow by a characteristic dissipation process due to interaction between the information and individual vehicles. The dissipative structure was observed in the time evolution of traffic flow driven far from equilibrium as a consequence of the breakdown of the local-equilibrium hypothesis.
A Bayesian approach for parameter estimation and prediction using a computationally intensive model
Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...
2015-02-05
Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less
Statistics, gymnastics and the origins of sport science in Belgium (and Europe).
Delheye, Pascal
2014-01-01
This paper analyses the introduction of statistics in the field of gymnastics and its effect on the institutionalisation of physical education as a fully fledged academic discipline. Soon after Belgian independence, Adolphe Quetelet's research already resulted in large-scale anthropometric statistics - indeed, he developed an index that is still being used and is better known under the name of the body mass index. His insights were applied by promoters of gymnastics who wanted to make physical education more scientific. Thus, Clément Lefébure, director of the Ecole Normale de Gymnastique et d'Escrime in Brussels, set up a comparative experiment (with pre- and post-test measurements) by which he intended to show that the 'rational' method of Swedish gymnastics produced much better results than the 'empirical' method of Belgian/German Turnen. Lefébure's experiment, which was cited internationally but which was also strongly contested by opponents, was one of the factors that led to Swedish gymnastics being officially institutionalised in 1908 at the newly founded Higher Institute of Physical Education of the State University of Ghent, the first institute in the world where students could obtain a doctoral degree in physical education. Although it rested actually on very weak scientific foundations, the bastion of Swedish gymnastics built in Belgium in that pre-war period collapsed only in the 1960s. From then on, sport science could develop fully within the institutes for physical education.
Principle of maximum Fisher information from Hardy's axioms applied to statistical systems.
Frieden, B Roy; Gatenby, Robert A
2013-10-01
Consider a finite-sized, multidimensional system in parameter state a. The system is either at statistical equilibrium or general nonequilibrium, and may obey either classical or quantum physics. L. Hardy's mathematical axioms provide a basis for the physics obeyed by any such system. One axiom is that the number N of distinguishable states a in the system obeys N=max. This assumes that N is known as deterministic prior knowledge. However, most observed systems suffer statistical fluctuations, for which N is therefore only known approximately. Then what happens if the scope of the axiom N=max is extended to include such observed systems? It is found that the state a of the system must obey a principle of maximum Fisher information, I=I(max). This is important because many physical laws have been derived, assuming as a working hypothesis that I=I(max). These derivations include uses of the principle of extreme physical information (EPI). Examples of such derivations were of the De Broglie wave hypothesis, quantum wave equations, Maxwell's equations, new laws of biology (e.g., of Coulomb force-directed cell development and of in situ cancer growth), and new laws of economic fluctuation and investment. That the principle I=I(max) itself derives from suitably extended Hardy axioms thereby eliminates its need to be assumed in these derivations. Thus, uses of I=I(max) and EPI express physics at its most fundamental level, its axiomatic basis in math.
ERIC Educational Resources Information Center
National Clearinghouse for Professions in Special Education, Reston, VA.
Brought together are two fact sheets on the supply of and demand for physical therapists and occupational therapists. The fact sheets cite statistical data from the National Easter Seal Society, the American Physical Therapy Association, and the American Occupational Therapy Association. The cited facts focus on the need to recruit and retain…
Vibroacoustic optimization using a statistical energy analysis model
NASA Astrophysics Data System (ADS)
Culla, Antonio; D`Ambrogio, Walter; Fregolent, Annalisa; Milana, Silvia
2016-08-01
In this paper, an optimization technique for medium-high frequency dynamic problems based on Statistical Energy Analysis (SEA) method is presented. Using a SEA model, the subsystem energies are controlled by internal loss factors (ILF) and coupling loss factors (CLF), which in turn depend on the physical parameters of the subsystems. A preliminary sensitivity analysis of subsystem energy to CLF's is performed to select CLF's that are most effective on subsystem energies. Since the injected power depends not only on the external loads but on the physical parameters of the subsystems as well, it must be taken into account under certain conditions. This is accomplished in the optimization procedure, where approximate relationships between CLF's, injected power and physical parameters are derived. The approach is applied on a typical aeronautical structure: the cabin of a helicopter.
Novel approaches to the study of particle dark matter in astrophysics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Argüelles, C. R., E-mail: carlos.arguelles@icranet.org; Ruffini, R., E-mail: ruffini@icra.it; Rueda, J. A., E-mail: jorge.rueda@icra.it
A deep understanding of the role of the dark matter in the different astrophysical scenarios of the local Universe such as galaxies, represent a crucial step to describe in a more consistent way the role of dark matter in cosmology. This kind of studies requires the interconnection between particle physics within and beyond the Standard Model, and fundamental physics such as thermodynamics and statistics, within a fully relativistic treatment of Gravity. After giving a comprehensive summary of the different types of dark matter and their role in astrophysics, we discuss the recent efforts in describing the distribution of dark mattermore » in the center and halo of galaxies from first principles such as gravitational interactions, quantum statistics and particle physics; and its implications with the observations.« less
ERIC Educational Resources Information Center
Nicholson, Starr; Mulvey, Patrick
2011-01-01
The Statistical Research Center of the American Institute of Physics conducts an annual census from October through February of all departments that offer degrees in astronomy (78) in the United States. Astronomy departments consist of stand-alone degree-granting departments (39) and departments that are administered along with a physics program…
Physical Activity and Safety From Crime Among Adults: A Systematic Review.
da Silva, Inacio C; Payne, Valerie L; Hino, Adriano Akira; Varela, Andrea Ramirez; Reis, Rodrigo S; Ekelund, Ulf; Hallal, Pedro C
2016-06-01
The aim of this study was to review the evidence to date on the association between physical activity and safety from crime. Articles with adult populations of 500+ participants investigating the association between physical activity and safety from crime were included. A methodological quality assessment was conducted using an adapted version of the Downs and Black checklist. The literature search identified 15,864 articles. After assessment of titles, abstracts and full-texts, 89 articles were included. Most articles (84.3%) were derived from high-income countries and only 3 prospective articles were identified. Articles presented high methodological quality. In 38 articles (42.7%), at least one statistically significant association in the expected direction was reported (ie, safety from crime was positively associated with physical activity). Nine articles (10.1%) found an association in the unexpected direction and 42 (47.2%) did not find statistically significant associations. The results did not change when we analyzed articles separately by sex, age, type of measurement, or domains of physical activity evaluated. The current evidence, mostly based on cross-sectional studies, suggests a lack of association between physical activity and safety from crime. Prospective studies and natural experiments are needed, particularly in areas with wide crime variability.
NASA Astrophysics Data System (ADS)
Porter, Christopher H.
The purpose of this study was to examine the variables which influence a high school student to enroll in an engineering discipline versus a physical science discipline. Data was collected utilizing the High School Activities, Characteristics, and Influences Survey, which was administered to students who were freshmen in an engineering or physical science major at an institution in the Southeastern United States. A total of 413 students participated in the survey. Collected data were analyzed using descriptive statistics, two-sample Wilcoxon tests, and binomial logistic regression techniques. A total of 29 variables were deemed significant between the general engineering and physical science students. The 29 significant variables were further analyzed to see which have an independent impact on a student to enroll in an undergraduate engineering program, as opposed to an undergraduate physical science program. Four statistically significant variables were found to have an impact on a student's decision to enroll in a engineering undergraduate program versus a physical science program: father's influence, participation in Project Lead the Way, and the subjects of mathematics and physics. Recommendations for theory, policy, and practice were discussed based on the results of the study. This study presented suggestions for developing ways to attract, educate, and move future engineers into the workforce.
Choi, Keumbong; Kim, Jinsun
2009-12-01
The purposes of this study were to develop an educational program to reduce the use of physical restraints for caregivers in geriatric hospitals and to evaluate the effects of the program on caregivers' knowledge, attitude and nursing practice related to the use of physical restraints. A quasi experimental study with a non-equivalent control group pretest-posttest design was used. Participants were recruited from two geriatric hospitals. Eighteen caregivers were assigned to the experimental group and 20 to the control group. The data were collected prior to the intervention and at 6 weeks after the intervention through the use of self-administered questionnaires. Descriptive statistics, X(2) test, Fisher's exact probability test, and Mann-Whitney U test were used to analyze the data. After the intervention, knowledge about physical restraints increased significantly in experimental group compared to the control group. However, there were no statistically significant differences between the groups for attitude and nursing practice involving physical restraints. Findings indicate that it is necessary to apply knowledge acquired through educational programs to nursing practice to reduce the use of physical restraints. User friendly guidelines for physical restraints, administrative support of institutions, and multidisciplinary approaches are required to achieve this goal.
Chwałczyńska, Agnieszka; Jędrzejewski, Grzegorz; Lewandowski, Zdzisław; Jonak, Wiesława; Sobiech, Krzysztof A
2017-03-01
Underweight and obesity are important factors affecting the level of physical fitness. The aim of this study was to assess physical fitness of lower secondary school adolescents in relation to BMI. Two-hundred students, aged 14-16, were examined. Respondents were divided into 4 groups according to BMI classification. The body height and weight were determined. Physical fitness was assessed on the basis Zuchora's ISF tests. The body weight deficiency occurred in 3% of girls and 5% of boys, overweight was noted in 14% of both groups, and obesity in 6% and 12% accordingly. Statistically significant differences were determined in the components of physical fitness. They were noted in both genders between the group of children with standard body weight and overweight as well as obese children. Significant negative correlations were determined between and the components of physical fitness. More significant correlations giving evidence to the decrease of Zuchora's ISF score along with the increase of BMI were more significant in girls. Statistically significant differences between the boys and girls were determined in all five Zuchora's tests. The highest scores in physical fitness were achieved by the boys and girls with weight deficiency.
Chwałczyńska, Agnieszka; Jędrzejewski, Grzegorz; Socha, Małgorzata; Jonak, Wiesława; Sobiech, Krzysztof A
2017-03-01
Underweight and obesity are important factors affecting the level of physical fitness. The aim of this study was to assess physical fitness of lower secondary school adolescents in relation to BMI. Two-hundred students, aged 14-16, were examined. Respondents were divided into 4 groups according to BMI classification. The body height and weight were determined. Physical fitness was assessed on the basis Zuchora's ISF tests. The body weight deficiency occurred in 3% of girls and 5% of boys, overweight was noted in 14% of both groups, and obesity in 6% and 12% accordingly. Statistically significant differences were determined in the components of physical fitness. They were noted in both genders between the group of children with standard body weight and overweight as well as obese children. Significant negative correlations were determined between and the components of physical fitness. More significant correlations giving evidence to the decrease of Zuchora's ISF score along with the increase of BMI were more significant in girls. Statistically significant differences between the boys and girls were determined in all five Zuchora's tests. The highest scores in physical fitness were achieved by the boys and girls with weight deficiency.
NASA Astrophysics Data System (ADS)
McKenna, Janis
2012-10-01
Here we are in the 21st century in Canada, where most of us would say that young girls and boys have equal access to education, opportunities, and careers of their own choice. In Canada, women currently outnumber men in full-time university enrollment, in Medical Schools and in Law Schools. 48% of the Canadian work force is female, yet women make up only 21% of working professionals in science, engineering and technology. Canada-wide in Physics, the situation is such that only 20% of our BSc graduates are women, and 19% of our PhD graduates are women. It is evident that the ``leaky pipeline'' in Physics leaks most at a young age, before BSc graduation. High school physics statistics in BC indicate that while most of the grade 12 science and math disciplines have roughly equal numbers of young men and women enrolled, this is not the case for high school physics, where province-wide, only 30% of Physics 12 students are women. (Biology is also skewed, but in the other direction: 62% of Biology 12 students are women) This poster will present current statistics and will hopefully be a wake-up call for us all to consider participating in more outreach in science, and especially physics, in our high schools.
Asymptotic formulae for likelihood-based tests of new physics
NASA Astrophysics Data System (ADS)
Cowan, Glen; Cranmer, Kyle; Gross, Eilam; Vitells, Ofer
2011-02-01
We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow one to account for systematic uncertainties. Explicit formulae for the asymptotic distributions of test statistics are derived using results of Wilks and Wald. We motivate and justify the use of a representative data set, called the "Asimov data set", which provides a simple method to obtain the median experimental sensitivity of a search or measurement as well as fluctuations about this expectation.
Gambling as a teaching aid in the introductory physics laboratory
NASA Astrophysics Data System (ADS)
Horodynski-Matsushigue, L. B.; Pascholati, P. R.; Vanin, V. R.; Dias, J. F.; Yoneama, M.-L.; Siqueira, P. T. D.; Amaku, M.; Duarte, J. L. M.
1998-07-01
Dice throwing is used to illustrate relevant concepts of the statistical theory of uncertainties, in particular the meaning of a limiting distribution, the standard deviation, and the standard deviation of the mean. It is an important part in a sequence of especially programmed laboratory activities, developed for freshmen, at the Institute of Physics of the University of São Paulo. It is shown how this activity is employed within a constructive teaching approach, which aims at a growing understanding of the measuring processes and of the fundamentals of correct statistical handling of experimental data.
NASA Astrophysics Data System (ADS)
Aouaini, Fatma; Knani, Salah; Yahia, Manel Ben; Bahloul, Neila; Ben Lamine, Abdelmottaleb; Kechaou, Nabil
2015-12-01
In this paper, we present a new investigation that allows determining the pore size distribution (PSD) in a porous medium. This PSD is achieved by using the desorption isotherms of four varieties of olive leaves. This is by the means of statistical physics formalism and Kelvin's law. The results are compared with those obtained with scanning electron microscopy. The effect of temperature on the distribution function of pores has been studied. The influence of each parameter on the PSD is interpreted. A similar function of adsorption energy distribution, AED, is deduced from the PSD.
An Analysis Methodology for the Gamma-ray Large Area Space Telescope
NASA Technical Reports Server (NTRS)
Morris, Robin D.; Cohen-Tanugi, Johann
2004-01-01
The Large Area Telescope (LAT) instrument on the Gamma Ray Large Area Space Telescope (GLAST) has been designed to detect high-energy gamma rays and determine their direction of incidence and energy. We propose a reconstruction algorithm based on recent advances in statistical methodology. This method, alternative to the standard event analysis inherited from high energy collider physics experiments, incorporates more accurately the physical processes occurring in the detector, and makes full use of the statistical information available. It could thus provide a better estimate of the direction and energy of the primary photon.
NASA Astrophysics Data System (ADS)
Karpushin, P. A.; Popov, Yu B.; Popova, A. I.; Popova, K. Yu; Krasnenko, N. P.; Lavrinenko, A. V.
2017-11-01
In this paper, the probabilities of faultless operation of aerologic stations are analyzed, the hypothesis of normality of the empirical data required for using the Kalman filter algorithms is tested, and the spatial correlation functions of distributions of meteorological parameters are determined. The results of a statistical analysis of two-term (0, 12 GMT) radiosonde observations of the temperature and wind velocity components at some preset altitude ranges in the troposphere in 2001-2016 are presented. These data can be used in mathematical modeling of physical processes in the atmosphere.
Physical activity and risk of pancreatic cancer: a systematic review and meta-analysis.
Behrens, Gundula; Jochem, Carmen; Schmid, Daniela; Keimling, Marlen; Ricci, Cristian; Leitzmann, Michael F
2015-04-01
Physical activity may prevent pancreatic cancer by regulating body weight and decreasing insulin resistance, DNA damage, and chronic inflammation. Previous meta-analyses found inconsistent evidence for a protective effect of physical activity on pancreatic cancer but those studies did not investigate whether the association between physical activity and pancreatic cancer varies by smoking status, body mass index (BMI), or level of consistency of physical activity over time. To address these issues, we conducted an updated meta-analysis following the PRISMA guidelines among 30 distinct studies with a total of 10,501 pancreatic cancer cases. Random effects meta-analysis of cohort studies revealed a weak, statistically significant reduction in pancreatic cancer risk for high versus low levels of physical activity (relative risk (RR) 0.93, 95 % confidence interval (CI) 0.88-0.98). By comparison, case-control studies yielded a stronger, statistically significant risk reduction (RR 0.78, 95 % CI 0.66-0.94; p-difference by study design = 0.07). When focusing on cohort studies, physical activity summary risk estimates appeared to be more pronounced for consistent physical activity over time (RR 0.86, 95 % CI 0.76-0.97) than for recent past physical activity (RR 0.95, 95 % CI 0.90-1.01) or distant past physical activity (RR 0.95, 95 % CI 0.79-1.15, p-difference by timing in life of physical activity = 0.36). Physical activity summary risk estimates did not differ by smoking status or BMI. In conclusion, physical activity is not strongly associated with pancreatic cancer risk, and the relation is not modified by smoking status or BMI level. While overall findings were weak, we did find some suggestion of potential pancreatic cancer risk reduction with consistent physical activity over time.
Ensemble of Thermostatically Controlled Loads: Statistical Physics Approach.
Chertkov, Michael; Chernyak, Vladimir
2017-08-17
Thermostatically controlled loads, e.g., air conditioners and heaters, are by far the most widespread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control - changing from on to off, and vice versa, depending on temperature. We considered aggregation of a large group of similar devices into a statistical ensemble, where the devices operate following the same dynamics, subject to stochastic perturbations and randomized, Poisson on/off switching policy. Using theoretical and computational tools of statistical physics, we analyzed how the ensemble relaxes to a stationary distribution and established a relationship between the relaxation and the statistics of the probability flux associated with devices' cycling in the mixed (discrete, switch on/off, and continuous temperature) phase space. This allowed us to derive the spectrum of the non-equilibrium (detailed balance broken) statistical system and uncover how switching policy affects oscillatory trends and the speed of the relaxation. Relaxation of the ensemble is of practical interest because it describes how the ensemble recovers from significant perturbations, e.g., forced temporary switching off aimed at utilizing the flexibility of the ensemble to provide "demand response" services to change consumption temporarily to balance a larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.
From the necessary to the possible: the genesis of the spin-statistics theorem
NASA Astrophysics Data System (ADS)
Blum, Alexander
2014-12-01
The spin-statistics theorem, which relates the intrinsic angular momentum of a single particle to the type of quantum statistics obeyed by a system of many such particles, is one of the central theorems in quantum field theory and the physics of elementary particles. It was first formulated in 1939/40 by Wolfgang Pauli and his assistant Markus Fierz. This paper discusses the developments that led up to this first formulation, starting from early attempts in the late 1920s to explain why charged matter particles obey Fermi-Dirac statistics, while photons obey Bose-Einstein statistics. It is demonstrated how several important developments paved the way from such general philosophical musings to a general (and provable) theorem, most notably the use of quantum field theory, the discovery of new elementary particles, and the generalization of the notion of spin. It is also discussed how the attempts to prove a spin-statistics connection were driven by Pauli from formal to more physical arguments, culminating in Pauli's 1940 proof. This proof was a major success for the beleaguered theory of quantum field theory and the methods Pauli employed proved essential for the renaissance of quantum field theory and the development of renormalization techniques in the late 1940s.
Ensemble of Thermostatically Controlled Loads: Statistical Physics Approach
Chertkov, Michael; Chernyak, Vladimir
2017-01-17
Thermostatically Controlled Loads (TCL), e.g. air-conditioners and heaters, are by far the most wide-spread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control of temperature - changing from on to off , and vice versa, depending on temperature. Aggregation of a large group of similar devices into a statistical ensemble is considered, where the devices operate following the same dynamics subject to stochastic perturbations and randomized, Poisson on/off switching policy. We analyze, using theoretical and computational tools of statistical physics, how the ensemble relaxes to a stationary distribution and establish relation between the re- laxationmore » and statistics of the probability flux, associated with devices' cycling in the mixed (discrete, switch on/off , and continuous, temperature) phase space. This allowed us to derive and analyze spec- trum of the non-equilibrium (detailed balance broken) statistical system. and uncover how switching policy affects oscillatory trend and speed of the relaxation. Relaxation of the ensemble is of a practical interest because it describes how the ensemble recovers from significant perturbations, e.g. forceful temporary switching o aimed at utilizing flexibility of the ensemble in providing "demand response" services relieving consumption temporarily to balance larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.« less
Ensemble of Thermostatically Controlled Loads: Statistical Physics Approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chertkov, Michael; Chernyak, Vladimir
Thermostatically Controlled Loads (TCL), e.g. air-conditioners and heaters, are by far the most wide-spread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control of temperature - changing from on to off , and vice versa, depending on temperature. Aggregation of a large group of similar devices into a statistical ensemble is considered, where the devices operate following the same dynamics subject to stochastic perturbations and randomized, Poisson on/off switching policy. We analyze, using theoretical and computational tools of statistical physics, how the ensemble relaxes to a stationary distribution and establish relation between the re- laxationmore » and statistics of the probability flux, associated with devices' cycling in the mixed (discrete, switch on/off , and continuous, temperature) phase space. This allowed us to derive and analyze spec- trum of the non-equilibrium (detailed balance broken) statistical system. and uncover how switching policy affects oscillatory trend and speed of the relaxation. Relaxation of the ensemble is of a practical interest because it describes how the ensemble recovers from significant perturbations, e.g. forceful temporary switching o aimed at utilizing flexibility of the ensemble in providing "demand response" services relieving consumption temporarily to balance larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.« less
Modification of Poisson Distribution in Radioactive Particle Counting.
ERIC Educational Resources Information Center
Drotter, Michael T.
This paper focuses on radioactive practicle counting statistics in laboratory and field applications, intended to aid the Health Physics technician's understanding of the effect of indeterminant errors on radioactive particle counting. It indicates that although the statistical analysis of radioactive disintegration is best described by a Poisson…
ERIC Educational Resources Information Center
Harris, Ronald M.
1978-01-01
Presents material dealing with an application of statistical thermodynamics to the diatomic solid I-2(s). The objective is to enhance the student's appreciation of the power of the statistical formulation of thermodynamics. The Simple Einstein Model is used. (Author/MA)
Gouveia, Thayla Hellen Nunes; Públio, Juliana do Carmo; Ambrosano, Glaucia Maria Bovi; Paulillo, Luís Alexandre Maffei Sartini; Aguiar, Flávio Henrique Baggio; Lima, Débora Alves Nunes Leite
2016-01-01
To evaluate the influence of 16% carbamide peroxide (CP) containing different thickeners on the physical characteristics of a nanocomposite resin submitted or not to accelerated artificial aging (AAA). One hundred samples were randomly distributed into two groups (n = 50) according to AAA. Each group was divided into 5 subgroups (n = 10) depending on the bleaching/thickener treatment: CP + carbopol, CP + natrosol, carbopol, natrosol, and no treatment (control). The physical properties tested were color (ΔE), gloss (GU), mean roughness (Ra), and Knoop microhardness (KHN). The resin surface was performed with atomic force microscopy (AFM). The color (variable Δ E) was assessed with two-way analysis of variance (ANOVA) and additionally with Tukey's and Dunnett's tests, the roughness values were submitted to Kruskal-Wallis, Dunn's, and Mann-Whitney's tests. Data on gloss and KHN were submitted to two-way ANOVA and Tukey's test (α = 0.05). Among the physical properties evaluated, CP + carbopol promoted a reduction in composite microhardness only, thus differing statistically from the controls. As for CP + natrosol, such a change was not observed. The aging process reduced all the physical properties, thus differing statistically from the nonaging group. CP + carbopol increased the roughness and decreased the gloss of aged resins, whereas natrosol reduced gloss only, which differed statistically from the controls. AFM showed evidence of the loss of organic matrix and exposure to load particles in the aged samples. Therefore, the replacement of carbopol with natrosol provided maintenance of the composite microhardness following bleaching. The aging process reduced the physical properties evaluated, and some changes were enhanced by the application of bleaching.
Diagnosing alternative conceptions of Fermi energy among undergraduate students
NASA Astrophysics Data System (ADS)
Sharma, Sapna; Ahluwalia, Pardeep Kumar
2012-07-01
Physics education researchers have scientifically established the fact that the understanding of new concepts and interpretation of incoming information are strongly influenced by the preexisting knowledge and beliefs of students, called epistemological beliefs. This can lead to a gap between what students actually learn and what the teacher expects them to learn. In a classroom, as a teacher, it is desirable that one tries to bridge this gap at least on the key concepts of a particular field which is being taught. One such key concept which crops up in statistical physics/solid-state physics courses, and around which the behaviour of materials is described, is Fermi energy (εF). In this paper, we present the results which emerged about misconceptions on Fermi energy in the process of administering a diagnostic tool called the Statistical Physics Concept Survey developed by the authors. It deals with eight themes of basic importance in learning undergraduate solid-state physics and statistical physics. The question items of the tool were put through well-established sequential processes: definition of themes, Delphi study, interview with students, drafting questions, administration, validity and reliability of the tool. The tool was administered to a group of undergraduate students and postgraduate students, in a pre-test and post-test design. In this paper, we have taken one of the themes i.e. Fermi energy of the diagnostic tool for our analysis and discussion. Students’ responses and reasoning comments given during interview were analysed. This analysis helped us to identify prevailing misconceptions/learning gaps among students on this topic. How spreadsheets can be effectively used to remove the identified misconceptions and help appreciate the finer nuances while visualizing the behaviour of the system around Fermi energy, normally sidestepped both by the teachers and learners, is also presented in this paper.
NASA Astrophysics Data System (ADS)
Dewandaru, Ginanjar; Masih, Rumi; Bacha, Obiyathulla Ismath; Masih, A. Mansur. M.
2015-11-01
We provide a new contribution to trading strategies by using multi-fractal de-trended fluctuation analysis (MF-DFA), imported from econophysics, to complement various momentum strategies. The method provides a single measure that can capture both persistency and anti-persistency in stock prices, accounting for multifractality. This study uses a sample of Islamic stocks listed in the U.S. Dow Jones Islamic market for a sample period covering 16 years starting in 1996. The findings show that the MF-DFA strategy produces monthly excess returns of 6.12%, outperforming other various momentum strategies. Even though the risk of the MF-DFA strategy may be relatively higher, it can still produce a Sharpe ratio of 0.164, which is substantially higher than that of the other strategies. When we control for the MF-DFA factor with the other factors, its pure factor return is still able to yield a monthly excess return of 1.35%. Finally, we combine the momentum and MF-DFA strategies, with the proportions of 90/10, 80/20, and 70/30 and by doing so we demonstrate that the MF-DFA measure can boost the total monthly excess returns as well as Sharpe ratio. The value added is non-linear which implies that the additional returns are associated with lower incremental risk.
NASA Astrophysics Data System (ADS)
Xing, Lizhi; Dong, Xianlei; Guan, Jun
2017-04-01
Input-output table is very comprehensive and detailed in describing the national economic system with lots of economic relationships, which contains supply and demand information among industrial sectors. The complex network, a theory and method for measuring the structure of complex system, can describe the structural characteristics of the internal structure of the research object by measuring the structural indicators of the social and economic system, revealing the complex relationship between the inner hierarchy and the external economic function. This paper builds up GIVCN-WIOT models based on World Input-Output Database in order to depict the topological structure of Global Value Chain (GVC), and assumes the competitive advantage of nations is equal to the overall performance of its domestic sectors' impact on the GVC. Under the perspective of econophysics, Global Industrial Impact Coefficient (GIIC) is proposed to measure the national competitiveness in gaining information superiority and intermediate interests. Analysis of GIVCN-WIOT models yields several insights including the following: (1) sectors with higher Random Walk Centrality contribute more to transmitting value streams within the global economic system; (2) Half-Value Ratio can be used to measure robustness of open-economy macroeconomics in the process of globalization; (3) the positive correlation between GIIC and GDP indicates that one country's global industrial impact could reveal its international competitive advantage.
Econophysics of a ranked demand and supply resource allocation problem
NASA Astrophysics Data System (ADS)
Priel, Avner; Tamir, Boaz
2018-01-01
We present a two sided resource allocation problem, between demands and supplies, where both parties are ranked. For example, in Big Data problems where a set of different computational tasks is divided between a set of computers each with its own resources, or between employees and employers where both parties are ranked, the employees by their fitness and the employers by their package benefits. The allocation process can be viewed as a repeated game where in each iteration the strategy is decided by a meta-rule, based on the ranks of both parties and the results of the previous games. We show the existence of a phase transition between an absorbing state, where all demands are satisfied, and an active one where part of the demands are always left unsatisfied. The phase transition is governed by the ratio between supplies and demand. In a job allocation problem we find positive correlation between the rank of the workers and the rank of the factories; higher rank workers are usually allocated to higher ranked factories. These all suggest global emergent properties stemming from local variables. To demonstrate the global versus local relations, we introduce a local inertial force that increases the rank of employees in proportion to their persistence time in the same factory. We show that such a local force induces non trivial global effects, mostly to benefit the lower ranked employees.
Club convergence of house prices: Evidence from China’s ten key cities
NASA Astrophysics Data System (ADS)
Meng, Hao; Xie, Wen-Jie; Zhou, Wei-Xing
2015-09-01
The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese stock market experienced a marked fall during the global financial tsunami and China’s economy has also slowed down by about 2%-3% when measured in GDP. Nevertheless, the housing markets in diverse Chinese cities seemed to continue the almost nonstop mania for more than 10 years. However, the structure and dynamics of the Chinese housing market are less studied. Here, we perform an extensive study of the Chinese housing market by analyzing 10 representative key cities based on both linear and nonlinear econophysical and econometric methods. We identify a common collective driving force which accounts for 96.5% of the house price growth, indicating very high systemic risk in the Chinese housing market. The 10 key cities can be categorized into clubs and the house prices of the cities in the same club exhibit an evident convergence. These findings from different methods are basically consistent with each other. The identified city clubs are also consistent with the conventional classification of city tiers. The house prices of the first-tier cities grow the fastest and those of the third- and fourth-tier cities rise the slowest, which illustrates the possible presence of a ripple effect in the diffusion of house prices among different cities.
Health-Related Quality-of-Life Findings for the Prostate Cancer Prevention Trial
2012-01-01
Background The Prostate Cancer Prevention Trial (PCPT)—a randomized placebo-controlled study of the efficacy of finasteride in preventing prostate cancer—offered the opportunity to prospectively study effects of finasteride and other covariates on the health-related quality of life of participants in a multiyear trial. Methods We assessed three health-related quality-of-life domains (measured with the Health Survey Short Form–36: Physical Functioning, Mental Health, and Vitality scales) via questionnaires completed by PCPT participants at enrollment (3 months before randomization), at 6 months after randomization, and annually for 7 years. Covariate data obtained at enrollment from patient-completed questionnaires were included in our model. Mixed-effects model analyses and a cross-sectional presentation at three time points began at 6 months after randomization. All statistical tests were two-sided. Results For the physical function outcome (n = 16 077), neither the finasteride main effect nor the finasteride interaction with time were statistically significant. The effects of finasteride on physical function were minor and accounted for less than a 1-point difference over time in Physical Functioning scores (mixed-effect estimate = 0.07, 95% confidence interval [CI] = −0.28 to 0.42, P = .71). Comorbidities such as congestive heart failure (estimate = −5.64, 95% CI = −7.96 to −3.32, P < .001), leg pain (estimate = −2.57, 95% CI = −3.04 to −2.10, P < .001), and diabetes (estimate = −1.31, 95% CI = −2.04 to −0.57, P < .001) had statistically significant negative effects on physical function, as did current smoking (estimate = −2.34, 95% CI = −2.97 to −1.71, P < .001) and time on study (estimate = −1.20, 95% CI = −1.36 to −1.03, P < .001). Finasteride did not have a statistically significant effect on the other two dependent variables, mental health and vitality, either in the mixed-effects analyses or in the cross-sectional analysis at any of the three time points. Conclusion Finasteride did not negatively affect SF–36 Physical Functioning, Mental Health, or Vitality scores. PMID:22972968
Physical Fitness, Age, and Injury Incidence in Infantry Soldiers
1993-06-01
598 A D -A 268 689 Fitness , Age , and Injuries in Soldiers. Knapik et al Physical Fitness , Age , and Injury Incidence in Infantry Soldiers Joseph...are the fourth leading musculoskeletal injuries with age and physical fitness in soldiers. Subjects cause of death in Americans of all were a cohort of...battalion records and in persons younger than age 44.3 their physical fitness was assessed.from 2-mile run times, sit-ups, and push- These national statistics
Loprinzi, Paul D; Walker, Jerome F; Kane, Christy; Cardinal, Bradley J
2014-01-01
Research demonstrates that nicotine dependence and depression are associated and that physical activity is effective in reducing depression symptoms. However, our understanding of the potential beneficial effects of physical activity on depression in current smokers is more limited. The purpose of this study was to examine whether physical activity moderates the association between nicotine dependence and depression in U.S. smokers. Cross-sectional. National Health and Nutrition Examination Survey 2005-2006. Four hundred forty-one current adult smokers. Participants wore an accelerometer for at least 4 days and completed questionnaires to assess nicotine dependence and depression. Effect modification and statistical interaction models were used. Both models were significant. With regard to the statistical interaction model, and after controlling for age, gender, race/ethnicity, education, comorbidity index, homocysteine, cotinine, total cholesterol, sedentary behavior, and vitamins C, D, and E, objectively measured physical activity moderated the association between nicotine dependence and depression (interaction variable: odds ratio = 3.43; 95% confidence interval: 1.02-11.51; p = .04). In this national sample of current smokers, physical activity moderated the association between nicotine dependence and depression. These results suggest that those individuals with nicotine dependence and who are less physically active are more likely to be depressed than what would be expected on the basis of the individual effects of nicotine and physical inactivity separately.
Wöhl, C; Siebert, H; Blättner, B
2017-08-01
Among residents of nursing homes, physical activity might be beneficial in maintaining health-related quality of life because impairment is caused in particular by functional decline. The aim is the evaluation of the effectiveness of universal preventive interventions directed at increasing physical activity on activities of daily living in nursing home residents. Relevant studies were identified through database searching in MEDLINE, the Cochrane library, EMBASE, CINAHL, PsycINFO and PEDro. Two review authors independently selected articles, assessed the risk of bias and extracted data. Results were combined in random effects meta-analyses. By including 14 primary studies, nursing home residents participating in physical activities showed a statistically significant greater physical functioning compared to controls (standardized mean difference [SMD] = 0.48, 95% confidence interval [95% CI] 0.26-0.71, p < 0.0001). Subgroup analyses suggest that especially nursing home residents with severe physical and cognitive impairment might benefit from participation in physical activities. Results after non-training periods substantiate the necessity of a sustained implementation. Due to the high risk of bias in included studies, the results must be interpreted with caution. Physical activity for nursing home residents can be effective. Considering the low-quality evidence, performance of high-quality studies is essential in order to verify the statistical results.
NASA Astrophysics Data System (ADS)
Adams, T.; Batra, P.; Bugel, L.; Camilleri, L.; Conrad, J. M.; de Gouvêa, A.; Fisher, P. H.; Formaggio, J. A.; Jenkins, J.; Karagiorgi, G.; Kobilarcik, T. R.; Kopp, S.; Kyle, G.; Loinaz, W. A.; Mason, D. A.; Milner, R.; Moore, R.; Morfín, J. G.; Nakamura, M.; Naples, D.; Nienaber, P.; Olness, F. I.; Owens, J. F.; Pate, S. F.; Pronin, A.; Seligman, W. G.; Shaevitz, M. H.; Schellman, H.; Schienbein, I.; Syphers, M. J.; Tait, T. M. P.; Takeuchi, T.; Tan, C. Y.; van de Water, R. G.; Yamamoto, R. K.; Yu, J. Y.
We extend the physics case for a new high-energy, ultra-high statistics neutrino scattering experiment, NuSOnG (Neutrino Scattering On Glass) to address a variety of issues including precision QCD measurements, extraction of structure functions, and the derived Parton Distribution Functions (PDF's). This experiment uses a Tevatron-based neutrino beam to obtain a sample of Deep Inelastic Scattering (DIS) events which is over two orders of magnitude larger than past samples. We outline an innovative method for fitting the structure functions using a parametrized energy shift which yields reduced systematic uncertainties. High statistics measurements, in combination with improved systematics, will enable NuSOnG to perform discerning tests of fundamental Standard Model parameters as we search for deviations which may hint of "Beyond the Standard Model" physics.
Statistical analysis and modeling of intermittent transport events in the tokamak scrape-off layer
DOE Office of Scientific and Technical Information (OSTI.GOV)
Anderson, Johan, E-mail: anderson.johan@gmail.com; Halpern, Federico D.; Ricci, Paolo
The turbulence observed in the scrape-off-layer of a tokamak is often characterized by intermittent events of bursty nature, a feature which raises concerns about the prediction of heat loads on the physical boundaries of the device. It appears thus necessary to delve into the statistical properties of turbulent physical fields such as density, electrostatic potential, and temperature, focusing on the mathematical expression of tails of the probability distribution functions. The method followed here is to generate statistical information from time-traces of the plasma density stemming from Braginskii-type fluid simulations and check this against a first-principles theoretical model. The analysis ofmore » the numerical simulations indicates that the probability distribution function of the intermittent process contains strong exponential tails, as predicted by the analytical theory.« less
Inverse statistical physics of protein sequences: a key issues review.
Cocco, Simona; Feinauer, Christoph; Figliuzzi, Matteo; Monasson, Rémi; Weigt, Martin
2018-03-01
In the course of evolution, proteins undergo important changes in their amino acid sequences, while their three-dimensional folded structure and their biological function remain remarkably conserved. Thanks to modern sequencing techniques, sequence data accumulate at unprecedented pace. This provides large sets of so-called homologous, i.e. evolutionarily related protein sequences, to which methods of inverse statistical physics can be applied. Using sequence data as the basis for the inference of Boltzmann distributions from samples of microscopic configurations or observables, it is possible to extract information about evolutionary constraints and thus protein function and structure. Here we give an overview over some biologically important questions, and how statistical-mechanics inspired modeling approaches can help to answer them. Finally, we discuss some open questions, which we expect to be addressed over the next years.
Inverse statistical physics of protein sequences: a key issues review
NASA Astrophysics Data System (ADS)
Cocco, Simona; Feinauer, Christoph; Figliuzzi, Matteo; Monasson, Rémi; Weigt, Martin
2018-03-01
In the course of evolution, proteins undergo important changes in their amino acid sequences, while their three-dimensional folded structure and their biological function remain remarkably conserved. Thanks to modern sequencing techniques, sequence data accumulate at unprecedented pace. This provides large sets of so-called homologous, i.e. evolutionarily related protein sequences, to which methods of inverse statistical physics can be applied. Using sequence data as the basis for the inference of Boltzmann distributions from samples of microscopic configurations or observables, it is possible to extract information about evolutionary constraints and thus protein function and structure. Here we give an overview over some biologically important questions, and how statistical-mechanics inspired modeling approaches can help to answer them. Finally, we discuss some open questions, which we expect to be addressed over the next years.
Evidence of the non-extensive character of Earth's ambient noise.
NASA Astrophysics Data System (ADS)
Koutalonis, Ioannis; Vallianatos, Filippos
2017-04-01
Investigation of dynamical features of ambient seismic noise is one of the important scientific and practical research challenges. In the same time there isgrowing interest concerning an approach to study Earth Physics based on thescience of complex systems and non extensive statistical mechanics which is a generalization of Boltzmann-Gibbs statistical physics (Vallianatos et al., 2016).This seems to be a promising framework for studying complex systems exhibitingphenomena such as, long-range interactions, and memory effects. Inthis work we use non-extensive statistical mechanics and signal analysis methodsto explore the nature of ambient noise as measured in the stations of the HSNC in South Aegean (Chatzopoulos et al., 2016). In the present work we analyzed the de-trended increments time series of ambient seismic noise X(t), in time windows of 20 minutes to 10 seconds within "calm time zones" where the human-induced noise presents a minimum. Following the non extensive statistical physics approach, the probability distribution function of the increments of ambient noise is investigated. Analyzing the probability density function (PDF)p(X), normalized to zero mean and unit varianceresults that the fluctuations of Earth's ambient noise follows a q-Gaussian distribution asdefined in the frame of non-extensive statisticalmechanics indicated the possible existence of memory effects in Earth's ambient noise. References: F. Vallianatos, G. Papadakis, G. Michas, Generalized statistical mechanics approaches to earthquakes and tectonics. Proc. R. Soc. A, 472, 20160497, 2016. G. Chatzopoulos, I.Papadopoulos, F.Vallianatos, The Hellenic Seismological Network of Crete (HSNC): Validation and results of the 2013 aftershock,Advances in Geosciences, 41, 65-72, 2016.
The applications of statistical quantification techniques in nanomechanics and nanoelectronics.
Mai, Wenjie; Deng, Xinwei
2010-10-08
Although nanoscience and nanotechnology have been developing for approximately two decades and have achieved numerous breakthroughs, the experimental results from nanomaterials with a higher noise level and poorer repeatability than those from bulk materials still remain as a practical issue, and challenge many techniques of quantification of nanomaterials. This work proposes a physical-statistical modeling approach and a global fitting statistical method to use all the available discrete data or quasi-continuous curves to quantify a few targeted physical parameters, which can provide more accurate, efficient and reliable parameter estimates, and give reasonable physical explanations. In the resonance method for measuring the elastic modulus of ZnO nanowires (Zhou et al 2006 Solid State Commun. 139 222-6), our statistical technique gives E = 128.33 GPa instead of the original E = 108 GPa, and unveils a negative bias adjustment f(0). The causes are suggested by the systematic bias in measuring the length of the nanowires. In the electronic measurement of the resistivity of a Mo nanowire (Zach et al 2000 Science 290 2120-3), the proposed new method automatically identified the importance of accounting for the Ohmic contact resistance in the model of the Ohmic behavior in nanoelectronics experiments. The 95% confidence interval of resistivity in the proposed one-step procedure is determined to be 3.57 +/- 0.0274 x 10( - 5) ohm cm, which should be a more reliable and precise estimate. The statistical quantification technique should find wide applications in obtaining better estimations from various systematic errors and biased effects that become more significant at the nanoscale.
PREFACE: Statistical Physics of Complex Fluids
NASA Astrophysics Data System (ADS)
Golestanian, R.; Khajehpour, M. R. H.; Kolahchi, M. R.; Rouhani, S.
2005-04-01
The field of complex fluids is a rapidly developing, highly interdisciplinary field that brings together people from a plethora of backgrounds such as mechanical engineering, chemical engineering, materials science, applied mathematics, physics, chemistry and biology. In this melting pot of science, the traditional boundaries of various scientific disciplines have been set aside. It is this very property of the field that has guaranteed its richness and prosperity since the final decade of the 20th century and into the 21st. The C3 Commission of the International Union of Pure and Applied Physics (IUPAP), which is the commission for statistical physics that organizes the international STATPHYS conferences, encourages various, more focused, satellite meetings to complement the main event. For the STATPHYS22 conference in Bangalore (July 2004), Iran was recognized by the STATPHYS22 organizers as suitable to host such a satellite meeting and the Institute for Advanced Studies in Basic Sciences (IASBS) was chosen to be the site of this meeting. It was decided to organize a meeting in the field of complex fluids, which is a fairly developed field in Iran. This international meeting, and an accompanying summer school, were intended to boost international connections for both the research groups working in Iran, and several other groups working in the Middle East, South Asia and North Africa. The meeting, entitled `Statistical Physics of Complex Fluids' was held at the Institute for Advanced Studies in Basic Sciences (IASBS) in Zanjan, Iran, from 27 June to 1 July 2004. The main topics discussed at the meeting included: biological statistical physics, wetting and microfluidics, transport in complex media, soft and granular matter, and rheology of complex fluids. At this meeting, 22 invited lectures by eminent scientists were attended by 107 participants from different countries. The poster session consisted of 45 presentations which, in addition to the main topics of the meeting, covered some of the various areas in statistical physics currently active in Iran. About half of the participants came from countries other than Iran, with a relatively broad geographic distribution. The meeting benefited greatly from the excellent administrative assistance of the conference secretary Ms Ashraf Moosavi and the IASBS staff. We are grateful to Professor Yousef Sobouti, the Director of IASBS, and Professor Reza Mansouri, the Head of the Physical Society of Iran, for their support. We also thank the organizers of STATPHYS22, Professor Rahul Pandit and his colleagues, for their suggestions and support. The conference was supported by donations from the Center for International Research and Collaboration (ISMO) and the Institute for Research and Planning in Higher Education (IRPHE) of the Iranian Ministry of Science, Research and Technology, the Islamic Development Bank, the Abdus Salam International Centre for Theoretical Physics (ICTP), the Tehran Cluster Office of the United Nations Educational, Scientific and Cultural Organization (UNESCO), the Research and Development Directorate of the National Iranian Oil Company, the Physical Society of Iran, the Iranian Meteorological Organization, and the Zanjan City Water and Waste Water Company. Finally, we would like to express our gratitude to Institute of Physics Publishing, and in particular to Professor Alexei Kornyshev and Dr Richard Palmer for suggesting publishing the proceedings of the meeting and carrying through the editorial processes with the utmost efficiency. Participants
Dorfman, Kevin D
2018-02-01
The development of bright bisintercalating dyes for deoxyribonucleic acid (DNA) in the 1990s, most notably YOYO-1, revolutionized the field of polymer physics in the ensuing years. These dyes, in conjunction with modern molecular biology techniques, permit the facile observation of polymer dynamics via fluorescence microscopy and thus direct tests of different theories of polymer dynamics. At the same time, they have played a key role in advancing an emerging next-generation method known as genome mapping in nanochannels. The effect of intercalation on the bending energy of DNA as embodied by a change in its statistical segment length (or, alternatively, its persistence length) has been the subject of significant controversy. The precise value of the statistical segment length is critical for the proper interpretation of polymer physics experiments and controls the phenomena underlying the aforementioned genomics technology. In this perspective, we briefly review the model of DNA as a wormlike chain and a trio of methods (light scattering, optical or magnetic tweezers, and atomic force microscopy (AFM)) that have been used to determine the statistical segment length of DNA. We then outline the disagreement in the literature over the role of bisintercalation on the bending energy of DNA, and how a multiscale biomechanical approach could provide an important model for this scientifically and technologically relevant problem.
NASA Astrophysics Data System (ADS)
Vallianatos, Filippos; Kouli, Maria
2013-08-01
The Digital Elevation Model (DEM) for the Crete Island with a resolution of approximately 20 meters was used in order to delineate watersheds by computing the flow direction and using it in the Watershed function. The Watershed function uses a raster of flow direction to determine contributing area. The Geographic Information Systems routine procedure was applied and the watersheds as well as the streams network (using a threshold of 2000 cells, i.e. the minimum number of cells that constitute a stream) were extracted from the hydrologically corrected (free of sinks) DEM. A number of a few thousand watersheds were delineated, and their areal extent was calculated. From these watersheds a number of 300 was finally selected for further analysis as the watersheds of extremely small area were excluded in order to avoid possible artifacts. Our analysis approach is based on the basic principles of Complexity theory and Tsallis Entropy introduces in the frame of non-extensive statistical physics. This concept has been successfully used for the analysis of a variety of complex dynamic systems including natural hazards, where fractality and long-range interactions are important. The analysis indicates that the statistical distribution of watersheds can be successfully described with the theoretical estimations of non-extensive statistical physics implying the complexity that characterizes the occurrences of them.
Bastolla, Ugo
2014-01-01
The properties of biomolecules depend both on physics and on the evolutionary process that formed them. These two points of view produce a powerful synergism. Physics sets the stage and the constraints that molecular evolution has to obey, and evolutionary theory helps in rationalizing the physical properties of biomolecules, including protein folding thermodynamics. To complete the parallelism, protein thermodynamics is founded on the statistical mechanics in the space of protein structures, and molecular evolution can be viewed as statistical mechanics in the space of protein sequences. In this review, we will integrate both points of view, applying them to detecting selection on the stability of the folded state of proteins. We will start discussing positive design, which strengthens the stability of the folded against the unfolded state of proteins. Positive design justifies why statistical potentials for protein folding can be obtained from the frequencies of structural motifs. Stability against unfolding is easier to achieve for longer proteins. On the contrary, negative design, which consists in destabilizing frequently formed misfolded conformations, is more difficult to achieve for longer proteins. The folding rate can be enhanced by strengthening short-range native interactions, but this requirement contrasts with negative design, and evolution has to trade-off between them. Finally, selection can accelerate functional movements by favoring low frequency normal modes of the dynamics of the native state that strongly correlate with the functional conformation change. PMID:24970217
Polymer Principles in the Undergraduate Physical Chemistry Course. Part 2.
ERIC Educational Resources Information Center
Journal of Chemical Education, 1985
1985-01-01
Part l (SE 538 305) covered application of classical thermodynamics, polymer crystallinity, and phase diagrams to teaching physical chemistry. This part covers statistical thermodynamics, conformation, molecular weights, rubber elasticity and viscoelasticity, and kinetics of polymerization. Eight polymer-oriented, multiple-choice test questions…
Architectural Barriers to the Physically Disabled.
ERIC Educational Resources Information Center
Kirkland, Sue-Anne
Presented is evidence on the increasing need to plan for the accommodation of the physically handicapped in the design and construction of present and future public buildings and transportation facilities in Canada. Terms such as "architectural barriers" and "disability" are defined. Statistics on disability incidence in Canada…
Sharpe, Patricia A; Burroughs, Ericka L; Granner, Michelle L; Wilcox, Sara; Hutto, Brent E; Bryant, Carol A; Peck, Lara; Pekuri, Linda
2010-06-01
A physical activity intervention applied principles of community-based participatory research, the community-based prevention marketing framework, and social cognitive theory. A nonrandomized design included women ages 35 to 54 in the southeastern United States. Women (n = 430 preprogram, n = 217 postprogram) enrolled in a 24-week behavioral intervention and were exposed to a media campaign. They were compared to cross-sectional survey samples at pre- (n = 245) and postprogram (n = 820) from the media exposed county and a no-intervention county (n = 234 pre, n = 822 post). Women in the behavioral intervention had statistically significant positive changes on physical activity minutes, walking, park and trail use, knowledge of mapped routes and exercise partner, and negative change on exercise self-efficacy. Media exposed women had statistically significant pre- to postprogram differences on knowledge of mapped routes. No-intervention women had significant pre- to postprogram differences on physical activity minutes, walking, and knowledge of mapped routes.
NASA Astrophysics Data System (ADS)
Roberson, James Chadwick
The purpose of this study was to determine if supplementary mathematics materials (created to be complementary to a physical science course) could provide a significant change in the attitudes and performance of the students involved. The supplementary text was provided in the form of a booklet. Participants were students in a physical science class. Students were given surveys to evaluate existing knowledge of physical science, mathematics skill, and mathematics anxiety in the context of a science class. Students were divided into control and experimental groups by lab section, with the experimental group receiving a supplemental booklet. At the end of the semester, another anxiety survey was given. The anxiety surveys and test grades were compared between groups. Anxiety scores were compared between the beginning and end of the semester within each group. Too few students reported using the booklets for a reliable statistical comparison (of grades) to be made. A statistically significant difference in mathematics anxiety levels was found between the groups.
The Influence of Accelerator Science on Physics Research
NASA Astrophysics Data System (ADS)
Haussecker, Enzo F.; Chao, Alexander W.
2011-06-01
We evaluate accelerator science in the context of its contributions to the physics community. We address the problem of quantifying these contributions and present a scheme for a numerical evaluation of them. We show by using a statistical sample of important developments in modern physics that accelerator science has influenced 28% of post-1938 physicists and also 28% of post-1938 physics research. We also examine how the influence of accelerator science has evolved over time, and show that on average it has contributed to a physics Nobel Prize-winning research every 2.9 years.
Quantitative Seismic Interpretation: Applying Rock Physics Tools to Reduce Interpretation Risk
NASA Astrophysics Data System (ADS)
Sondergeld, Carl H.
This book is divided into seven chapters that cover rock physics, statistical rock physics, seismic inversion techniques, case studies, and work flows. On balance, the emphasis is on rock physics. Included are 56 color figures that greatly help in the interpretation of more complicated plots and displays.The domain of rock physics falls between petrophysics and seismics. It is the basis for interpreting seismic observations and therefore is pivotal to the understanding of this book. The first two chapters are dedicated to this topic (109 pages).
PREFACE: Advanced many-body and statistical methods in mesoscopic systems
NASA Astrophysics Data System (ADS)
Anghel, Dragos Victor; Sabin Delion, Doru; Sorin Paraoanu, Gheorghe
2012-02-01
It has increasingly been realized in recent times that the borders separating various subfields of physics are largely artificial. This is the case for nanoscale physics, physics of lower-dimensional systems and nuclear physics, where the advanced techniques of many-body theory developed in recent times could provide a unifying framework for these disciplines under the general name of mesoscopic physics. Other fields, such as quantum optics and quantum information, are increasingly using related methods. The 6-day conference 'Advanced many-body and statistical methods in mesoscopic systems' that took place in Constanta, Romania, between 27 June and 2 July 2011 was, we believe, a successful attempt at bridging an impressive list of topical research areas: foundations of quantum physics, equilibrium and non-equilibrium quantum statistics/fractional statistics, quantum transport, phases and phase transitions in mesoscopic systems/superfluidity and superconductivity, quantum electromechanical systems, quantum dissipation, dephasing, noise and decoherence, quantum information, spin systems and their dynamics, fundamental symmetries in mesoscopic systems, phase transitions, exactly solvable methods for mesoscopic systems, various extension of the random phase approximation, open quantum systems, clustering, decay and fission modes and systematic versus random behaviour of nuclear spectra. This event brought together participants from seventeen countries and five continents. Each of the participants brought considerable expertise in his/her field of research and, at the same time, was exposed to the newest results and methods coming from the other, seemingly remote, disciplines. The talks touched on subjects that are at the forefront of topical research areas and we hope that the resulting cross-fertilization of ideas will lead to new, interesting results from which everybody will benefit. We are grateful for the financial and organizational support from IFIN-HH, Ovidius University (where the conference took place), the Academy of Romanian Scientists and the Romanian National Authority for Scientific Research. This conference proceedings volume brings together some of the invited and contributed talks of the conference. The hope of the editors is that they will constitute reference material for applying many-body techniques to problems in mesoscopic and nuclear physics. We thank all the participants for their contribution to the success of this conference. D V Anghel and D S Delion IFIN-HH, Bucharest, Romania G S Paraoanu Aalto University, Finland Conference photograph
Idaho State University Statistical Portrait, Academic Year 1998-1999.
ERIC Educational Resources Information Center
Idaho State Univ., Pocatello. Office of Institutional Research.
This report provides basic statistical data for Idaho State University, and includes both point-of-time data as well as trend data. The information is divided into sections emphasizing students, programs, faculty and staff, finances, and physical facilities. Student data includes enrollment, geographical distribution, student/faculty ratios,…
Statistical Supplement to the Annual Report, Fiscal Year 1987.
ERIC Educational Resources Information Center
Texas Coll. and Univ. System, Austin. Coordinating Board.
This report offers statistical data for fiscal year 1987 on student enrollments, faculty, semester credit hours, physical facilities appropriations, and state loan and grant programs for Texas institutions of higher education. The following enrollment data are presented: 5-year (1982-86) summaries of headcount for public senior colleges and…
Statistical classifiers on multifractal parameters for optical diagnosis of cervical cancer
NASA Astrophysics Data System (ADS)
Mukhopadhyay, Sabyasachi; Pratiher, Sawon; Kumar, Rajeev; Krishnamoorthy, Vigneshram; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.
2017-06-01
An augmented set of multifractal parameters with physical interpretations have been proposed to quantify the varying distribution and shape of the multifractal spectrum. The statistical classifier with accuracy of 84.17% validates the adequacy of multi-feature MFDFA characterization of elastic scattering spectroscopy for optical diagnosis of cancer.
La estadistica en el planeamiento educativo (Statistics in Educational Planning).
ERIC Educational Resources Information Center
Leon Pacheco, Tomas
1971-01-01
This document is an English-language abstract (approximately 1500 words) summarizing the author's definitions of the principal physical and human characteristics of elementary and secondary education as presently constituted in Mexico so that school personnel may comply with Mexican regulations that force them to supply educational statistics. For…
NASA Astrophysics Data System (ADS)
Ye, Fei; Marchetti, P. A.; Su, Z. B.; Yu, L.
2017-09-01
The relation between braid and exclusion statistics is examined in one-dimensional systems, within the framework of Chern-Simons statistical transmutation in gauge invariant form with an appropriate dimensional reduction. If the matter action is anomalous, as for chiral fermions, a relation between braid and exclusion statistics can be established explicitly for both mutual and nonmutual cases. However, if it is not anomalous, the exclusion statistics of emergent low energy excitations is not necessarily connected to the braid statistics of the physical charged fields of the system. Finally, we also discuss the bosonization of one-dimensional anyonic systems through T-duality. Dedicated to the memory of Mario Tonin.
Endangered Cultural Heritage: Global Mapping of Protected and Heritage Sites
2017-07-01
the physical, ecologi - cal, and sociocultural attributes for transition into existing Programs of ERDC/CERL MP-17-1 12 Records. The development of...ENSITE’s Qualitative Assessment Frame- work allows physical, ecological , and sociocultural environmental attrib- utes to be spatially defined in...support of the commander’s intent. Furthermore, research as part of ENSITE develops a statistical algorithm to classify physical, ecological , and
ERIC Educational Resources Information Center
Tyler, John; White, Susan
2014-01-01
During the 2012-13 academic year, the Statistic Research Center (SRC) collected data from a representative national sample of over 3,500 public and private high schools across the U.S. to inquire about physics availabilities and offerings. This report describes their findings. SRC takes two different approaches to describe the characteristics of…
ERIC Educational Resources Information Center
Merner, Laura
2014-01-01
This report examines the representation of Hispanics among bachelor's degree recipients in the physical sciences and engineering in the US. Hispanics have been increasing their representation across the physical sciences and engineering at an outstanding rate. More broadly, from 2002-2012 there has been a significant increase in…
Rutanen, Reetta; Nygård, Clas-Håkan; Moilanen, Jaana; Mikkola, Tomi; Raitanen, Jani; Tomas, Eija; Luoto, Riitta
2014-01-01
Menopause related symptoms modify quality of life and may also have an impact on work ability. The aim of this study was to investigate the effects of physical exercise on work ability and daily strain among women with menopausal symptoms. Occupationally active symptomatic menopausal women (n=123) were randomized into 24-week aerobic exercise intervention and control groups. Mobile phone questionnaires were used to collect daily data on perceived physical and mental strain in a randomised and controlled setting. Work ability was measured with the Work Ability Index (WAI) and with questions about work strain. In all 123 women aged 44-62 (mean age 53.8 ± 3.4) years who worked full- or part-time participated in the study. Women were randomized into a control (n=60) and intervention group (n=63). The subjects were mostly working in mentally demanding jobs (e.g., office worker), but also in physical (e.g., cleaner) and mixed (physical and mental) jobs (e.g., nurse). The increase in mental resources and decrease in physical strain from baseline to end were statistically significantly greater among the intervention group than among the control group. Between-group differences in the change in WAI were, however, statistically non-significant. A 6-month physical exercise intervention among symptomatic menopausal women seems not to be enough to increase perceived work ability but the physical exercise may increase perceived mental resources and decrease perceived daily physical strain.}
Integrating Condensed Matter Physics into a Liberal Arts Physics Curriculum
NASA Astrophysics Data System (ADS)
Collett, Jeffrey
2008-03-01
The emergence of nanoscale science into the popular consciousness presents an opportunity to attract and retain future condensed matter scientists. We inject nanoscale physics into recruiting activities and into the introductory and the core portions of the curriculum. Laboratory involvement and research opportunity play important roles in maintaining student engagement. We use inexpensive scanning tunneling (STM) and atomic force (AFM) microscopes to introduce students to nanoscale structure early in their college careers. Although the physics of tip-surface interactions is sophisticated, the resulting images can be interpreted intuitively. We use the STM in introductory modern physics to explore quantum tunneling and the properties of electrons at surfaces. An interdisciplinary course in nanoscience and nanotechnology course team-taught with chemists looks at nanoscale phenomena in physics, chemistry, and biology. Core quantum and statistical physics courses look at effects of quantum mechanics and quantum statistics in degenerate systems. An upper level solid-state physics course takes up traditional condensed matter topics from a structural perspective by beginning with a study of both elastic and inelastic scattering of x-rays from crystalline solids and liquid crystals. Students encounter reciprocal space concepts through the analysis of laboratory scattering data and by the development of the scattering theory. The course then examines the importance of scattering processes in band structure and in electrical and thermal conduction. A segment of the course is devoted to surface physics and nanostructures where we explore the effects of restricting particles to two-dimensional surfaces, one-dimensional wires, and zero-dimensional quantum dots.
RooStatsCms: A tool for analysis modelling, combination and statistical studies
NASA Astrophysics Data System (ADS)
Piparo, D.; Schott, G.; Quast, G.
2010-04-01
RooStatsCms is an object oriented statistical framework based on the RooFit technology. Its scope is to allow the modelling, statistical analysis and combination of multiple search channels for new phenomena in High Energy Physics. It provides a variety of methods described in literature implemented as classes, whose design is oriented to the execution of multiple CPU intensive jobs on batch systems or on the Grid.
1988-01-29
Electronic Origin of Pentacene in p-Terphenyl by T. P. Carter, M. Manavi, and W. E. Moerner Prepared for Publication inDTIC Journal of Chemical Physics...Classification) Statistical Fine Structure in the Inhomogeneously Broadened Electronic Origin of Pentacene in p-Terphenyl 12. PERSONAL AUTHOR(S) T. P...of pentacene in p-terphenyl using laser FM spectroscopy. Statistical fine structure is time-independent structure on the inhomogeneous line caused by
Deciphering Dynamical Patterns of Growth Processes
ERIC Educational Resources Information Center
Kolakowska, A.
2009-01-01
Large systems of statistical physics often display properties that are independent of particulars that characterize their microscopic components. Universal dynamical patterns are manifested by the presence of scaling laws, which provides a common insight into governing physics of processes as vastly diverse as, e.g., growth of geological…
ERIC Educational Resources Information Center
MONTAGU, ASHLEY
A DISCUSSION ON THE VARIOUS RACES WAS PRESENTED. STATISTICS SHOWED THAT LIKENESSES AMONG GROUPS WERE ABOUT 95 PERCENT, WHILE DIFFERENCES WERE ONLY 5 PERCENT. FROM THE BIOLOGICAL STANDPOINT, THERE WAS NO PHYSICALLY INFERIOR OR PHYSICALLY SUPERIOR RACIAL TRAITS. THERE WAS NO PROOF THAT "RACE" AND INTELLIGENCE WERE LINKED. RATHER EVIDENCE…
A Course on the Physics and Chemistry of Pollution
ERIC Educational Resources Information Center
Hodges, Laurent
1971-01-01
Describes a course on environmental pollution which stresses physical and chemical principles. Course presents a unified discussion of air and water pollution and solid waste with special treatment of pesticides, thermal pollution, radioactivity, and electric power generation. Uses historical and current statistics extensively to set pollution…
Kasai, Mari; Meguro, Kenichi
2018-01-01
Many elderly people with cognitive dysfunction may observe a decrease in their health levels and quality of life (QOL). The basic concept of QOL consists of several categories including physical functions and mental health. The QOL domain that is most important for elderly people is physical health and, to a lesser extent, psychological health, social relationships, and/ or the environment. Our aim was to explore the relationships between the subjective measure of QOL, an abbreviated version of the World Health Organization Quality of Life (WHOQOL-BREF) scale, and the objective measure of impairment, Clinical Dementia Rating (CDR), among elderly people in a community. Totally, 178 community dwellers aged 75 years and above agreed to participate and completed the WHOQOL-BREF; 66 (32 males, 34 females) scored a CDR of 0 (healthy), 86 (33, 53) scored a CDR of 0.5 (questionable dementia or very mild dementia), and 26 (12, 14) scored a CDR of 1 and above (dementia). According to Pearson's correlation coefficient analysis (significance level, p < 0.05), the physical domain of the WHOQOL-BREF had significant statistical negative correlations with all CDR subscales. The CDR subscale of memory impairment had a significant statistical negative correlation with the WHOQOL-BREF subscales of the physical ( r = -0.151, p = 0.044) and psychological ( r = -0.232, p < 0.002) domains. The CDR subscale of home and hobbies impairment had significant statistical negative correlations with all WHOQOL-BREF subscales including the physical ( r = -0.226, p = 0.002), psychological ( r = -0.226, p = 0.002), social ( r = -0.167, p = 0.026), and environmental ( r = -0.204, p = 0.006) domains. Patients with very mild dementia may confuse cognitive impairment and physical disabilities. In the future, we need to systematically combine memory clinics and all departments related to the elderly for the successful early detection and rehabilitation of, and long-term care for, dementia.
Longinetti, E; Mariosa, D; Larsson, H; Almqvist, C; Lichtenstein, P; Ye, W; Fang, F
2017-01-01
There is a clinical impression that patients with amyotrophic lateral sclerosis (ALS) have a higher level of physical fitness and lower body mass index (BMI) than average. However, there is a lack of literature examining the relationship between cognitive fitness and ALS risk. In this study we explored the associations of both physical and cognitive fitness with future risk of ALS. Data on physical fitness, BMI, intelligence quotient (IQ) and stress resilience were collected from 1 838 376 Swedish men aged 17-20 years at conscription during 1968-2010. Their subsequent ALS diagnoses were identified through the Swedish Patient Register. Hazard ratios (HRs) and 95% CIs from flexible parametric models were used to assess age-specific associations of physical fitness, BMI, IQ and stress resilience with ALS. We identified 439 incident ALS cases during follow-up (mean age at diagnosis: 48 years). Individuals with physical fitness above the highest tertile tended to have a higher risk of ALS before the age of 45 years (range of HRs: 1.42-1.75; statistically significant associations at age 41-43 years) compared with others. Individuals with BMI ≥ 25 tended to have a lower risk of ALS at all ages (range of HRs: 0.42-0.80; statistically significant associations at age 42-48 years) compared with those with BMI < 25. Individuals with IQ above the highest tertile had a statistically significantly increased risk of ALS at an age of 56 years and above (range of HRs: 1.33-1.81), whereas individuals with stress resilience above the highest tertile had a lower risk of ALS at an age of 55 years and below (range of HRs: 0.47-0.73). Physical fitness, BMI, IQ and stress resilience in young adulthood might be associated with the development of ALS at an early age. © 2016 EAN.
Kasai, Mari; Meguro, Kenichi
2018-01-01
Many elderly people with cognitive dysfunction may observe a decrease in their health levels and quality of life (QOL). The basic concept of QOL consists of several categories including physical functions and mental health. The QOL domain that is most important for elderly people is physical health and, to a lesser extent, psychological health, social relationships, and/ or the environment. Our aim was to explore the relationships between the subjective measure of QOL, an abbreviated version of the World Health Organization Quality of Life (WHOQOL-BREF) scale, and the objective measure of impairment, Clinical Dementia Rating (CDR), among elderly people in a community. Totally, 178 community dwellers aged 75 years and above agreed to participate and completed the WHOQOL-BREF; 66 (32 males, 34 females) scored a CDR of 0 (healthy), 86 (33, 53) scored a CDR of 0.5 (questionable dementia or very mild dementia), and 26 (12, 14) scored a CDR of 1 and above (dementia). According to Pearson’s correlation coefficient analysis (significance level, p < 0.05), the physical domain of the WHOQOL-BREF had significant statistical negative correlations with all CDR subscales. The CDR subscale of memory impairment had a significant statistical negative correlation with the WHOQOL-BREF subscales of the physical (r = -0.151, p = 0.044) and psychological (r = -0.232, p < 0.002) domains. The CDR subscale of home and hobbies impairment had significant statistical negative correlations with all WHOQOL-BREF subscales including the physical (r = -0.226, p = 0.002), psychological (r = -0.226, p = 0.002), social (r = -0.167, p = 0.026), and environmental (r = -0.204, p = 0.006) domains. Patients with very mild dementia may confuse cognitive impairment and physical disabilities. In the future, we need to systematically combine memory clinics and all departments related to the elderly for the successful early detection and rehabilitation of, and long-term care for, dementia. PMID:29706921
A classification of the galaxy groups
NASA Technical Reports Server (NTRS)
Anosova, Joanna P.
1990-01-01
A statistical criterion has been proposed to reveal the random and physical clusterings among stars, galaxies and other objects. This criterion has been applied to the galaxy triples of the list by Karachentseva, Karaschentsev and Scherbanovsky, and the double galaxies of the list by Dahari where the primary components are the Seyfert galaxies. The confident physical, probable physical, probable optical and confident optical groups have been identified. The limit difference of radial velocities of components for the confident physical multiple galaxies has also been estimated.
A Statistical Approach to Characterize and Detect degradation Within the Barabasi-Albert Network
2016-09-01
Astrophysics Collaborations 16046 932.11 0.4948 520.10|6 57 High-Energy Physics Theory Collaborations 7610 251.54 0.9481 -16.27|6 22 High-Energy Physics ...social, physical , and biological phenomena [6, 70, 16, 107]. The Barabási-Albert network exhibits the scale-free property and is highly desired for...It was noted that there has also been considerable effort in applying various types of graph entropies in the field of network physics . Mowshowitz and
Inference for the physical sciences
Jones, Nick S.; Maccarone, Thomas J.
2013-01-01
There is a disconnect between developments in modern data analysis and some parts of the physical sciences in which they could find ready use. This introduction, and this issue, provides resources to help experimental researchers access modern data analysis tools and exposure for analysts to extant challenges in physical science. We include a table of resources connecting statistical and physical disciplines and point to appropriate books, journals, videos and articles. We conclude by highlighting the relevance of each of the articles in the associated issue. PMID:23277613
New approach in the quantum statistical parton distribution
NASA Astrophysics Data System (ADS)
Sohaily, Sozha; Vaziri (Khamedi), Mohammad
2017-12-01
An attempt to find simple parton distribution functions (PDFs) based on quantum statistical approach is presented. The PDFs described by the statistical model have very interesting physical properties which help to understand the structure of partons. The longitudinal portion of distribution functions are given by applying the maximum entropy principle. An interesting and simple approach to determine the statistical variables exactly without fitting and fixing parameters is surveyed. Analytic expressions of the x-dependent PDFs are obtained in the whole x region [0, 1], and the computed distributions are consistent with the experimental observations. The agreement with experimental data, gives a robust confirm of our simple presented statistical model.
Non-equilibrium statistical mechanics theory for the large scales of geophysical flows
NASA Astrophysics Data System (ADS)
Eric, S.; Bouchet, F.
2010-12-01
The aim of any theory of turbulence is to understand the statistical properties of the velocity field. As a huge number of degrees of freedom is involved, statistical mechanics is a natural approach. The self-organization of two-dimensional and geophysical turbulent flows is addressed based on statistical mechanics methods. We discuss classical and recent works on this subject; from the statistical mechanics basis of the theory up to applications to Jupiter’s troposphere and ocean vortices and jets. The equilibrium microcanonical measure is built from the Liouville theorem. Important statistical mechanics concepts (large deviations, mean field approach) and thermodynamic concepts (ensemble inequivalence, negative heat capacity) are briefly explained and used to predict statistical equilibria for turbulent flows. This is applied to make quantitative models of two-dimensional turbulence, the Great Red Spot and other Jovian vortices, ocean jets like the Gulf-Stream, and ocean vortices. A detailed comparison between these statistical equilibria and real flow observations will be discussed. We also present recent results for non-equilibrium situations, for which forces and dissipation are in a statistical balance. As an example, the concept of phase transition allows us to describe drastic changes of the whole system when a few external parameters are changed. F. Bouchet and E. Simonnet, Random Changes of Flow Topology in Two-Dimensional and Geophysical Turbulence, Physical Review Letters 102 (2009), no. 9, 094504-+. F. Bouchet and J. Sommeria, Emergence of intense jets and Jupiter's Great Red Spot as maximum-entropy structures, Journal of Fluid Mechanics 464 (2002), 165-207. A. Venaille and F. Bouchet, Ocean rings and jets as statistical equilibrium states, submitted to JPO F. Bouchet and A. Venaille, Statistical mechanics of two-dimensional and geophysical flows, submitted to Physics Reports Non-equilibrium phase transitions for the 2D Navier-Stokes equations with stochastic forces (time series and probability density functions (PDFs) of the modulus of the largest scale Fourrier component, showing bistability between dipole and unidirectional flows). This bistability is predicted by statistical mechanics.
NASA Astrophysics Data System (ADS)
Blum, T.; Boyle, P. A.; Izubuchi, T.; Jin, L.; Jüttner, A.; Lehner, C.; Maltman, K.; Marinkovic, M.; Portelli, A.; Spraggs, M.; Rbc; Ukqcd Collaborations
2016-06-01
We report the first lattice QCD calculation of the hadronic vacuum polarization (HVP) disconnected contribution to the muon anomalous magnetic moment at physical pion mass. The calculation uses a refined noise-reduction technique that enables the control of statistical uncertainties at the desired level with modest computational effort. Measurements were performed on the 483×96 physical-pion-mass lattice generated by the RBC and UKQCD Collaborations. We find the leading-order hadronic vacuum polarization aμHVP (LO )disc=-9.6 (3.3 )(2.3 )×10-10 , where the first error is statistical and the second systematic.
Blum, T; Boyle, P A; Izubuchi, T; Jin, L; Jüttner, A; Lehner, C; Maltman, K; Marinkovic, M; Portelli, A; Spraggs, M
2016-06-10
We report the first lattice QCD calculation of the hadronic vacuum polarization (HVP) disconnected contribution to the muon anomalous magnetic moment at physical pion mass. The calculation uses a refined noise-reduction technique that enables the control of statistical uncertainties at the desired level with modest computational effort. Measurements were performed on the 48^{3}×96 physical-pion-mass lattice generated by the RBC and UKQCD Collaborations. We find the leading-order hadronic vacuum polarization a_{μ}^{HVP(LO)disc}=-9.6(3.3)(2.3)×10^{-10}, where the first error is statistical and the second systematic.
A New Approach to Monte Carlo Simulations in Statistical Physics
NASA Astrophysics Data System (ADS)
Landau, David P.
2002-08-01
Monte Carlo simulations [1] have become a powerful tool for the study of diverse problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, most often in the canonical ensemble, and over the past several decades enormous improvements have been made in performance. Nonetheless, difficulties arise near phase transitions-due to critical slowing down near 2nd order transitions and to metastability near 1st order transitions, and these complications limit the applicability of the method. We shall describe a new Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is known, all thermodynamic properties can be calculated. This approach can be extended to multi-dimensional parameter spaces and should be effective for systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc. Generalizations should produce a broadly applicable optimization tool. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).
NASA Astrophysics Data System (ADS)
Aouaini, F.; Knani, S.; Ben Yahia, M.; Ben Lamine, A.
2015-08-01
Water sorption isotherms of foodstuffs are very important in different areas of food science engineering such as for design, modeling and optimization of many processes. The equilibrium moisture content is an important parameter in models used to predict changes in the moisture content of a product during storage. A formulation of multilayer model with two energy levels was based on statistical physics and theoretical considerations. Thanks to the grand canonical ensemble in statistical physics. Some physicochemical parameters related to the adsorption process were introduced in the analytical model expression. The data tabulated in literature of water adsorption at different temperatures on: chickpea seeds, lentil seeds, potato and on green peppers were described applying the most popular models applied in food science. We also extend the study to the newest proposed model. It is concluded that among studied models the proposed model seems to be the best for description of data in the whole range of relative humidity. By using our model, we were able to determine the thermodynamic functions. The measurement of desorption isotherms, in particular a gas over a solid porous, allows access to the distribution of pore size PSD.
Emergent dynamic structures and statistical law in spherical lattice gas automata.
Yao, Zhenwei
2017-12-01
Various lattice gas automata have been proposed in the past decades to simulate physics and address a host of problems on collective dynamics arising in diverse fields. In this work, we employ the lattice gas model defined on the sphere to investigate the curvature-driven dynamic structures and analyze the statistical behaviors in equilibrium. Under the simple propagation and collision rules, we show that the uniform collective movement of the particles on the sphere is geometrically frustrated, leading to several nonequilibrium dynamic structures not found in the planar lattice, such as the emergent bubble and vortex structures. With the accumulation of the collision effect, the system ultimately reaches equilibrium in the sense that the distribution of the coarse-grained speed approaches the two-dimensional Maxwell-Boltzmann distribution despite the population fluctuations in the coarse-grained cells. The emergent regularity in the statistical behavior of the system is rationalized by mapping our system to a generalized random walk model. This work demonstrates the capability of the spherical lattice gas automaton in revealing the lattice-guided dynamic structures and simulating the equilibrium physics. It suggests the promising possibility of using lattice gas automata defined on various curved surfaces to explore geometrically driven nonequilibrium physics.
Comment on ‘Are physicists afraid of mathematics?’
NASA Astrophysics Data System (ADS)
Higginson, Andrew D.; Fawcett, Tim W.
2016-11-01
In 2012, we showed that the citation count for articles in ecology and evolutionary biology declines with increasing density of equations. Kollmer et al (2015 New J. Phys. 17 013036) claim this effect is an artefact of the manner in which we plotted the data. They also present citation data from Physical Review Letters and argue, based on graphs, that citation counts are unrelated to equation density. Here we show that both claims are misguided. We identified the effects in biology not by visual means, but using the most appropriate statistical analysis. Since Kollmer et al did not carry out any statistical analysis, they cannot draw reliable inferences about the citation patterns in physics. We show that when statistically analysed their data actually do provide evidence that in physics, as in biology, citation counts are lower for articles with a high density of equations. This indicates that a negative relationship between equation density and citations may extend across the breadth of the sciences, even those in which researchers are well accustomed to mathematical descriptions of natural phenomena. We restate our assessment that this is a genuine problem and discuss what we think should be done about it.
Emergent dynamic structures and statistical law in spherical lattice gas automata
NASA Astrophysics Data System (ADS)
Yao, Zhenwei
2017-12-01
Various lattice gas automata have been proposed in the past decades to simulate physics and address a host of problems on collective dynamics arising in diverse fields. In this work, we employ the lattice gas model defined on the sphere to investigate the curvature-driven dynamic structures and analyze the statistical behaviors in equilibrium. Under the simple propagation and collision rules, we show that the uniform collective movement of the particles on the sphere is geometrically frustrated, leading to several nonequilibrium dynamic structures not found in the planar lattice, such as the emergent bubble and vortex structures. With the accumulation of the collision effect, the system ultimately reaches equilibrium in the sense that the distribution of the coarse-grained speed approaches the two-dimensional Maxwell-Boltzmann distribution despite the population fluctuations in the coarse-grained cells. The emergent regularity in the statistical behavior of the system is rationalized by mapping our system to a generalized random walk model. This work demonstrates the capability of the spherical lattice gas automaton in revealing the lattice-guided dynamic structures and simulating the equilibrium physics. It suggests the promising possibility of using lattice gas automata defined on various curved surfaces to explore geometrically driven nonequilibrium physics.
Path integral molecular dynamics for exact quantum statistics of multi-electronic-state systems.
Liu, Xinzijian; Liu, Jian
2018-03-14
An exact approach to compute physical properties for general multi-electronic-state (MES) systems in thermal equilibrium is presented. The approach is extended from our recent progress on path integral molecular dynamics (PIMD), Liu et al. [J. Chem. Phys. 145, 024103 (2016)] and Zhang et al. [J. Chem. Phys. 147, 034109 (2017)], for quantum statistical mechanics when a single potential energy surface is involved. We first define an effective potential function that is numerically favorable for MES-PIMD and then derive corresponding estimators in MES-PIMD for evaluating various physical properties. Its application to several representative one-dimensional and multi-dimensional models demonstrates that MES-PIMD in principle offers a practical tool in either of the diabatic and adiabatic representations for studying exact quantum statistics of complex/large MES systems when the Born-Oppenheimer approximation, Condon approximation, and harmonic bath approximation are broken.
Path integral molecular dynamics for exact quantum statistics of multi-electronic-state systems
NASA Astrophysics Data System (ADS)
Liu, Xinzijian; Liu, Jian
2018-03-01
An exact approach to compute physical properties for general multi-electronic-state (MES) systems in thermal equilibrium is presented. The approach is extended from our recent progress on path integral molecular dynamics (PIMD), Liu et al. [J. Chem. Phys. 145, 024103 (2016)] and Zhang et al. [J. Chem. Phys. 147, 034109 (2017)], for quantum statistical mechanics when a single potential energy surface is involved. We first define an effective potential function that is numerically favorable for MES-PIMD and then derive corresponding estimators in MES-PIMD for evaluating various physical properties. Its application to several representative one-dimensional and multi-dimensional models demonstrates that MES-PIMD in principle offers a practical tool in either of the diabatic and adiabatic representations for studying exact quantum statistics of complex/large MES systems when the Born-Oppenheimer approximation, Condon approximation, and harmonic bath approximation are broken.
Robust Statistical Detection of Power-Law Cross-Correlation.
Blythe, Duncan A J; Nikulin, Vadim V; Müller, Klaus-Robert
2016-06-02
We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram.
Robust Statistical Detection of Power-Law Cross-Correlation
Blythe, Duncan A. J.; Nikulin, Vadim V.; Müller, Klaus-Robert
2016-01-01
We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram. PMID:27250630
Incorporating signal-dependent noise for hyperspectral target detection
NASA Astrophysics Data System (ADS)
Morman, Christopher J.; Meola, Joseph
2015-05-01
The majority of hyperspectral target detection algorithms are developed from statistical data models employing stationary background statistics or white Gaussian noise models. Stationary background models are inaccurate as a result of two separate physical processes. First, varying background classes often exist in the imagery that possess different clutter statistics. Many algorithms can account for this variability through the use of subspaces or clustering techniques. The second physical process, which is often ignored, is a signal-dependent sensor noise term. For photon counting sensors that are often used in hyperspectral imaging systems, sensor noise increases as the measured signal level increases as a result of Poisson random processes. This work investigates the impact of this sensor noise on target detection performance. A linear noise model is developed describing sensor noise variance as a linear function of signal level. The linear noise model is then incorporated for detection of targets using data collected at Wright Patterson Air Force Base.
Orbit-Attitude Changes of Objects in Near Earth Space Induced by Natural Charging
2017-05-02
depends upon Earth’s magnetosphere. Typically, magneto-sphere models can be grouped under two classes: statistical and physics -based. The Physics ...models were primarily physics -based due to unavailability of sufficient space-data, but over the last three decades, with the availability of huge...Attitude Determination and Control,” Astrophysics and Space Sci- ence Library, Vol. 73, D. Reidel Publishing Company, London, 1978 [17] Fairfield
ERIC Educational Resources Information Center
Jandaghi, Gholamreza
2010-01-01
The purpose of the research is to determine high school teachers' skill rate in designing exam questions in physics subject. The statistical population was all of physics exam shits for two semesters in one school year from which a sample of 364 exam shits was drawn using multistage cluster sampling. Two experts assessed the shits and by using…
HIGH ENERGY PHYSICS: Bulgarians Sue CERN for Leniency.
Koenig, R
2000-10-13
In cash-strapped Bulgaria, scientists are wondering whether a ticket for a front-row seat in high-energy physics is worth the price: Membership dues in CERN, the European particle physics lab, nearly equal the country's entire budget for competitive research grants. Faced with that grim statistic and a plea for leniency from Bulgaria's government, CERN's governing council is considering slashing the country's membership dues for the next 2 years.
Effect of physical activity on musculoskeletal discomforts among handicraft workers
Shakerian, Mahnaz; Rismanchian, Masoud; Khalili, Pejman; Torki, Akram
2016-01-01
Introduction: Handicrafts seems to be one of the high-risk jobs regarding work-related musculoskeletal disorders (WMSDs) which necessitate the implementation of different corrective intervention like regular physical activities. This study aimed to investigate the impact of physical activity on WMSDs among craftsmen. Methods: This cross-sectional study was an analytical – descriptive study carried out on 100 craftsmen working in Isfahan, Iran, in 2013. The sampling method was census, and all workshops involved with this job were included. Information on demographic parameters and physical activity was collected by demographic forms. The data related to worker's musculoskeletal discomforts were conducted using Cornell Musculoskeletal Discomfort Questionnaire. The data were analyzed using statistical tests including independent t-test, Chi-square, and ANOVA. The statistical analysis was performed using SPSS 18. Results: The highest percentages of complaints related to severe musculoskeletal discomfort were reported in right shoulder (%36), right wrist (%26), neck (%25), and upper right arm (%24), respectively. A significant relationship was observed between physical activity and musculoskeletal discomforts of left wrist (P = 0.012), lower back (P = 0.016), and neck (P = 0.006). Discussion and Conclusion: Based on the study results, it can be inferred that regular but not too heavy physical activity can have a positive impact on decreasing the musculoskeletal discomforts. PMID:27512700
Stochastic and Historical Resonances of the Unit in Physics and Psychometrics
ERIC Educational Resources Information Center
Fisher, William P., Jr.
2011-01-01
Humphry's article, "The Role of the Unit in Physics and Psychometrics," offers fundamental clarifications of measurement concepts that Fisher hopes will find a wide audience. In particular, parameterizing discrimination while preserving statistical sufficiency will indeed provide greater flexibility in accounting "for the effects of empirical…
The Physics of Kicking a Football.
ERIC Educational Resources Information Center
Brancazio, Peter J.
1985-01-01
A physicist's view of the problems involved in kicking a football is described through the principles of projectile motion and aerodynamics. Sample equations, statistical summaries of kickoffs and punts, and calculation of launch parameters are presented along with discussion to clarify concepts of physics illustrated by kicking a football. (JN)
Aging Adults Learning New Avocations: Potential Increases in Activity among Educated Baby-Boomers
ERIC Educational Resources Information Center
Johnson, Marcus Lee; Bungum, Timothy
2008-01-01
The potential benefits, drawbacks, and preferences of activity (both physical and nonphysical) among Baby-Boomers were the foci of this study. This study included 56 survey participants and 5 interviewees. Descriptive statistics illustrated a preference towards low impact physical activity and cognitively enriching nonphysical activities. Time…
Ocean Surface Wave Optical Roughness - Innovative Measurement and Modeling
2008-01-01
e.g. Jessup and Phadnis , 2005) have been reported. Our effort seeks to provide a more comprehensive description of the physical and optical roughness...1986: Statistics of breaking waves observed as whitecaps in the open sea, Journal of Physical Oceanography, 16, 290-297. Jessup, A.T. and Phadnis
The Physical Environment and the Visually Impaired.
ERIC Educational Resources Information Center
Braf, Per-Gunnar
Reported are results of a project carried out at the Swedish Institute for the Handicapped to determine needs of the visually impaired in the planning and adaptation of buildings and other forms of physical environment. Chapter 1 considers implications of impaired vision and includes definitions, statistics, and problems of the visually impaired…
ERIC Educational Resources Information Center
Perkins, Daniel F.; Lerner, Richard M.
1995-01-01
Examined relations among several indicators of physical attractiveness (PA): height, weight, and triceps skinfold thickness. Appraised whether multiple PA indicators accounted for more variation in measures of psychosocial functioning than did single PA indexes. Facial attractiveness was the most frequent statistically significant predictor of…
Theory and analysis of statistical discriminant techniques as applied to remote sensing data
NASA Technical Reports Server (NTRS)
Odell, P. L.
1973-01-01
Classification of remote earth resources sensing data according to normed exponential density statistics is reported. The use of density models appropriate for several physical situations provides an exact solution for the probabilities of classifications associated with the Bayes discriminant procedure even when the covariance matrices are unequal.
The Physics and Operation of Ultra-Submicron Length Semiconductor Devices.
1994-05-01
300 mei heterostructure diode at T=3001( with Fenni statistics and flat band conditions In all of the calculations with a heterostructure barrier, once...25 24- 22- 21- 0 50 100 150 200 Obhnce (mre Figure 8. Self-consistent T=300K calculation with Fenni statistics showing the density and donor
The Statistical Interpretation of Entropy: An Activity
ERIC Educational Resources Information Center
Timmberlake, Todd
2010-01-01
The second law of thermodynamics, which states that the entropy of an isolated macroscopic system can increase but will not decrease, is a cornerstone of modern physics. Ludwig Boltzmann argued that the second law arises from the motion of the atoms that compose the system. Boltzmann's statistical mechanics provides deep insight into the…
Applications of Dirac's Delta Function in Statistics
ERIC Educational Resources Information Center
Khuri, Andre
2004-01-01
The Dirac delta function has been used successfully in mathematical physics for many years. The purpose of this article is to bring attention to several useful applications of this function in mathematical statistics. Some of these applications include a unified representation of the distribution of a function (or functions) of one or several…
Statistical mechanics in the context of special relativity. II.
Kaniadakis, G
2005-09-01
The special relativity laws emerge as one-parameter (light speed) generalizations of the corresponding laws of classical physics. These generalizations, imposed by the Lorentz transformations, affect both the definition of the various physical observables (e.g., momentum, energy, etc.), as well as the mathematical apparatus of the theory. Here, following the general lines of [Phys. Rev. E 66, 056125 (2002)], we show that the Lorentz transformations impose also a proper one-parameter generalization of the classical Boltzmann-Gibbs-Shannon entropy. The obtained relativistic entropy permits us to construct a coherent and self-consistent relativistic statistical theory, preserving the main features of the ordinary statistical theory, which is recovered in the classical limit. The predicted distribution function is a one-parameter continuous deformation of the classical Maxwell-Boltzmann distribution and has a simple analytic form, showing power law tails in accordance with the experimental evidence. Furthermore, this statistical mechanics can be obtained as the stationary case of a generalized kinetic theory governed by an evolution equation obeying the H theorem and reproducing the Boltzmann equation of the ordinary kinetics in the classical limit.
Khallad, Yacoub
2013-01-01
The present study examined the relationship between dispositional optimism and physical wellbeing (as reflected in physical symptom reporting) in two groups of American and Jordanian college students. It also assessed moderation effects of culture, gender, and socioeconomic status (SES). Participants were administered a questionnaire consisting of items pertaining to dispositional optimism (as measured by the Revised Life Orientation Test, LOT-R) along with items assessing physical symptom reporting and sociodemographic factors (e.g., gender, socioeconomic status). The results revealed significant negative correlations between dispositional optimism and physical symptom reporting for both American and Jordanian participants, although the magnitude of the correlation for the American group was noticeably larger than that for the Jordanian group. The results also showed that women, especially Jordanians, were more likely than men to report physical symptoms. Among Jordanians, physical symptom reporting was more common among those of lower SES. No statistically significant differences in physical symptom reporting were found between American men and women or between the two cultural groups. Multiple regression analyses revealed no statistically significant interactions between optimism and cultural background, optimism and gender, or optimism and SES. Overall, the results suggest that optimism is the factor most predictive of physical symptom reporting, followed by SES and gender. These results corroborate previous findings on the relationship between dispositional optimism and physical wellbeing, and point to crosscultural differences in relationship patterns. These differences suggest that although personality characteristics such as optimism may play an important role in the physical wellbeing of both Western and non-Western groups, the influence of sociodemographic factors such as gender and SES and their interaction with cultural variables must not be overlooked.
Relating triggering processes in lab experiments with earthquakes.
NASA Astrophysics Data System (ADS)
Baro Urbea, J.; Davidsen, J.; Kwiatek, G.; Charalampidou, E. M.; Goebel, T.; Stanchits, S. A.; Vives, E.; Dresen, G.
2016-12-01
Statistical relations such as Gutenberg-Richter's, Omori-Utsu's and the productivity of aftershocks were first observed in seismology, but are also common to other physical phenomena exhibiting avalanche dynamics such as solar flares, rock fracture, structural phase transitions and even stock market transactions. All these examples exhibit spatio-temporal correlations that can be explained as triggering processes: Instead of being activated as a response to external driving or fluctuations, some events are consequence of previous activity. Although different plausible explanations have been suggested in each system, the ubiquity of such statistical laws remains unknown. However, the case of rock fracture may exhibit a physical connection with seismology. It has been suggested that some features of seismology have a microscopic origin and are reproducible over a vast range of scales. This hypothesis has motivated mechanical experiments to generate artificial catalogues of earthquakes at a laboratory scale -so called labquakes- and under controlled conditions. Microscopic fractures in lab tests release elastic waves that are recorded as ultrasonic (kHz-MHz) acoustic emission (AE) events by means of piezoelectric transducers. Here, we analyse the statistics of labquakes recorded during the failure of small samples of natural rocks and artificial porous materials under different controlled compression regimes. Temporal and spatio-temporal correlations are identified in certain cases. Specifically, we distinguish between the background and triggered events, revealing some differences in the statistical properties. We fit the data to statistical models of seismicity. As a particular case, we explore the branching process approach simplified in the Epidemic Type Aftershock Sequence (ETAS) model. We evaluate the empirical spatio-temporal kernel of the model and investigate the physical origins of triggering. Our analysis of the focal mechanisms implies that the occurrence of the empirical laws extends well beyond purely frictional sliding events, in contrast to what is often assumed.
Effect of different mixing methods on the physical properties of Portland cement.
Shahi, Shahriar; Ghasemi, Negin; Rahimi, Saeed; Yavari, Hamidreza; Samiei, Mohammad; Jafari, Farnaz
2016-12-01
The Portland cement is hydrophilic cement; as a result, the powder-to-liquid ratio affects the properties of the final mix. In addition, the mixing technique affects hydration. The aim of this study was to evaluate the effect of different mixing techniques (conventional, amalgamator and ultrasonic) on some selective physical properties of Portland cement. The physical properties to be evaluated were determined using the ISO 6786:2001 specification. One hundred sixty two samples of Portland cement were prepared for three mixing techniques for each physical property (each 6 samples). Data were analyzed using descriptive statistics, one-way ANOVA and post hoc Tukey tests. Statistical significance was set at P <0.05. The mixing technique had no significant effect on the compressive strength, film thickness and flow of Portland cement ( P >0.05). Dimensional changes (shrinkage), solubility and pH increased significantly by amalgamator and ultrasonic mixing techniques ( P <0.05). The ultrasonic technique significantly decreased working time, and the amalgamator and ultrasonic techniques significantly decreased the setting time ( P <0.05). The mixing technique exerted no significant effect on the flow, film thickness and compressive strength of Portland cement samples. Key words: Physical properties, Portland cement, mixing methods.
Eye on the Ball: Table Tennis as a Pro-Health Form of Leisure-Time Physical Activity
Buchholtz, Sonia; Krzepota, Justyna
2018-01-01
Background: The article is devoted to an analysis of leisure-time (amateur) table tennis in Poland, its practitioners and the regularities of their activity. Methods: The study examined 12,406 persons in 4689 households (representative for the population). We used binary logistic regression and descriptive statistics in order to identify the patterns and determinants of table-tennis practice in Poland. Results: Table tennis is practised by 2.8% of population, and by 6.6% of physically active Poles. Among adults it is predominantly an occasional recreational game, not performed as a sport per se. Among children, it is often the part of physical education (PE) classes. Statistically significant predictors of contact with table tennis are: gender, age, income, place of residence, children in the household and being a student. Conclusions: Due to the undeniable benefits of table tennis (health, pleasure, personal and social development), the sport is recommended for use as a tool in increasing the (overall low) physical activity of Poles. Its popularization requires promotion in the media (as a health-oriented activity) and using various channels, including public places, the workplace (as part of corporate social responsibility) and physical education classes at school. PMID:29649160
Eye on the Ball: Table Tennis as a Pro-Health Form of Leisure-Time Physical Activity.
Biernat, Elżbieta; Buchholtz, Sonia; Krzepota, Justyna
2018-04-12
Background: The article is devoted to an analysis of leisure-time (amateur) table tennis in Poland, its practitioners and the regularities of their activity. Methods: The study examined 12,406 persons in 4689 households (representative for the population). We used binary logistic regression and descriptive statistics in order to identify the patterns and determinants of table-tennis practice in Poland. Results: Table tennis is practised by 2.8% of population, and by 6.6% of physically active Poles. Among adults it is predominantly an occasional recreational game, not performed as a sport per se. Among children, it is often the part of physical education (PE) classes. Statistically significant predictors of contact with table tennis are: gender, age, income, place of residence, children in the household and being a student. Conclusions: Due to the undeniable benefits of table tennis (health, pleasure, personal and social development), the sport is recommended for use as a tool in increasing the (overall low) physical activity of Poles. Its popularization requires promotion in the media (as a health-oriented activity) and using various channels, including public places, the workplace (as part of corporate social responsibility) and physical education classes at school.
Haga, Monika; Gísladóttír, Thórdís; Sigmundsson, Hermundur
2015-12-01
Developing motor competence and physical fitness can affect the maintenance of a sufficient level of physical activity in children and adolescents. This study assesses the relationship between motor competence and physical fitness from childhood through early adolescence. A cross-sectional sample of 194 participants from 4 to 16 years old were divided into three groups; 4-6 yr. (n=42, M age=5.2, SD 0.6), 11-12 yr. (n=58, M age=12.4, SD=0.3), and 15-16 yr. (n=94, M age=15.9, SD=0.4). To assess motor competence, each child completed the Movement Assessment Battery for Children (MABC). To measure physical fitness, three tasks (strength, speed, and endurance) were selected from the Test of Physical Fitness (TPF). To analyze the significance of the difference between the correlation coefficient in the three age groups (samples) (4-6, 11-12, and 15-16 yr.), Fischer r-to-z transformation was used. The correlation (Pearson's) between motor competence and physical fitness in the age groups was statistically higher for the youngest age groups (4-6 and 11-12 yr.) and the adolescent group (age 15-16). The differences between the two youngest age groups were not statistically significant. The results demonstrate that the correlation between motor competence and physical fitness decreases with age.
Women in physics in Cyprus: A first report
NASA Astrophysics Data System (ADS)
Constantinou, Martha
2015-12-01
This paper reviews the status of women in science, physics in particular, in Cyprus. We describe the development of physics in the country, focusing on the contributions and participation of women. We present statistical data for the last several years, reviewing the percentage of women who are pursuing physics as a subject of study or as a profession. We report the gender ratios at different career stages and find that while women are well represented in undergraduate studies, female physicists are underrepresented in senior positions. We discuss factors that might affect the career evolution of women in physics in Cyprus.
a Statistical Theory of the Epilepsies.
NASA Astrophysics Data System (ADS)
Thomas, Kuryan
1988-12-01
A new physical and mathematical model for the epilepsies is proposed, based on the theory of bond percolation on finite lattices. Within this model, the onset of seizures in the brain is identified with the appearance of spanning clusters of neurons engaged in the spurious and uncontrollable electrical activity characteristic of seizures. It is proposed that the fraction of excitatory to inhibitory synapses can be identified with a bond probability, and that the bond probability is a randomly varying quantity displaying Gaussian statistics. The consequences of the proposed model to the treatment of the epilepsies is explored. The nature of the data on the epilepsies which can be acquired in a clinical setting is described. It is shown that such data can be analyzed to provide preliminary support for the bond percolation hypothesis, and to quantify the efficacy of anti-epileptic drugs in a treatment program. The results of a battery of statistical tests on seizure distributions are discussed. The physical theory of the electroencephalogram (EEG) is described, and extant models of the electrical activity measured by the EEG are discussed, with an emphasis on their physical behavior. A proposal is made to explain the difference between the power spectra of electrical activity measured with cranial probes and with the EEG. Statistical tests on the characteristic EEG manifestations of epileptic activity are conducted, and their results described. Computer simulations of a correlated bond percolating system are constructed. It is shown that the statistical properties of the results of such a simulation are strongly suggestive of the statistical properties of clinical data. The study finds no contradictions between the predictions of the bond percolation model and the observed properties of the available data. Suggestions are made for further research and for techniques based on the proposed model which may be used for tuning the effects of anti -epileptic drugs.
Lighting the way: photonics leaders II (PL2) optics and photonics teacher professional development
NASA Astrophysics Data System (ADS)
Gilchrist, Pamela O.; Hilliard-Clark, Joyce; Bowles, Tuere; Carpenter, Eric
2014-07-01
A sample group of nineteen teachers completed the second phase of the Photonics Leaders II Optics and Photonics professional development program. Participants took a basic Physics content knowledge test that was designed by a Professor of Physics. The test was completed before the teachers participated in the program and at the end of the program to gather data for statistical inquiry. Statistical studies on pre-test and post-test data indicated significant gains in physics content knowledge over time, and that instructors teaching at the middle school level or only teaching one subject area scored significantly lower during the pretest. Reports from previous participants are summarized to disseminate the percentage of teachers who have incorporated at least one workshop activity and the kind of activity performed. The concerns and limitations reported by previous participants are reviewed as well.
UNCERTAINTY ON RADIATION DOSES ESTIMATED BY BIOLOGICAL AND RETROSPECTIVE PHYSICAL METHODS.
Ainsbury, Elizabeth A; Samaga, Daniel; Della Monaca, Sara; Marrale, Maurizio; Bassinet, Celine; Burbidge, Christopher I; Correcher, Virgilio; Discher, Michael; Eakins, Jon; Fattibene, Paola; Güçlü, Inci; Higueras, Manuel; Lund, Eva; Maltar-Strmecki, Nadica; McKeever, Stephen; Rääf, Christopher L; Sholom, Sergey; Veronese, Ivan; Wieser, Albrecht; Woda, Clemens; Trompier, Francois
2018-03-01
Biological and physical retrospective dosimetry are recognised as key techniques to provide individual estimates of dose following unplanned exposures to ionising radiation. Whilst there has been a relatively large amount of recent development in the biological and physical procedures, development of statistical analysis techniques has failed to keep pace. The aim of this paper is to review the current state of the art in uncertainty analysis techniques across the 'EURADOS Working Group 10-Retrospective dosimetry' members, to give concrete examples of implementation of the techniques recommended in the international standards, and to further promote the use of Monte Carlo techniques to support characterisation of uncertainties. It is concluded that sufficient techniques are available and in use by most laboratories for acute, whole body exposures to highly penetrating radiation, but further work will be required to ensure that statistical analysis is always wholly sufficient for the more complex exposure scenarios.
NASA Astrophysics Data System (ADS)
Navascués, Miguel
2014-02-01
In 2003, Leggett introduced his model of crypto-nonlocality based on considerations on the reality of photon polarization [A. J. Leggett, Found. Phys. 33, 1469 (2003), 10.1023/A:1026096313729]. In this paper, we prove that, contrary to hints in subsequent literature, crypto-nonlocality does not follow naturally from the postulate that polarization is a realistic variable. More explicitly, consider physical theories where (a) faster-than-light communication is impossible, (b) all physical photon states have a definite polarization, and (c) given two separate photons, if we measure one of them and post-select on the result, the measurement statistics of the remaining system correspond to a photon state. We show that the outcomes of any two-photon polarization experiment in these theories must follow the statistics generated by measuring a separable two-qubit quantum state. Consequently, in such experiments any instance of entanglement detection—and not necessarily a Leggett inequality violation—can be regarded as a refutation of this class of theories.
Understanding immunology: fun at an intersection of the physical, life, and clinical sciences
NASA Astrophysics Data System (ADS)
Chakraborty, Arup K.
2014-10-01
Understanding how the immune system works is a grand challenge in science with myriad direct implications for improving human health. The immune system protects us from infectious pathogens and cancer, and maintains a harmonious steady state with essential microbiota in our gut. Vaccination, the medical procedure that has saved more lives than any other, involves manipulating the immune system. Unfortunately, the immune system can also go awry to cause autoimmune diseases. Immune responses are the product of stochastic collective dynamic processes involving many interacting components. These processes span multiple scales of length and time. Thus, statistical mechanics has much to contribute to immunology, and the oeuvre of biological physics will be further enriched if the number of physical scientists interested in immunology continues to increase. I describe how I got interested in immunology and provide a glimpse of my experiences working on immunology using approaches from statistical mechanics and collaborating closely with immunologists.
Automated sampling assessment for molecular simulations using the effective sample size
Zhang, Xin; Bhatt, Divesh; Zuckerman, Daniel M.
2010-01-01
To quantify the progress in the development of algorithms and forcefields used in molecular simulations, a general method for the assessment of the sampling quality is needed. Statistical mechanics principles suggest the populations of physical states characterize equilibrium sampling in a fundamental way. We therefore develop an approach for analyzing the variances in state populations, which quantifies the degree of sampling in terms of the effective sample size (ESS). The ESS estimates the number of statistically independent configurations contained in a simulated ensemble. The method is applicable to both traditional dynamics simulations as well as more modern (e.g., multi–canonical) approaches. Our procedure is tested in a variety of systems from toy models to atomistic protein simulations. We also introduce a simple automated procedure to obtain approximate physical states from dynamic trajectories: this allows sample–size estimation in systems for which physical states are not known in advance. PMID:21221418
An overview of the mathematical and statistical analysis component of RICIS
NASA Technical Reports Server (NTRS)
Hallum, Cecil R.
1987-01-01
Mathematical and statistical analysis components of RICIS (Research Institute for Computing and Information Systems) can be used in the following problem areas: (1) quantification and measurement of software reliability; (2) assessment of changes in software reliability over time (reliability growth); (3) analysis of software-failure data; and (4) decision logic for whether to continue or stop testing software. Other areas of interest to NASA/JSC where mathematical and statistical analysis can be successfully employed include: math modeling of physical systems, simulation, statistical data reduction, evaluation methods, optimization, algorithm development, and mathematical methods in signal processing.
Is the use of physical discipline associated with aggressive behaviors in young children?
Thompson, Richard; Kaczor, Kim; Lorenz, Douglas J.; Bennett, Berkeley L.; Meyers, Gabriel; Pierce, Mary Clyde
2016-01-01
Objectives To determine the association between use of physical discipline and parental report of physically aggressive child behaviors in a cohort of young children who were without indicators of current or past physical abuse Methods The data for this study were analyzed from an initial cohort of patients enrolled in a prospective, observational, multi-center PED-based study investigating bruising and familial psychosocial characteristics of children less than four years of age. Over a seven-month period, structured parental interviews were conducted regarding disciplinary practices, reported child behaviors, and familial psychosocial risk factors. Children with suspected physical abuse were excluded from this study. Trained study staff collected data using standardized questions. Consistent with grounded theory, qualitative coding by two independent individuals was performed using domains rooted in the data. Inter-rater reliability of the coding process was evaluated using the kappa statistic. Descriptive statistics were calculated and multiple logistic regression modeling performed. Results 372 parental interviews were conducted. Parents who reported using physical discipline were 2.8 [95% CI 1.7, 4.5] times more likely to report aggressive child behaviors of hitting/kicking and throwing. Physical discipline was utilized on 38% of children overall, and was 2.4 [95% CI 1.4, 4.1] times more likely to be utilized in families with any of the psychosocial risk factors examined. Conclusions Our findings indicated that the use of physical discipline was associated with higher rates of reported physically aggressive behaviors in early childhood as well as with the presence of familial psychosocial risk factors. PMID:26924534
NASA Astrophysics Data System (ADS)
Cardall, Christian Y.; Budiardja, Reuben D.
2017-05-01
GenASiS Basics provides Fortran 2003 classes furnishing extensible object-oriented utilitarian functionality for large-scale physics simulations on distributed memory supercomputers. This functionality includes physical units and constants; display to the screen or standard output device; message passing; I/O to disk; and runtime parameter management and usage statistics. This revision -Version 2 of Basics - makes mostly minor additions to functionality and includes some simplifying name changes.
Statistical description and transport in stochastic magnetic fields
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vanden Eijnden, E.; Balescu, R.
1996-03-01
The statistical description of particle motion in a stochastic magnetic field is presented. Starting form the stochastic Liouville equation (or, hybrid kinetic equation) associated with the equations of motion of a test particle, the probability distribution function of the system is obtained for various magnetic fields and collisional processes. The influence of these two ingredients on the statistics of the particle dynamics is stressed. In all cases, transport properties of the system are discussed. {copyright} {ital 1996 American Institute of Physics.}
Structure and statistics of turbulent flow over riblets
NASA Astrophysics Data System (ADS)
Henderson, R. D.; Crawford, C. H.; Karniadakis, G. E.
1993-01-01
In this paper we present comparisons of turbulence statistics obtained from direct numerical simulation of flow over streamwise aligned triangular riblets with experimental results. We also present visualizations of the instantaneous velocity field inside and around the riblet valleys. In light of the behavior of the statistics and flowfields inside the riblet valleys, we investigate previously reported physical mechanisms for the drag reducing effect of riblets; our results here support the hypothesis of flow anchoring by the riblet valleys and the corresponding inhibition of spanwise flow motions.
Statistical dependency in visual scanning
NASA Technical Reports Server (NTRS)
Ellis, Stephen R.; Stark, Lawrence
1986-01-01
A method to identify statistical dependencies in the positions of eye fixations is developed and applied to eye movement data from subjects who viewed dynamic displays of air traffic and judged future relative position of aircraft. Analysis of approximately 23,000 fixations on points of interest on the display identified statistical dependencies in scanning that were independent of the physical placement of the points of interest. Identification of these dependencies is inconsistent with random-sampling-based theories used to model visual search and information seeking.
The Deployment Life Study: Longitudinal Analysis of Military Families Across the Deployment Cycle
2016-01-01
psychological and physical aggression than they reported prior to the deployment. 1 H. Fischer, A Guide to U.S. Military Casualty Statistics ...analyses include a large number of statistical tests and thus the results pre- sented in this report should be viewed in terms of patterns, rather...Military Children and Families,” The Future of Children, Vol. 23, No. 2, 2013, pp. 13–39. Fischer, H., A Guide to U.S. Military Casualty Statistics
Nonclassical light revealed by the joint statistics of simultaneous measurements.
Luis, Alfredo
2016-04-15
Nonclassicality cannot be a single-observable property, since the statistics of any quantum observable is compatible with classical physics. We develop a general procedure to reveal nonclassical behavior of light states from the joint statistics arising in the practical measurement of multiple observables. Beside embracing previous approaches, this protocol can disclose nonclassical features for standard examples of classical-like behavior, such as SU(2) and Glauber coherent states. When combined with other criteria, this would imply that every light state is nonclassical.
No information or horizon paradoxes for Th. Smiths
NASA Astrophysics Data System (ADS)
Maes, Christian
2015-10-01
The Statistical mechanician in the street (our Th. Smiths) must be surprised upon hearing popular versions of some of today's most discussed paradoxes in astronomy and cosmology. In fact, rather standard reminders of the meaning of thermal probabilities in statistical mechanics appear to answer the horizon problem (one of the major motivations for inflation theory) and the information paradox (related to black hole physics), at least as they are usually presented. Still the paradoxes point to interesting gaps in our statistical understanding of (quantum) gravitational effects.
May, Philip A; Tabachnick, Barbara G; Gossage, J Phillip; Kalberg, Wendy O; Marais, Anna-Susan; Robinson, Luther K; Manning, Melanie A; Blankenship, Jason; Buckley, David; Hoyme, H Eugene; Adnams, Colleen M
2013-06-01
To provide an analysis of multiple predictors of cognitive and behavioral traits for children with fetal alcohol spectrum disorders (FASDs). Multivariate correlation techniques were used with maternal and child data from epidemiologic studies in a community in South Africa. Data on 561 first-grade children with fetal alcohol syndrome (FAS), partial FAS (PFAS), and not FASD and their mothers were analyzed by grouping 19 maternal variables into categories (physical, demographic, childbearing, and drinking) and used in structural equation models (SEMs) to assess correlates of child intelligence (verbal and nonverbal) and behavior. A first SEM using only 7 maternal alcohol use variables to predict cognitive/behavioral traits was statistically significant (B = 3.10, p < .05) but explained only 17.3% of the variance. The second model incorporated multiple maternal variables and was statistically significant explaining 55.3% of the variance. Significantly correlated with low intelligence and problem behavior were demographic (B = 3.83, p < .05) (low maternal education, low socioeconomic status [SES], and rural residence) and maternal physical characteristics (B = 2.70, p < .05) (short stature, small head circumference, and low weight). Childbearing history and alcohol use composites were not statistically significant in the final complex model and were overpowered by SES and maternal physical traits. Although other analytic techniques have amply demonstrated the negative effects of maternal drinking on intelligence and behavior, this highly controlled analysis of multiple maternal influences reveals that maternal demographics and physical traits make a significant enabling or disabling contribution to child functioning in FASD.
Statistical physics of vaccination
NASA Astrophysics Data System (ADS)
Wang, Zhen; Bauch, Chris T.; Bhattacharyya, Samit; d'Onofrio, Alberto; Manfredi, Piero; Perc, Matjaž; Perra, Nicola; Salathé, Marcel; Zhao, Dawei
2016-12-01
Historically, infectious diseases caused considerable damage to human societies, and they continue to do so today. To help reduce their impact, mathematical models of disease transmission have been studied to help understand disease dynamics and inform prevention strategies. Vaccination-one of the most important preventive measures of modern times-is of great interest both theoretically and empirically. And in contrast to traditional approaches, recent research increasingly explores the pivotal implications of individual behavior and heterogeneous contact patterns in populations. Our report reviews the developmental arc of theoretical epidemiology with emphasis on vaccination, as it led from classical models assuming homogeneously mixing (mean-field) populations and ignoring human behavior, to recent models that account for behavioral feedback and/or population spatial/social structure. Many of the methods used originated in statistical physics, such as lattice and network models, and their associated analytical frameworks. Similarly, the feedback loop between vaccinating behavior and disease propagation forms a coupled nonlinear system with analogs in physics. We also review the new paradigm of digital epidemiology, wherein sources of digital data such as online social media are mined for high-resolution information on epidemiologically relevant individual behavior. Armed with the tools and concepts of statistical physics, and further assisted by new sources of digital data, models that capture nonlinear interactions between behavior and disease dynamics offer a novel way of modeling real-world phenomena, and can help improve health outcomes. We conclude the review by discussing open problems in the field and promising directions for future research.
Loh, Siew Yim; Abdullah, Amalina; Abu Bakar, Abdul Kadir; Thambu, Maniam; Nik Jaafar, Nik Ruzyanei
2015-05-21
Lifestyle moderate-intensity physical activity can lower the risk of over twenty chronic health conditions, whilst inactivity reduces daily functioning and physical health of individuals living with schizophrenia. This study conducted in 2014 examines the effect of structured walking participation on QOL, psychosocial functioning and symptoms in Hospital Permai, one of the largest psychiatry institution in Asia Chronic patients with schizophrenia (n=104) who met inclusion criteria were randomised to either a 3-month structured walking intervention or a treatment-as-usual arm. The Positive and Negative Syndrome Scale (PANSS), global functioning (PSP) and QOL (SF-36) were measured at baseline and after the 3-month interval. At 3 month follow-up, there were significant within group differences in QOL (SF-36), psychiatric symptoms (PANSS), and personal and social performance (PSP). There were statistically significant increase in the median SF-36 scores, with increases shown in physical functioning (p<.001), physical role limitations (p<.05), social functioning (p<.01) in the intervention group compared to treatment-as-usual group. Statistically significant reduction of median PANSS score of the intervention group were noted in positive (p<0.001) and negative (p<0.01) symptom, and general psychopathology (p<0.01) scales. Statistically significant increase in the median PSP score (p<0.01) was found in the intervention group compared with the treatment-as-usual group. Between-group differences at post intervention (favouring Intervention) were significant for PANSS positive and SF36 Physical In long stayed chronic inmates, a simple but consistent, organized walking intervention has the potential to bring improvement in functioning, reduction in psychiatric symptoms and quality of Life. The emphasis of rehabilitation should target at lifestyle redesign intervention.
The Value of Physical Examination: A New Conceptual Framework.
Zaman, Junaid; Verghese, Abraham; Elder, Andrew
2016-12-01
The physical examination defines medical practice, yet its role is being questioned increasingly, with statistical comparisons of diagnostic accuracy often the sole metric used against newer technologies. We set out to highlight seven ways in which the physical examination has value beyond diagnostic accuracy to reaffirm its place in the core skills of a physician and guide future research, teaching, and curriculum design. We show that this more comprehensive approach to the physical examination of its "utility" beyond that of reaching a diagnosis can be beneficial to both doctor and patient.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Thejas, Urs G.; Somashekar, R., E-mail: rs@physics.uni-mysore.ac.in; Sangappa, Y.
A stochastic approach to explain the variation of physical parameters in polymer composites is discussed in this study. We have given a statistical model to derive the characteristic variation of physical parameters as a function of dopant concentration. Results of X-ray diffraction study and conductivity have been taken to validate this function, which can be extended to any of the physical parameters and polymer composites. For this study we have considered a polymer composites of HPMC doped with various concentrations of Nickel Chloride.
Dependency graph for code analysis on emerging architectures
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shashkov, Mikhail Jurievich; Lipnikov, Konstantin
Direct acyclic dependency (DAG) graph is becoming the standard for modern multi-physics codes.The ideal DAG is the true block-scheme of a multi-physics code. Therefore, it is the convenient object for insitu analysis of the cost of computations and algorithmic bottlenecks related to statistical frequent data motion and dymanical machine state.
Protective Factors, Physical Abuse, and Purging from Community-Wide Surveys of Female Adolescents.
ERIC Educational Resources Information Center
Perkins, Daniel F.; Luster, Tom; Jank, Wolfgang
2002-01-01
Examined relationship between physical abuse and purging through a survey of 100,236 females ages 12 to 18. Investigated other influences on resiliency such as age, ethnicity, family structure and support, parental education, school climate, sexual abuse, religiosity, and other adult support. Found statistical correlations between bulimia and…
ERIC Educational Resources Information Center
Kozliak, Evguenii I.
2004-01-01
A molecular approach for introducing entropy in undergraduate physical chemistry course and incorporating the features of Davies' treatment that meets the needs of the students but ignores the complexities of statistics and upgrades the qualitative, intuitive approach of Lambert for general chemistry to a semiquantitative treatment using Boltzmann…
Can We Have Fries with That, Please? Nutrition and Physical Activities among College Students
ERIC Educational Resources Information Center
Monteiro, Andreia C.; Jeremic, Miljana; Budden, Michael C.
2010-01-01
Obesity is a growing health and socioeconomic issue in the United States. College students are an important part of the alarming statistics involving weight gain. This study investigated how nutrition behaviors and physical activity modified students' perceptions of body weight and nutrition knowledge. Furthermore, the study assessed gender and…
Physical and Psychological Effects of Athletic Competition on Children and Youth.
ERIC Educational Resources Information Center
Seefeldt, Vern; Gould, Daniel
Research examining the effects of sports participation on children and youth is reviewed from the perspective of psychological and physical development. Statistical information regarding the participation rate in different kinds of youth sports is given. The effects of prolonged athletic activity on bone, muscle, and adipose tissue growth is…
ERIC Educational Resources Information Center
Yoh, Taeho; Yang, Heewon; Gordon, Brian
2008-01-01
This study examined the status of participation in physical activity among international students attending colleges and universities in the United States. Participants for the study were 521 international students from five universities in the Midwestern part of the United States. Descriptive statistics revealed that international college…
77 FR 65206 - Privacy Act of 1974; Amendment of Privacy Act System of Records
Federal Register 2010, 2011, 2012, 2013, 2014
2012-10-25
... the Board's appellate and original jurisdiction; locate appeal documents and files, physical or... service under 5 U.S.C. 1204(a)(3), and review of regulations of the Office of Personnel Management (OPM...; b. Locate appeal documents and files, whether physical or electronic; c. Provide statistical data...
ERIC Educational Resources Information Center
Cardina, Catherine E.; DeNysschen, Carol
2018-01-01
Purpose: This study described professional development (PD) among public school physical education (PE) teachers and compared PE teachers to teachers of other subjects. Method: Data were collected from a nationally representative sample of public school teachers in the United States. Descriptive statistics were used to describe teachers' support…
An Assessment of Research-Doctorate Programs in the United States: Mathematical & Physical Sciences.
ERIC Educational Resources Information Center
Jones, Lyle V., Ed.; And Others
The quality of doctoral-level chemistry (N=145), computer science (N=58), geoscience (N=91), mathematics (N=115), physics (N=123), and statistics/biostatistics (N=64) programs at United States universities was assessed, using 16 measures. These measures focused on variables related to: program size; characteristics of graduates; reputational…
ERIC Educational Resources Information Center
Wang, Lijuan; Ha, Amy Sau-ching; Wen, Xu
2014-01-01
This research primarily aimed to examine the compatibility of teaching perspectives of teachers with the Physical Education (PE) curriculum in China. The Teaching Perspective Inventory (Pratt, 1998) was used to collect data from 272 PE teachers. Descriptive statistics, MANOVAs, and correlational procedures were used for quantitative data analysis.…