scholarly journals Investigating Self-Similarity and Heavy-Tailed Distributions on a Large-Scale Experimental Facility

2010 ◽  
Vol 18 (4) ◽  
pp. 1261-1274 ◽  
Author(s):  
P Loiseau ◽  
Paulo Gonçalves ◽  
G Dewaele ◽  
P Borgnat ◽  
P Abry ◽  
...  
2012 ◽  
Vol 15 (03n04) ◽  
pp. 1150019 ◽  
Author(s):  
GERHARD JÄGER

The paper investigates the quantitative distribution of language types across languages of the world. The studies are based on three large-scale typological data bases: The World Color Survey, the Automated Similarity Judgment Project data base, and the World Atlas of Language Structures. The main finding is that a surprisingly large and varied collection of linguistic typologies show power law behavior. The bulk of the paper deals with the statistical validation of these findings.


2005 ◽  
Vol 14 (02) ◽  
pp. 233-247 ◽  
Author(s):  
ZHIPIN YE ◽  
CHUANGYIN DANG

Over the past few years, scaling phenomena involving self-similarity and heavy-tailed distributions have attracted the interest of various researchers in telecommunications and networks. In this paper, we study the linear fractional stable noise (LFSN) which exhibits both long-range dependence and heavy tails property. LFSN can be represented as a linear process with weight coefficients and α-stable random variables. The coefficients of the linear process are determined by a kernel function and depend on five parameters. This paper focuses on estimating two unknown parameters a and b. Based on minimizing square errors, several methods for estimating these two parameters are presented. Detailed tables and graphs have been included in extensive simulations which show the methods are good estimates.


Author(s):  
Dylan Marcus T. Ordoñez ◽  
Rene C. Batac

In this paper, we present a simple discrete model of cascade behavior in an actual geographical space with built environments. By simultaneously triggering and relaxing random locations in a network of Voronoi cells interacting via the gravity model, we observe nontrivial statistics with heavy-tailed distributions of cells and actual area extents involved in the cascade. The distributions of these affected areas follow unimodal statistics, unlike the other externally-driven models operating over uniform neighborhoods that exhibit power-laws. Majority of the cascades are limited within the immediate neighborhoods of adjacent Voronoi cells, even for sufficiently large triggering magnitudes. The results are viewed from the perspective of inhomogeneous driving in sandpile-based models, and benchmarked with distributions obtained in other geographic datasets. The method offers a complexity perspective into the generation of large-scale events in physical and intangible flows, and explains their origins from cascaded accumulations of slow, random, and intermittent processes.


Cells ◽  
2022 ◽  
Vol 11 (2) ◽  
pp. 270
Author(s):  
Konstantin Polev ◽  
Diana V. Kolygina ◽  
Kristiana Kandere-Grzybowska ◽  
Bartosz A. Grzybowski

Lysosomes—that is, acidic organelles known for degradation/recycling—move through the cytoplasm alternating between bursts of active transport and short, diffusive motions or even pauses. While their mobility is essential for lysosomes’ fusogenic and non-fusogenic interactions with target organelles, their movements have not been characterized in adequate detail. Here, large-scale statistical analysis of lysosomal movement trajectories reveals that lysosome trajectories in all examined cell types—both cancer and noncancerous ones—are superdiffusive and characterized by heavy-tailed distributions of run and flight lengths. Consideration of Akaike weights for various potential models (lognormal, power law, truncated power law, stretched exponential, and exponential) indicates that the experimental data are best described by the lognormal distribution, which, in turn, can be related to one of the space-search strategies particularly effective when “thorough” search needs to balance search for rare target(s) (organelles). In addition, automated, wavelet-based analysis allows for co-tracking the motions of lysosomes and the cargos they carry—particularly the nanoparticle aggregates known to cause selective lysosome disruption in cancerous cells. The methods we describe here could help study nanoparticle assemblies, viruses, and other objects transported inside various vesicle types, as well as coordinated movements of organelles/particles in the cytoplasm. Custom-written code that includes integrated workflow for our analyses is made available for academic use.


Author(s):  
Stefan Thurner ◽  
Rudolf Hanel ◽  
Peter Klimekl

Phenomena, systems, and processes are rarely purely deterministic, but contain stochastic,probabilistic, or random components. For that reason, a probabilistic descriptionof most phenomena is necessary. Probability theory provides us with the tools for thistask. Here, we provide a crash course on the most important notions of probabilityand random processes, such as odds, probability, expectation, variance, and so on. Wedescribe the most elementary stochastic event—the trial—and develop the notion of urnmodels. We discuss basic facts about random variables and the elementary operationsthat can be performed on them. We learn how to compose simple stochastic processesfrom elementary stochastic events, and discuss random processes as temporal sequencesof trials, such as Bernoulli and Markov processes. We touch upon the basic logic ofBayesian reasoning. We discuss a number of classical distribution functions, includingpower laws and other fat- or heavy-tailed distributions.


Entropy ◽  
2021 ◽  
Vol 23 (1) ◽  
pp. 70
Author(s):  
Mei Ling Huang ◽  
Xiang Raney-Yan

The high quantile estimation of heavy tailed distributions has many important applications. There are theoretical difficulties in studying heavy tailed distributions since they often have infinite moments. There are also bias issues with the existing methods of confidence intervals (CIs) of high quantiles. This paper proposes a new estimator for high quantiles based on the geometric mean. The new estimator has good asymptotic properties as well as it provides a computational algorithm for estimating confidence intervals of high quantiles. The new estimator avoids difficulties, improves efficiency and reduces bias. Comparisons of efficiencies and biases of the new estimator relative to existing estimators are studied. The theoretical are confirmed through Monte Carlo simulations. Finally, the applications on two real-world examples are provided.


Entropy ◽  
2020 ◽  
Vol 23 (1) ◽  
pp. 56
Author(s):  
Haoyu Niu ◽  
Jiamin Wei ◽  
YangQuan Chen

Stochastic Configuration Network (SCN) has a powerful capability for regression and classification analysis. Traditionally, it is quite challenging to correctly determine an appropriate architecture for a neural network so that the trained model can achieve excellent performance for both learning and generalization. Compared with the known randomized learning algorithms for single hidden layer feed-forward neural networks, such as Randomized Radial Basis Function (RBF) Networks and Random Vector Functional-link (RVFL), the SCN randomly assigns the input weights and biases of the hidden nodes in a supervisory mechanism. Since the parameters in the hidden layers are randomly generated in uniform distribution, hypothetically, there is optimal randomness. Heavy-tailed distribution has shown optimal randomness in an unknown environment for finding some targets. Therefore, in this research, the authors used heavy-tailed distributions to randomly initialize weights and biases to see if the new SCN models can achieve better performance than the original SCN. Heavy-tailed distributions, such as Lévy distribution, Cauchy distribution, and Weibull distribution, have been used. Since some mixed distributions show heavy-tailed properties, the mixed Gaussian and Laplace distributions were also studied in this research work. Experimental results showed improved performance for SCN with heavy-tailed distributions. For the regression model, SCN-Lévy, SCN-Mixture, SCN-Cauchy, and SCN-Weibull used less hidden nodes to achieve similar performance with SCN. For the classification model, SCN-Mixture, SCN-Lévy, and SCN-Cauchy have higher test accuracy of 91.5%, 91.7% and 92.4%, respectively. Both are higher than the test accuracy of the original SCN.


2012 ◽  
Vol 16 (1) ◽  
pp. 29-42 ◽  
Author(s):  
M. Siena ◽  
A. Guadagnini ◽  
M. Riva ◽  
S. P. Neuman

Abstract. We use three methods to identify power-law scaling of multi-scale log air permeability data collected by Tidwell and Wilson on the faces of a laboratory-scale block of Topopah Spring tuff: method of moments (M), Extended Self-Similarity (ESS) and a generalized version thereof (G-ESS). All three methods focus on q-th-order sample structure functions of absolute increments. Most such functions exhibit power-law scaling at best over a limited midrange of experimental separation scales, or lags, which are sometimes difficult to identify unambiguously by means of M. ESS and G-ESS extend this range in a way that renders power-law scaling easier to characterize. Our analysis confirms the superiority of ESS and G-ESS over M in identifying the scaling exponents, ξ(q), of corresponding structure functions of orders q, suggesting further that ESS is more reliable than G-ESS. The exponents vary in a nonlinear fashion with q as is typical of real or apparent multifractals. Our estimates of the Hurst scaling coefficient increase with support scale, implying a reduction in roughness (anti-persistence) of the log permeability field with measurement volume. The finding by Tidwell and Wilson that log permeabilities associated with all tip sizes can be characterized by stationary variogram models, coupled with our findings that log permeability increments associated with the smallest tip size are approximately Gaussian and those associated with all tip sizes scale show nonlinear variations in ξ(q) with q, are consistent with a view of these data as a sample from a truncated version (tfBm) of self-affine fractional Brownian motion (fBm). Since in theory the scaling exponents, ξ(q), of tfBm vary linearly with q we conclude that nonlinear scaling in our case is not an indication of multifractality but an artifact of sampling from tfBm. This allows us to explain theoretically how power-law scaling of our data, as well as of non-Gaussian heavy-tailed signals subordinated to tfBm, are extended by ESS. It further allows us to identify the functional form and estimate all parameters of the corresponding tfBm based on sample structure functions of first and second orders.


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