scholarly journals COMPARATIVE STUDY OF SPANNING CLUSTER DISTRIBUTIONS IN DIFFERENT DIMENSIONS

1999 ◽  
Vol 10 (04) ◽  
pp. 747-752 ◽  
Author(s):  
PARONGAMA SEN

The probability distributions of the masses of the clusters spanning from top to bottom of a percolating lattice at the percolation threshold are obtained in all dimensions, from two to five. The first two cumulants and the exponents for the universal scaling functions are shown to have simple power law variations with the dimensionality. The cases where multiple spanning clusters occur are discussed separately and compared.

Universe ◽  
2020 ◽  
Vol 6 (11) ◽  
pp. 219
Author(s):  
Elena Fedorova ◽  
B.I. Hnatyk ◽  
V.I. Zhdanov ◽  
A. Del Popolo

3C111 is BLRG with signatures of both FSRQ and Sy1 in X-ray spectrum. The significant X-ray observational dataset was collected for it by INTEGRAL, XMM-Newton, SWIFT, Suzaku and others. The overall X-ray spectrum of 3C 111 shows signs of a peculiarity with the large value of the high-energy cut-off typical rather for RQ AGN, probably due to the jet contamination. Separating the jet counterpart in the X-ray spectrum of 3C 111 from the primary nuclear counterpart can answer the question is this nucleus truly peculiar or this is a fake “peculiarity” due to a significant jet contribution. In view of this question, our aim is to estimate separately the accretion disk/corona and non-thermal jet emission in the 3C 111 X-ray spectra within different observational periods. To separate the disk/corona and jet contributions in total continuum, we use the idea that radio and X-ray spectra of jet emission can be described by a simple power-law model with the same photon index. This additional information allows us to derive rather accurate values of these contributions. In order to test these results, we also consider relations between the nuclear continuum and the line emission.


2011 ◽  
Vol 182 (1) ◽  
pp. 226-228 ◽  
Author(s):  
Chien-Fu Chen ◽  
An-Chung Cheng ◽  
Yi-Duen Wang ◽  
Chai-Yu Lin

2009 ◽  
Vol 18 (09) ◽  
pp. 1395-1411 ◽  
Author(s):  
LEONARDO CAMPANELLI

We analyze the generation of seed magnetic fields during de Sitter inflation considering a noninvariant conformal term in the electromagnetic Lagrangian of the form [Formula: see text], where I(ϕ) is a pseudoscalar function of a nontrivial background field ϕ. In particular, we consider a toy model that could be realized owing to the coupling between the photon and either a (tachyonic) massive pseudoscalar field or a massless pseudoscalar field nonminimally coupled to gravity, where I follows a simple power law behavior I(k,η) = g/(-kη)β during inflation, while it is negligibly small subsequently. Here, g is a positive dimensionless constant, k the wave number, η the conformal time, and β a real positive number. We find that only when β = 1 and 0.1 ≲ g ≲ 2 can astrophysically interesting fields be produced as excitation of the vacuum, and that they are maximally helical.


1998 ◽  
Vol 5 (2) ◽  
pp. 93-104 ◽  
Author(s):  
D. Harris ◽  
M. Menabde ◽  
A. Seed ◽  
G. Austin

Abstract. The theory of scale similarity and breakdown coefficients is applied here to intermittent rainfall data consisting of time series and spatial rain fields. The probability distributions (pdf) of the logarithm of the breakdown coefficients are the principal descriptor used. Rain fields are distinguished as being either multiscaling or multiaffine depending on whether the pdfs of breakdown coefficients are scale similar or scale dependent, respectively. Parameter  estimation techniques are developed which are applicable to both multiscaling and multiaffine fields. The scale parameter (width), σ, of the pdfs of the log-breakdown coefficients is a measure of the intermittency of a field. For multiaffine fields, this scale parameter is found to increase with scale in a power-law fashion consistent with a bounded-cascade picture of rainfall modelling. The resulting power-law exponent, H, is indicative of the smoothness of the field. Some details of breakdown coefficient analysis are addressed and a theoretical link between this analysis and moment scaling analysis is also presented. Breakdown coefficient properties of cascades are also investigated in the context of parameter estimation for modelling purposes.


Author(s):  
Didier Sornette

This chapter examines how to predict stock market crashes and other large market events as well as the limitations of forecasting, in particular in terms of the horizon of visibility and expected precision. Several case studies are presented in detail, with a careful count of successes and failures. After providing an overview of the nature of predictions, the chapter explains how to develop and interpret statistical tests of log-periodicity. It then considers the concept of an “antibubble,” using as an example the Japanese collapse from the beginning of 1990 to the present. It also describes the first guidelines for prediction, a hierarchy of prediction schemes that includes the simple power law, and the statistical significance of the forward predictions.


2020 ◽  
Vol 55 (32) ◽  
pp. 15523-15537
Author(s):  
Emre Vatansever ◽  
Dogan Arslan ◽  
Deniz Sema Sarul ◽  
Yusuf Kahraman ◽  
Gurbuz Gunes ◽  
...  

Soft Matter ◽  
2020 ◽  
Vol 16 (30) ◽  
pp. 7077-7087 ◽  
Author(s):  
Pritha Dolai ◽  
Arghya Das ◽  
Anupam Kundu ◽  
Chandan Dasgupta ◽  
Abhishek Dhar ◽  
...  

The single-file dynamics of various models of interacting scalar active particles shows universality. The cluster size distribution and tagged-particle MSD scale with density and activity parameters with the same scaling functions across all models.


2019 ◽  
Vol 7 (1) ◽  
pp. 215-233
Author(s):  
Corina D. Constantinescu ◽  
Tomasz J. Kozubowski ◽  
Haoyu H. Qian

AbstractWe present basic properties and discuss potential insurance applications of a new class of probability distributions on positive integers with power law tails. The distributions in this class are zero-inflated discrete counterparts of the Pareto distribution. In particular, we obtain the probability of ruin in the compound binomial risk model where the claims are zero-inflated discrete Pareto distributed and correlated by mixture.


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