arXiv subjects

G. Gyorgyi

Publications and source records attributed to G. Gyorgyi.

13 recordsLinked to original sources

arXiv2010

Renormalization group theory for finite-size scaling in extreme statistics

We present a renormalization group (RG) approach to explain universal features of extreme statistics, applied here to independent, identically distributed variables. The outlines of the theory have been described in a previous Letter, the main result being that finite-size shape corrections to the limit distribution can be obtained from a linearization of the RG transformation near a fixed point, leading to the computation of stable perturbations as eigenfunctions. Here we show details of the RG theory which exhibit remarkable similarities to the RG known in statistical physics. Besides the fixed points explaining universality, and the least stable eigendirections accounting for convergence rates and shape corrections, the similarities include marginally stable perturbations which turn out to be generic for the Fisher-Tippett-Gumbel class. Distribution functions containing unstable perturbations are also considered. We find that, after a transitory divergence, they return to the universal fixed line at the same or at a different point depending on the type of perturbation.

cond-mat.stat-mech↗

arXiv2007

Finite-size scaling in extreme statistics

We study the convergence and shape correction to the limit distributions of extreme values due to the finite size (FS) of data sets. A renormalization method is introduced for the case of independent, identically distributed (iid) variables, showing that the iid universality classes are subdivided according to the exponent of the FS convergence, which determines the leading order FS shape correction function as well. We find that, for the correlated systems of subcritical percolation and 1/f^alpha stationary (alpha<1) noise, the iid shape correction compares favorably to simulations. Furthermore, for the strongly correlated regime (alpha>1) of 1/f^alpha noise, the shape correction is obtained in terms of the limit distribution itself.

cond-mat.stat-mech↗

arXiv2007

Dislocation Glasses: Aging during Relaxation and Coarsening

The dynamics of dislocations is reported to exhibit glassy properties. We study numerically various versions of 2d edge dislocation systems in the absence of externally applied stress. Two types of glassy behavior are identified: (i) dislocations gliding along randomly placed, but fixed, axes exhibit relaxation to their spatially disordered stable state; (ii) if both climb and annihilation is allowed, irregular cellular structures can form on a growing length scale before all dislocations annihilate. In all cases both the correlation function and the diffusion coefficient are found to exhibit aging. Relaxation in case (i) is a slow power law. In the transient process of (ii) the dynamical exponent z is about 6, which compares favorably to experiments on diblock co-polymers.

cond-mat.dis-nn↗

arXiv2007

Extreme statistics for time series: Distribution of the maximum relative to the initial value

The extreme statistics of time signals is studied when the maximum is measured from the initial value. In the case of independent, identically distributed (iid) variables, we classify the limiting distribution of the maximum according to the properties of the parent distribution from which the variables are drawn. Then we turn to correlated periodic Gaussian signals with a 1/f^alpha power spectrum and study the distribution of the maximum relative height with respect to the initial height (MRH_I). The exact MRH_I distribution is derived for alpha=0 (iid variables), alpha=2 (random walk), alpha=4 (random acceleration), and alpha=infinity (single sinusoidal mode). For other, intermediate values of alpha, the distribution is determined from simulations. We find that the MRH_I distribution is markedly different from the previously studied distribution of the maximum height relative to the average height for all alpha. The two main distinguishing features of the MRH_I distribution are the much larger weight for small relative heights and the divergence at zero height for alpha>3. We also demonstrate that the boundary conditions affect the shape of the distribution by presenting exact results for some non-periodic boundary conditions. Finally, we show that, for signals arising from time-translationally invariant distributions, the density of near extreme states is the same as the MRH_I distribution. This is used in developing a scaling theory for the threshold singularities of the two distributions.

cond-mat.stat-mech↗

arXiv2006

Maximal height statistics for 1/f^alpha signals

Numerical and analytical results are presented for the maximal relative height distribution of stationary periodic Gaussian signals (one dimensional interfaces) displaying a 1/f^alpha power spectrum. For 0 1 (regime of strong correlations) and a highly accurate picture gallery of distribution functions can be constructed numerically. Analytical results can be obtained in the limit alpha -> infinity and, for large alpha, by perturbation expansion. Furthermore, using path integral techniques we derive a trace formula for the distribution function, valid for alpha=2n even integer. From the latter we extract the small argument asymptote of the distribution function whose analytic continuation to arbitrary alpha > 1 is found to be in agreement with simulations. Comparison of the extreme and roughness statistics of the interfaces reveals similarities in both the small and large argument asymptotes of the distribution functions.

cond-mat.stat-mech↗

arXiv2005

Power-law tailed spectra from equilibrium

We propose that power-law tailed hadron spectra may be viewed as stemming from a matter in an unconventional equilibrium state typical for non-extensive thermodynamics. A non-extensive Boltzmann equation, which is able to form such spectra as a stationary solution, is utilized as a rough model of quark matter hadronization. Basic ideas about non-extensive simulation of the QCD equation of state on the lattice are presented.

nucl-th↗

arXiv2004

Non-Gibbs Particle Spectra from Thermal Equilibrium

We propose that transverse momentum spectra with power-law tails observed in ultrarelativistic heavy ion collisions can be interpreted as originating in a medium in thermal equilibrium. General conditions on the dynamical equations are formulated, leading in equilibrium to various energy distributions of particles. Starting with the linear Fokker-Planck equation we analyze conditions for Boltzmann-Gibbs, Tsallis, or other equilibrium distributions based upon the dependence of fluctuation and dissipation on the energy of the observed subsystem. RHIC neutral pion data definitely exclude Boltzmann-Gibbs distribution over the entire range of observed transverse momenta.

hep-ph↗

arXiv2003

Statistics of extremal intensities for Gaussian interfaces

The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not coincide with the distribution of the integrated power spectrum (i.e. roughness of the surface), nor does it obey any of the known extreme statistics limit distributions. The Fisher-Tippett-Gumbel limit distribution is, however, recovered in three cases: (i) in the non-dispersive (white noise) limit, (ii) for high dimensions, and (iii) when only short-wavelength modes are kept. In the last two cases the limit distribution emerges in novel scenarios.

cond-mat.stat-mech↗

arXiv2002

Percolation-like behavior of some optimal coalition formation models

The ground-state of an infinite-range Potts glass-type model with +/- J bonds and unrestricted number of states is used to investigate coalition formation. As a function of the q probability of +J bonds in the system it is found that the r relative size of the largest cluster (a cluster being the group of elements in the same state) shows a percolation like behavior. By a simple renormalization approach and several optimization methods we investigate the r(q) curves for finite systems sizes. Non-trivial consequences for social percolation problems are discussed.

cond-mat.stat-mech↗

arXiv2001

Roughness distributions for 1/f^alpha signals

The probability density function (PDF) of the roughness, i.e., of the temporal variance, of 1/f^alpha noise signals is studied. Our starting point is the generalization of the model of Gaussian, time-periodic, 1/f noise, discussed in our recent Letter [T. Antal et al., PRL, vol. 87, 240601 (2001)], to arbitrary power law. We investigate three main scaling regions, distinguished by the scaling of the cumulants in terms of the microscopic scale and the total length of the period. Various analytical representations of the PDF allow for a precise numerical evaluation of the scaling function of the PDF for any alpha. A simulation of the periodic process makes it possible to study also non-periodic signals on short intervals embedded in the full period. We find that for alpha=<1/2 the scaled PDF-s in both the periodic and the non-periodic cases are Gaussian, but for alpha>1/2 they differ from the Gaussian and from each other. Both deviations increase with growing alpha. That conclusion, based on numerics, is reinforced by analytic results for alpha=2 and alpha->infinity. We suggest that our theoretical and numerical results open a new perspective on the data analysis of 1/f^alpha processes.

cond-mat.stat-mech↗

arXiv2001

1/f Noise and Extreme Value Statistics

We study the finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions (Gumbel distribution) emerges as the scaling function when the boundary conditions are periodic. We provide a realistic example of periodic 1/f noise, and demonstrate by simulations that the Gumbel distribution is a good approximation for the case of nonperiodic boundary conditions as well. Experiments on voltage fluctuations in GaAs films are analyzed and excellent agreement is found with the theory.

cond-mat.stat-mech↗

arXiv2000

Techniques of replica symmetry breaking and the storage problem of the McCulloch-Pitts neuron

In this article the framework for Parisi's spontaneous replica symmetry breaking is reviewed, and subsequently applied to the example of the statistical mechanical description of the storage properties of a McCulloch-Pitts neuron. The technical details are reviewed extensively, with regard to the wide range of systems where the method may be applied. Parisi's partial differential equation and related differential equations are discussed, and a Green function technique introduced for the calculation of replica averages, the key to determining the averages of physical quantities. The ensuing graph rules involve only tree graphs, as appropriate for a mean-field-like model. The lowest order Ward-Takahashi identity is recovered analytically and is shown to lead to the Goldstone modes in continuous replica symmetry breaking phases. The need for a replica symmetry breaking theory in the storage problem of the neuron has arisen due to the thermodynamical instability of formerly given solutions. Variational forms for the neuron's free energy are derived in terms of the order parameter function x(q), for different prior distribution of synapses. Analytically in the high temperature limit and numerically in generic cases various phases are identified, among them one similar to the Parisi phase in the Sherrington-Kirkpatrick model. Extensive quantities like the error per pattern change slightly with respect to the known unstable solutions, but there is a significant difference in the distribution of non-extensive quantities like the synaptic overlaps and the pattern storage stability parameter. A simulation result is also reviewed and compared to the prediction of the theory.

cond-mat.dis-nn↗

arXiv2000

Beyond storage capacity in a single model neuron: Continuous replica symmetry breaking

A single McCulloch-Pitts neuron, that is, the simple perceptron is studied, with focus on the region beyond storage capacity. It is shown that Parisi's hierarchical ansatz for the overlap matrix of the synaptic couplings with so called continuous replica symmetry breaking is a solution, and as we propose it is the exact one, to the equilibrium problem. We describe some of the most salient features of the theory and give results about the low temperature region. In particular, the basics of the Parisi technique and the way to calculate thermodynamical expectation values is explained. We have numerically extremized the replica free energy functional for some parameter settings, and thus obtained the order parameter function, i.e., the probability distribution of overlaps. That enabled us to evaluate the probability density of the local stability parameter. We also performed a simulation and found a local stability density closer to the theoretical curve than previous numerical results were.

cond-mat.dis-nn↗