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H. Takayasu

Publications and source records attributed to H. Takayasu.

5 recordsLinked to original sources

No persistent circadian oscillator at genome resolution: pseudo-coherence in gut microbiome dynamics

Diurnal rhythms in the gut microbiome are commonly read as evidence of host-driven entrainment or of microbial oscillators that synchronise to a common clock. We reanalyse hourly genome-resolved (MAG-level) mouse-gut time series with diagnostics tailored to test that interpretation. At this resolution and for both animals in the dataset, the time-frequency representation carries no persistent ridge; the time-averaged spectrum is enhanced at low frequencies and depleted at intermediate frequencies; the lagged covariance is markedly time-asymmetric, with a global imbalance peak near tens of hours; and an amplitude-adjusted Fourier surrogate test identifies a weak time-averaged construction in the candidate circadian band, never as a fixed time-frequency ridge. The two functional guilds that carry the inferred non-normal amplification are identified independently by the rankings of two inferred dynamical modes (the reaction mode, into which fluctuations are transiently amplified, and the non-normal mode, which injects them), and recover the primary polysaccharide degraders of Bacteroidota and the secondary butyrate and propionate fermenters of Bacillota A without invoking any phase information. The conjunction of these signatures matches a stable but strongly non-normal stochastic regime, that is, pseudo-coherence: geometric amplification reshapes stochastic fluctuations onto a low-dimensional reaction subspace, producing intermittent synchronisation-like episodes, broken time-reversal symmetry, and emergent time-averaged characteristic scales without an underlying oscillator. We propose a falsifiable test via high-resolution clock-gene-knockout cohorts.

physics.bio-ph

Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach

The evolution of the probability distributions of Japan and US major market indices, NIKKEI 225 and NASDAQ composite index, and $JPY/DEM$ and $DEM/USD$ currency exchange rates is described by means of the Fokker-Planck equation (FPE). In order to distinguish and quantify the deterministic and random influences on these financial time series we perform a statistical analysis of their increments $\Delta x(\Delta(t))$ distribution functions for different time lags $\Delta(t)$. From the probability distribution functions at various $\Delta(t)$, the Fokker-Planck equation for $p(\Delta x(t), \Delta(t))$ is explicitly derived. It is written in terms of a drift and a diffusion coefficient. The Kramers-Moyal coefficients, are estimated and found to have a simple analytical form, thus leading to a simple physical interpretation for both drift $D^{(1)}$ and diffusion $D^{(2)}$ coefficients. The Markov nature of the indices and exchange rates is shown and an apparent difference in the NASDAQ $D^{(2)}$ is pointed out.

cond-mat.stat-mech

Finite-Time Singularity Signature of Hyperinflation

We present a novel analysis extending the recent work of Mizuno et al. [2002] on the hyperinflations of Germany (1920/1/1-1923/11/1), Hungary (1945/4/30-1946/7/15), Brazil (1969-1994), Israel (1969-1985), Nicaragua (1969-1991), Peru (1969-1990) and Bolivia (1969-1985). On the basis of a generalization of Cagan's model of inflation based on the mechanism of ``inflationary expectation'' or positive feedbacks between realized growth rate and people's expected growth rate, we find that hyperinflations can be characterized by a power law singularity culminating at a critical time $t_c$. Mizuno et al.'s double-exponential function can be seen as a discrete time-step approximation of our more general nonlinear ODE formulation of the price dynamics which exhibits a finite-time singular behavior. This extension of Cagan's model, which makes natural the appearance of a critical time $t_c$, has the advantage of providing a well-defined end of the clearly unsustainable hyperinflation regime. We find an excellent and reliable agreement between theory and data for Germany, Hungary, Peru and Bolivia. For Brazil, Israel and Nicaragua, the super-exponential growth seems to be already contaminated significantly by the existence of a cross-over to a stationary regime.

physics.soc-ph

Fractal Properties in Economics

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition mechanism. By analyzing tick data of yen-dollar exchange rates we confirm two fractal properties: 1 The distribution of rate change in a fixed ticks is approximated by a symmetric stretched exponential function for a wide range of time intervals; 2 the interval time distribution of trades nearly follows a power law. Empirical fractal properties in companies' financial data, such as distributions and fluctuations in assets and incomes are discussed with a simple model. The importance of methods and theories for phase transitions is discussed.

cond-mat.stat-mech

Market Fluctuations: multiplicative and percolation models, size effects and predictions

We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the interaction between traders and hierarchical cascade models to unravel the possible correlation accross time scales, including the log-periodic signatures associated to financial crashes. The main empirical knowledge is summarized and some key empirical tests are presented.

cond-mat.stat-mech