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Paolo Grigolini

Publications and source records attributed to Paolo Grigolini.

At least 55 records · Page 3Linked to original sources
arXiv2005

Renewal, Modulation and Superstatistics

We consider two different proposals to generate a time series with the same non-Poisson distribution of waiting times, to which we refer to as renewal and modulation. We show that, in spite of the apparent statistical equivalence, the two time series generate different physical effects. Renewal generates aging and anomalous scaling, while modulation yields no aging and either ordinary or anomalous diffusion, according to the prescription used for its generation. We argue, in fact, that the physical realization of modulation involves critical events, responsible for scaling. In conclusion, modulation rather than ruling out the action of critical events, sets the challenge for their identification.

cond-mat.stat-mech↗
arXiv2004

Correlation function and generalized master equation of arbitrary age

We study a two-state statistical process with a non-Poisson distribution of sojourn times. In accordance with earlier work, we find that this process is characterized by aging and we study three different ways to define the correlation function of arbitrary age of the corresponding dichotomous fluctuation based respectively on the Generalized Master Equation formalism, on a Liouville-like approach and on a trajectory perspective.

cond-mat.stat-mech↗
arXiv2004

Absorption and Emission in the non-Poisson case

This letter adresses the challenging problems posed to the Kubo-Anderson (KA) theory by the discovery of intermittent resonant fluorescence with a non-exponential distribution of waiting times. We show how to extend the KA theory from aged to aging systems, aging for a very extended time period or even forever, being a crucial consequence of non-Poisson statistics.

cond-mat.other↗
arXiv2004

Aging and Rejuvenation with Fractional Derivatives

We discuss a dynamic procedure that makes the fractional derivatives emerge in the time asymptotic limit of non-Poisson processes. We find that two-state fluctuations, with an inverse power-law distribution of waiting times, finite first moment and divergent second moment, namely with the power index mu in the interval 2 >ta yields ord=mu -2. The intermediate time regime is probably incompatible with a picture based on fractional derivatives, or, at least, with a mono-order fractional derivative.

cond-mat.stat-mech↗
arXiv2003

Cognitive scale-free networks as a model for intermittency in human natural language

We model certain features of human language complexity by means of advanced concepts borrowed from statistical mechanics. Using a time series approach, the diffusion entropy method (DE), we compute the complexity of an Italian corpus of newspapers and magazines. We find that the anomalous scaling index is compatible with a simple dynamical model, a random walk on a complex scale-free network, which is linguistically related to Saussurre's paradigms. The model yields the famous Zipf's law in terms of the generalized central limit theorem.

cond-mat.stat-mech↗
arXiv2003

From Knowledge, Knowability and the Search for Objective Randomness to a New Vision of Complexity

Herein we consider various concepts of entropy as measures of the complexity of phenomena and in so doing encounter a fundamental problem in physics that affects how we understand the nature of reality. In essence the difficulty has to do with our understanding of randomness, irreversibility and unpredictability using physical theory, and these in turn undermine our certainty regarding what we can and what we cannot know about complex phenomena in general. The sources of complexity examined herein appear to be channels for the amplification of naturally occurring randomness in the physical world. Our analysis suggests that when the conditions for the renormalization group apply, this spontaneous randomness, which is not a reflection of our limited knowledge, but a genuine property of nature, does not realize the conventional thermodynamic state, and a new condition, intermediate between the dynamic and the thermodynamic state, emerges. We argue that with this vision of complexity, life, which with ordinary statistical mechanics seems to be foreign to physics, becomes a natural consequence of dynamical processes.

cond-mat.stat-mech↗
arXiv2003

Detection of invisible and crucial events: from seismic fluctuations to the war against terrorism

We prove the efficiency of a new method for the detection of crucial events that might have useful applications to the war against terrorism. This has to do with the search for rare but significant events, a theme of research that has been made of extreme importance by the tragedy of September 11. This method is applied here to defining the statistics of seismic main-shocks, as done in cond-mat/0212529. The emphasis here is on the conceptual issues behind the results obtained in cond-mat/0212529 than on geophysics. This discussion suggests that the method has a wider range of validity. We support this general discussion with a dynamic model originally proposed in cond-mat/0107597 for purposes different from geophysical applications. However, it is a case where the crucial events to detect are under our control, thereby making it possible for us to check the accuracy of the method of detection of invisible and crucial events that we propose here for a general purpose, including the war against terrorism. For this model an analytical treatment has been recently found [cond-mat/0209038], supporting the claims that we make in this paper for the accuracy of the method of detection. For the reader's convenience, the results on the seismic fluctuations are suitably reviewed, and discussed in the light of the more general perspective of this paper. We also review the model for seismic fluctuations, proposed in the earlier work of cond-mat/0212529. This model shares with the model of cond-mat/0107597 the property that the crucial events are imbedded in a sea of secondary events, but it allows us to reveal with accuracy the statistics of the crucial events for different mathematical reasons.

cond-mat.stat-mech↗
arXiv2003

Intermittency and scale-free networks: a dynamical model for human language complexity

In this paper we try to model certain features of human language complexity by means of advanced concepts borrowed from statistical mechanics. We use a time series approach, the diffusion entropy method (DE), to compute the complexity of an italian corpus of newspapers and magazines. We find that the anomalous scaling index is compatible with a simple dynamical model, a random walk on a complex scale-free network, which is linguistically related to Saussurre's paradigms. The network complexity is independently measured on the same corpus, looking at the co-occurrence of nouns and verbs. This connection of cognitive complexity with long-range time correlations also provides an explanation for the famous Zipf's law in terms of the generalized central limit theorem.

cond-mat.stat-mech↗
arXiv2003

In the search for the low-complexity sequences in prokaryotic and eukaryotic genomes: how to derive a coherent picture from global and local entropy measures

We investigate on a possible way to connect the presence of Low-Complexity Sequences (LCS) in DNA genomes and the nonstationary properties of base correlations. Under the hypothesis that these variations signal a change in the DNA function, we use a new technique, called Non-Stationarity Entropic Index (NSEI) method, and we prove that this technique is an efficient way to detect functional changes with respect to a random baseline. The remarkable aspect is that NSEI does not imply any training data or fitting parameter, the only arbitrarity being the choice of a marker in the sequence. We make this choice on the basis of biological information about LCS distributions in genomes. We show that there exists a correlation between changing the amount in LCS and the ratio of long- to short-range correlation.

cond-mat.stat-mech↗
arXiv2003

Breakdown of the Onsager principle as a sign of aging

We discuss the problem of the equivalence between Continuous Time Random Walk (CTRW) and Generalized Master Equation (GME). The walker, making instantaneous jumps from one site of the lattice to another, resides in each site for extended times. The sojourn times have a distribution psi(t) that is assumed to be an inverse power law. We assume that the Onsager principle is fulfilled, and we use this assumption to establish a complete equivalence between GME and the Montroll-Weiss CTRW. We prove that this equivalence is confined to the case when psi(t) is an exponential. We argue that is so because the Montroll-Weiss CTRW, as recently proved by Barkai [E. Barkai, Phys. Rev. Lett. 90, 104101 (2003)], is non-stationary, thereby implying aging, while the Onsager principle, is valid only in the case of fully aged systems. We consider the case of a dichotomous fluctuation, and we prove that the Onsager principle is fulfilled for any form of regression to equilibrium provided that the stationary condition holds true. We set the stationary condition on both the CTRW and the GME, thereby creating a condition of total equivalence, regardless the nature of the waiting time distribution. As a consequence of this procedure we create a GME that it is a "bona fide" master equation, in spite of being non-Markovian. We note that the memory kernel of the GME affords information on the interaction between system of interest and its bath. The Poisson case yields a bath with infinitely fast fluctuations. We argue that departing from the Poisson form has the effect of creating a condition of infinite memory and that these results might be useful to shed light into the problem of how to unravel non-Markovian master equations.

cond-mat.stat-mech↗
arXiv2003

Power-Law Time Distribution of Large Earthquakes

We study the statistical properties of time distribution of seimicity in California by means of a new method of analysis, the Diffusion Entropy. We find that the distribution of time intervals between a large earthquake (the main shock of a given seismic sequence) and the next one does not obey Poisson statistics, as assumed by the current models. We prove that this distribution is an inverse power law with an exponent $μ=2.06 \pm 0.01$. We propose the Long-Range model, reproducing the main properties of the diffusion entropy and describing the seismic triggering mechanisms induced by large earthquakes.

cond-mat.stat-mech↗
arXiv2003

Vortex dynamics in evolutive flows: a weakly chaotic phenomenon

We study the vortex dynamics in an evolutive flow. We carry out the statistical analysis of the resulting time series by means of the joint use of a compression and an entropy diffusion method. This approach to complexity makes it possible for us to establish that the time series emerging from the wavelet analysis of the vortex dynamics is a weakly chaotic process driven by a hidden dynamic process. The complexity of the hidden driving process is shown to be located at the border between the stationary and non-stationary state.

cond-mat.stat-mech↗
arXiv2002

Conflict between trajectories and density description: the statistical source of disagreement

We study an idealized version of intermittent process leading the fluctuations of a stochastic dichotomous variable $ξ$. It consists of an overdamped and symmetric potential well with a cusp-like minimum. The right-hand and left-hand portions of the potential corresponds to $ξ= W$ and $ξ= -W$, respectively. When the particle reaches this minimum is injected back to a different and randomly chosen position, still within the potential well. We build up the corresponding Frobenius-Perron equation and we evaluate the correlation function of the stochastic variable $ξ$, called $Φ_ξ(t)$. We assign to the potential well a form yielding $Φ_ξ(t) = (T/(t + T))^β$, with $β> 0$. We limit ourselves to considering correlation functions with an even number of times, indicated for concision, by $<12>$, $<1234>$ and, more, in general, by $<1 ... 2n>$. The adoption of a treatment based on density yields $<1 ... 2n > = < 1 2 > ... < (2n-1) 2n>$. We study the same dynamic problem using trajectories, and we establish that the resulting two-time correlation function coincides with that afforded by the density picture, as it should. We then study the four-times correlation function and we prove that in the non-Poisson case it departs from the density prescription, namely, from $<1234 > = < 12 > < 34>$. We conclude that this is the main reason why the two pictures yield two different diffusion processes, as noticed in an earlier work [M. Bologna, P. Grigolini, B.J. West, Chem. Phys. {\bf 284}, (1-2) 115-128 (2002)].

cond-mat.stat-mech↗
arXiv2002

Short- and Long-Term Statistical Properties of Heartbeat Time-Series in Healthy and Pathological Subjects

We analize heartbeat time-series corresponding to several groups of individuals (healthy, heart transplanted, with congestive heart failure (CHF), after myocardial infarction (MI), hypertensive), looking for short- and long-time statistical behaviors. In particular we study the persistency patterns of interbeat times and interbeat-time variations. Long-range correlations are revealed using an information-based technique which makes a wise use of the available statistics. The presence of strong long-range time correlations seems to be a general feature for all subjects, with the exception of some CHF individuals. We also show that short time-properties detected in healthy subjects, and seen also in hypertensive and MI patients, and completely absent in the trasplanted, are characterized by a general behavior when we apply a proper coarse-graining procedure for time series analysis.

cond-mat.soft↗
arXiv2002

Statistical analysis of air and sea temperature anomalies

This paper presents a global air and sea temperature anomalies analysis based upon a combination of the wavelet multiresolution analysis and the scaling analysis methods of a time series. The wavelet multiresolution analysis decomposes the two temperature signals on a scale-by-scale basis. The scale-by-scale smooth and detail curves are compared and the correlation coefficients between each couple of correspondent sets of data evaluated. The scaling analysis is based upon the study of the spreading and the entropy of the diffusion generated by the temperature signals. Therefore, we jointly adopt two distinct methods: the Diffusion Entropy Analysis (DEA) and the Standard Deviation Analysis (SDA). The joint use of these two methods allows us to establish with more confidence the nature of the signals, as well as their scaling, and it yields the discovery of a slight Levy component in the two temperature data sets. Finally, the DEA and SDA are used to study the wavelet residuals of the two temperature anomalies. The temporal regions of persistence and antipersistence of the signals are determined and the non-stationary effect of the 10-11 year solar cycle upon the temperature is studied. The temperature monthly data cover the period from 1860 to 2000 A.D.E.

cond-mat.stat-mech↗
arXiv2002

Lévy scaling: the Diffusion Entropy Analysis applied to DNA sequences

We address the problem of the statistical analysis of a time series generated by complex dynamics with a new method: the Diffusion Entropy Analysis (DEA) (Fractals, {\bf 9}, 193 (2001)). This method is based on the evaluation of the Shannon entropy of the diffusion process generated by the time series imagined as a physical source of fluctuations, rather than on the measurement of the variance of this diffusion process, as done with the traditional methods. We compare the DEA to the traditional methods of scaling detection and we prove that the DEA is the only method that always yields the correct scaling value, if the scaling condition applies. Furthermore, DEA detects the real scaling of a time series without requiring any form of de-trending. We show that the joint use of DEA and variance method allows to assess whether a time series is characterized by Lévy or Gauss statistics. We apply the DEA to the study of DNA sequences, and we prove that their large-time scales are characterized by Lévy statistics, regardless of whether they are coding or non-coding sequences. We show that the DEA is a reliable technique and, at the same time, we use it to confirm the validity of the dynamic approach to the DNA sequences, proposed in earlier work.

cond-mat.stat-mech↗
arXiv2002

Decoherence, wave function collapses and non-ordinary statistical mechanics

We consider a toy model of pointer interacting with a 1/2-spin system, whose $σ_{x}$ variable is \emph{measured} by the environment, according to the prescription of decoherence theory. If the environment measuring the variable $σ_{x}$ yields ordinary statistical mechanics, the pointer sensitive to the 1/2-spin system undergoes the same, exponential, relaxation regardless of whether real collapses or an entanglement with the environment, mimicking the effect of real collapses, occur. In the case of non-ordinary statistical mechanics the occurrence of real collapses make the pointer still relax exponentially in time, while the equivalent picture in terms of reduced density matrix generates an inverse power law relaxation.

cond-mat.stat-mech↗