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R. Lopez-Ruiz

Publications and source records attributed to R. Lopez-Ruiz.

17 recordsLinked to original sources

A Generalized Continuous Model for Random Markets

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show in a rigorous way that this type of markets reach their asymptotic equilibrium on the exponential wealth distribution.

q-fin.GN

A Generalized Statistical Complexity Measure: Applications to Quantum Systems

A two-parameter family of complexity measures $\tilde{C}^{(α,β)}$ based on the Rényi entropies is introduced and characterized by a detailed study of its mathematical properties. This family is the generalization of a continuous version of the LMC complexity, which is recovered for $α=1$ and $β=2$. These complexity measures are obtained by multiplying two quantities bringing global information on the probability distribution defining the system. When one of the parameters, $α$ or $β$, goes to infinity, one of the global factors becomes a local factor. For this special case, the complexity is calculated on different quantum systems: H-atom, harmonic oscillator and square well.

quant-ph

Statistical Complexity and Nontrivial Collective Behavior in Electroencephalografic Signals

We calculate a measure of statistical complexity from the global dynamics of electroencephalographic (EEG) signals from healthy subjects and epileptic patients, and are able to stablish a criterion to characterize the collective behavior in both groups of individuals. It is found that the collective dynamics of EEG signals possess relative higher values of complexity for healthy subjects in comparison to that for epileptic patients. To interpret these results, we propose a model of a network of coupled chaotic maps where we calculate the complexity as a function of a parameter and relate this measure with the emergence of nontrivial collective behavior in the system. Our results show that the presence of nontrivial collective behavior is associated to high values of complexity; thus suggesting that similar dynamical collective process may take place in the human brain. Our findings also suggest that epilepsy is a degenerative illness related to the loss of complexity in the brain.

nlin.AO

Introducing Chaos in Economic Gas-like Models

This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally, these models introduce different rules of random selection and exchange between pair agents. Unlike these traditional models, this work introduces a chaotic procedure able of breaking the pairing symmetry of agents (i,j)->(j,i). Its results show that, the asymptotic money distributions of a market under chaotic evolution can exhibit a transition from Gibbs to Pareto distributions, as the pairing symmetry is progressively broken.

q-fin.TR

Generalized statistical complexity and Fisher-Renyi entropy product in the $H$-atom

By using the Renyi entropy, and following the same scheme that in the Fisher-Renyi entropy product case, a generalized statistical complexity is defined. Several properties of it, including inequalities and lower and upper bounds are derived. The hydrogen atom is used as a test system where to quantify these two different statistical magnitudes, the Fisher-Renyi entropy product and the generalized statistical complexity. For each level of energy, both indicators take their minimum values on the orbitals that correspond to the highest orbital angular momentum. Hence, in the same way as happens with the Fisher-Shannon and the statistical complexity, these generalized Renyi-like statistical magnitudes break the energy degeneration in the H-atom.

nlin.PS

Transition from Pareto to Boltzmann-Gibbs behavior in a deterministic economic model

The one-dimensional deterministic economic model recently studied by Gonzalez-Estevez et al. [Physica A 387, 4367 (2008)] is considered on a two-dimensional square lattice with periodic boundary conditions. In this model, the evolution of each agent is described by a map coupled with its nearest neighbors. The map has two factors: a linear term that accounts for the agent's own tendency to grow and an exponential term that saturates this growth through the control effect of the environment. The regions in the parameter space where the system displays Pareto and Boltzmann-Gibbs statistics are calculated for the cases of von Neumann and of Moore's neighborhoods. It is found that, even when the parameters in the system are kept fixed, a transition from Pareto to Boltzmann-Gibbs behavior can occur when the number of neighbors of each agent increases.

q-fin.GN

Pseudo-Random Bit Generation based on 2D chaotic maps of logistic type and its Applications in Chaotic Cryptography

Pseudo-Random Bit Generation (PRBG) is required in many aspects of cryptography as well as in other applications of modern security engineering. In this work, PRBG based on 2D symmetrical chaotic mappings of logistic type is considered. The sequences generated with a chaotic PRBG of this type, are statistically tested and the computational effectiveness of the generators is estimated. Considering this PRBG valid for cryptography, the size of the available key space is also calculated. Different cryptographic applications can be suitable to this PRBG, being a stream cipher probably the most immediate of them.

nlin.CD

Pareto and Boltzmann-Gibbs behaviors in a deterministic multi-agent system

A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the competition between two factors: the agent's own tendency to grow and the environmental influence that moderates this growth. Depending on the values of the parameters that control these factors, the system can display Pareto or Boltzmann-Gibbs statistical behaviors in its asymptotic dynamical regime. The regions where these behaviors appear are calculated on the space of parameters of the system. Other statistical properties, such as the mean wealth, the standard deviation, and the Gini coefficient characterizing the degree of equity in the wealth distribution are also calculated on the space of parameters of the system.

q-fin.GN

An Economic Model of Coupled Exponential Maps

In this work, an ensemble of economic interacting agents is considered. The agents are arranged in a linear array where only local couplings are allowed. The deterministic dynamics of each agent is given by a map. This map is expressed by two factors. The first one is a linear term that models the expansion of the agent's economy and that is controlled by the {\it growth capacity parameter}. The second one is an inhibition exponential term that is regulated by the {\it local environmental pressure}. Depending on the parameter setting, the system can display Pareto or Boltzmann-Gibbs behavior in the asymptotic dynamical regime. The regions of parameter space where the system exhibits one of these two statistical behaviors are delimited. Other properties of the system, such as the mean wealth, the standard deviation and the Gini coefficient, are also calculated.

q-fin.GN

A model of coupled maps with Pareto behavior

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One parameter expresses the growth capacity of the agents and the other describes the local environmental pressure. For some values of the parameters, the system exhibits nontrivial collective behavior, characterized by macroscopic periodic oscillations of the average wealth of the system, emerging out of local chaos. The probability distribution of wealth in the asymptotic regime shows a power law behavior for some ranges of parameters.

nlin.CD

Non-linear response of single-molecule magnets: field-tuned quantum-to-classical crossovers

Quantum nanomagnets can show a field dependence of the relaxation time very different from their classical counterparts, due to resonant tunneling via excited states (near the anisotropy barrier top). The relaxation time then shows minima at the resonant fields H_{n}=n D at which the levels at both sides of the barrier become degenerate (D is the anisotropy constant). We showed that in Mn12, near zero field, this yields a contribution to the nonlinear susceptibility that makes it qualitatively different from the classical curves [Phys. Rev. B 72, 224433 (2005)]. Here we extend the experimental study to finite dc fields showing how the bias can trigger the system to display those quantum nonlinear responses, near the resonant fields, while recovering an classical-like behaviour for fields between them. The analysis of the experiments is done with heuristic expressions derived from simple balance equations and calculations with a Pauli-type quantum master equation.

cond-mat.mes-hall

Symmetry pattern transition in cellular automata with complex behavior

A transition from asymmetric to symmetric patterns in time-dependent extended systems is described. It is found that one dimensional cellular automata, started from fully random initial conditions, can be forced to evolve into complex symmetrical patterns by stochastically coupling a proportion $p$ of pairs of sites located at equal distance from the center of the lattice. A nontrivial critical value of $p$ must be surpassed in order to obtain symmetrical patterns during the evolution. This strategy is able to classify the cellular automata rules -with complex behavior- between those that support time-dependent symmetric patterns and those which do not support such kind of patterns.

nlin.CG

Self-synchronization of Cellular Automata: an attempt to control patterns

The searching for the stable patterns in the evolution of cellular automata is implemented using stochastic synchronization between the present structures of the system and its precedent configurations. For most of the known evolution rules with complex behavior a dynamic competition among all the possible stable patterns is established and no stationary regime is reached. For the particular rule coded by the decimal number 18, a self-synchronization phenomenon can be obtained, even when strong modifications to the synchronization method are applied.

nlin.CG

A Model of Coupled-Maps for Economic Dynamics

An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control term representing the local environmental pressure which avoids an exponential growth. The asymptotic state of the system evolution displays a complex behavior. The distribution of the maps values in this final regime is of power law type. In the model, inequality emerges as a result of the dynamical processes taking place in the microscopic scales.

nlin.AO

Awaking and Sleeping a Complex Network

A network with local dynamics of logistic type is considered. We implement a mean-field multiplicative coupling among first-neighbor nodes. When the coupling parameter is small the dynamics is dissipated and there is no activity: the network is {\it turned off}. For a critical value of the coupling a non-null stable synchronized state, which represents a {\it turned on} network, emerges. This global bifurcation is independent of the network topology. We characterize the bistability of the system by studying how to perform the transition, which now is topology dependent, from the active state to that with no activity, for the particular case of a scale free network. This could be a naive model for the {\it wakening} and {\it sleeping} of a brain-like system.

nlin.AO

Three Logistic Models for the Two-Species Interactions: Symbiosis, Predator-Prey and Competition

If one isolated species is supposed to evolve following the logistic mapping, then we are tempted to think that the dynamics of two species can be expressed by a coupled system of two discrete logistic equations. As three basic relationships between two species are present in Nature, namely symbiosis, predator-prey and competition, three different models are obtained. Each model is a cubic two-dimensional discrete logistic-type equation with its own dynamical properties: stationarity, periodicity, quasi-periodicity and chaos. Furthermore, these models could be considered as the basic ingredients to construct more complex interactions in the ecological networks.

nlin.AO

Asymptotic Behavior of a Model of Characteristic Earthquakes and its Implications for Regional Seismicity

The recently introduced Minimalist Model [Vazquez- Prada et al., 2002] of characteristic earthquakes provides a simple representation of the seismicity originated in a sin- gle fault. Here, we first characterize the properties of this model for large systems. Then, assuming, as it has been observed, that the size of the faults in a big enough region is fractally distributed, with a fractal dimension D = 1.7, we describe the total seismicity produced in that region. The resulting catalogue accounts for the addition of all the characteristic events triggered in the faults and also includes the rest of non-characteristic earthquakes. The global accumulated size-frequency relation correctly describes a Gutenberg-Richter form, with a b exponent of around 0.7.

nlin.AO