# Tag Info

5

Yes. The same system can - at least in many cases - be described by either a stochastic process with memory or by a Markov process. The point is that in order to write it as a Markov process, one must add enough variables encoding the memory. For example, an autoregressive moving average (ARMA) process is defined as a process with memory, but each such ...

5

The concept of network is very general and can be applied to many physical, biological, neuronal, technological and social phenomenon. Any system with distinguishable individual parts interacting with each other can be described by a type of network. With its applicability to many real world problem, a whole individual research field called network science ...

4

It doesn't look that much like a normal distribution to me - particularly on the x axis, the right-hand tail looks heavier than the left, whereas the left one is much longer. But, generally speaking, normal distributions tend to arise when lots of small, independently distributed random numbers (of any distribution) are added together. (The theorem that ...

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An harmonic oscillator. When evolving with time, its joint distribution in (p,x) is given by the Boltzman distribution: $e^{-H(p,x)}$, but the energy along a trajectory is constant. Nevertheless if write explicitly the hamiltonian you will find that $e^{-H} = e^{-p^2/2 - x^2/2}$ and although the energy is constant the individual distributions of $x$ and ...

4

The dimension should be 3 or larger. If the dimension is smaller then 3 the existence and uniqueness theorem for differential equations will tell you that functions can't intersect (since you want them to be continuous and differentiable). In 1 dimension this means you can only have movement in one direction In 2 dimensions this means that your value ...

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Chaos isn't easy to define precisely, but I'll use the definition from Nonlinear Dynamics and Chaos by S.H. Strogatz to show the features everyone agrees on: Chaos is aperiodic long-term behaviour in a deterministic system that exhibits sensitive dependence on initial conditions. Aperiodic long-term behaviour means there are no fixed points, closed ...

3

The roll off deviation appears to mostly be due to difficulties with accurate measurements at low magnitudes. In order to preserve the GR law you'd need to exhaustively record all earthquake measurements below the roll off magnitude and this is largely infeasible. A good example to look at (figure 3.1) is the difference between the Sumatra 2004 and Kobe ...

3

According to Nonlinear Dynamics and Chaos by Steven Strogatz The requirements for chaos are: Deterministic system (only one future for each state) Irregular spatial, temporal, or spatiotemporal patterns (a qualitative feature) A positive maximum Lyapunov exponent. 3) is pretty much the quantitative standard in journals of chaos, assuming you meet the ...

3

No, I would say it is wrong to immediately conclude that there is no scale just because the variance diverges. Only functions of $x$ of the form $x^n$, a power law, have a chance to be considered scale-free; none of these functions may be considered a probability distribution because the integral diverges. Any other function – and therefore any normalizable ...

3

First, you need a deterministic dynamical system. By deterministic it means that the state of the system is univocally determined at each time, ie. at each time you have one and only one possible state. In the counterpart are stochastic systems where, instead, the state of the system is determined by a distribution of possible states and is this distribution ...

3

The critical point of a general statistical system is a point in the space parameterized by intensive quantities, especially temperature and pressure, at which there exist no boundaries between two different phases of the material even though the boundaries exist at an infinitesimally nearby point. It's the end of a co-existence curve for two phases. ...

3

It a widely known and experimentally useful fact in nuclear and particle physics that the position and momentum distributions of bound systems are related to one another by a Fourier transform. Is the system you are inspecting bound? The tails in the data that Nathaniel notes suggest that it is not fully bound, which means the Fourier relationship between ...

2

If x(t) is a random process it is quite unlikely that the derivative xdot(t) exists. So your description looks somewhat problematic. It seems that you have a Wiener process (= random walk, Brownian motion). See http://en.wikipedia.org/wiki/Wiener_process Here the changes in x are Gaussian and uncorrelated with x itself. Then x itself also follows a ...

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In general, it can be hard to tell if a given set of equations of motion (eom) are part of a (possibly larger) set of eom that can be put on Hamiltonian (or on Lagrangian) form. Specifically, OP asks about the Kuramoto model with eom $$\tag{1} \dot{\theta}_j -\omega_j ~=~\frac{K}{N}\sum_{k=1}^N\sin(\theta_k-\theta_j) ~\equiv~ K ~{\rm Im} \left( ... 2 As Michael Brown asked for an elaboration, here's a short introduction into the geometry of Hamiltonian mechanics: While the traditional formulation works with special sets of coordinates (the 'canonical' ones), the differential-geometric approach de-emphasizes these and instead introduces the symplectic form as the characteristic structure of Hamiltonian ... 1 First. Yes, it is possible for the curves in Poincare section to cross. (I am assuming you mean generally). Remember, that Poincare section is a 2D projection of a 3D section of a 4D phase space. Regular, non-chaotic dynamics correspond to the winding of a T_2 torus embedded in this 4D space. Sections of such torus could be the couple of closed curves in ... 1 No, or at least not in the sense the phrase "butterfly effect" is normally used. Well, possibly, but only if the critical system is chaotic. The phrase is normally applied to systems that show chaotic behaviour. In such systems the trajectory of the system is very sensitive to the starting point i.e. if you take two points very close together in phase space ... 1 My immediate reaction is that the condensation of water vapour to form water droplets is unlikely to be a critical phenomenon, but a quick Google suggests that various authors have claimed critical behaviour in clouds. However from my cursory glance at the Google results it isn't clear if they are talking about the condensation process or some other ... 1 You might be interested in in Pulse-coupled oscillators. See for example Mirrollo&Strogatz,1990: They investigate a set of identical oscillators each described by a single phase variable \phi_i \in [0,1] with \dot{\phi_i}=1. When \phi_i = 1 the oscillator resets to zero and sends out a spike which causes an instantaneous phase jump in all other ... 1 First of all, I don't think the usual terminology is invariant, but rather homogeneous (see Homogeneous function). In particular, we are usually only talking about functions f that, for a fixed d, satisfy$$ f(ax)=a^df(x),  and such functions are said to be homogeneous of degree $d$. Now, on to the actual question. It seems as if you want to ...

1

I'm still not entirely sure I understand what you're asking, so I'm not sure I'm answering the right question, but consider this: the property of scale invariance is something that applies to functions in general, not just distributions. In essence, scale invariant functions are those which do not require a specific unit for their argument. I've written a ...

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