No Arabic abstract
Evolutionary mechanism in a self-organized system cause some functional changes that force to adapt new conformation of the interaction pattern between the components of that system. Measuring the structural differences one can retrace the evolutionary relation between two systems. We present a method to quantify the topological distance between two networks of different sizes, finding that the architectures of the networks are more similar within the same class than the outside of their class. With 43 cellular networks of different species, we show that the evolutionary relationship can be elucidated from the structural distances.
We derive a class of generalized statistics, unifying the Bose and Fermi ones, that describe any system where the first-occupation energies or probabilities are different from subsequent ones, as in presence of thresholds, saturation, or aging. The statistics completely describe the structural correlations of weighted networks, which turn out to be stronger than expected and to determine significant topological biases. Our results show that the null behavior of weighted networks is different from what previously believed, and that a systematic redefinition of weighted properties is necessary.
We study several bayesian inference problems for irreversible stochastic epidemic models on networks from a statistical physics viewpoint. We derive equations which allow to accurately compute the posterior distribution of the time evolution of the state of each node given some observations. At difference with most existing methods, we allow very general observation models, including unobserved nodes, state observations made at different or unknown times, and observations of infection times, possibly mixed together. Our method, which is based on the Belief Propagation algorithm, is efficient, naturally distributed, and exact on trees. As a particular case, we consider the problem of finding the zero patient of a SIR or SI epidemic given a snapshot of the state of the network at a later unknown time. Numerical simulations show that our method outperforms previous ones on both synthetic and real networks, often by a very large margin.
The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent $alpha$ lying in the range $1.5 le alpha le 1.8$. Further, the longest record ages follow the Fr{e}chet distribution of extreme value theory. The records statistics of geometric random walk series is in good agreement with that from the empirical stock data.
Movement tracks of wild animals frequently fit models of anomalous rather than simple diffusion, mostly reported as ergodic superdiffusive motion combining area-restricted search within a local patch and larger-scale commuting between patches, as highlighted by the Levy walk paradigm. Since Levy walks are scale invariant, superdiffusive motion is also expected within patches, yet investigation of such local movements has been precluded by the lack of accurate high-resolution data at this scale. Here, using rich high-resolution movement datasets ($>! 7 times 10^7$ localizations) from 70 individuals and continuous-time random walk modeling, we found subdiffusive behavior and ergodicity breaking in the localized movement of three species of avian predators. Small-scale, within-patch movement was qualitatively different, not inferrable and separated from large-scale inter-patch movement via a clear phase transition. Local search is characterized by long power-law-distributed waiting times with diverging mean, giving rise to ergodicity breaking in the form of considerable variability uniquely observed at this scale. This implies that wild animal movement is scale specific rather than scale free, with no typical waiting time at the local scale. Placing these findings in the context of the static-ambush to mobile-cruise foraging continuum, we verify predictions based on the hunting behavior of the study species and the constraints imposed by their prey.
A symmetry-guided definition of time may enhance and simplify the analysis of historical series with recurrent patterns and seasonalities. By enforcing simple-scaling and stationarity of the distributions of returns, we identify a successful protocol of time definition in Finance. The essential structure of the stochastic process underlying the series can thus be analyzed within a most parsimonious symmetry scheme in which multiscaling is reduced in the quest of a time scale additive and independent of moment-order in the distribution of returns. At the same time, duration of periods in which markets remain inactive are properly quantified by the novel clock, and the corresponding (e.g., overnight) returns are consistently taken into account for financial applications.