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Register a new userCross-correlation markers in stochastic dynamics of complex systems
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The neuromagnetic activity (magnetoencephalogram, MEG) from healthy human brain and from an epileptic patient against chromatic flickering stimuli has been earlier analyzed on the basis of a memory functions formalism (MFF). Information measures of memory as well as relaxation parameters revealed high individuality and unique features in the neuromagnetic brain responses of each subject. The current paper demonstrates new capabilities of MFF by studying cross-correlations between MEG signals obtained from multiple and distant brain regions. It is shown that the MEG signals of healthy subjects are characterized by well-defined effects of frequency synchronization and at the same time by the domination of low-frequency processes. On the contrary, the MEG of a patient is characterized by a sharp abnormality of frequency synchronization, and also by prevalence of high-frequency quasi-periodic processes. Modification of synchronization effects and dynamics of cross-correlations offer a promising method of detecting pathological abnormalities in brain responses.
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In this paper we present the concept of description of random processes in complex systems with the discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCF). We have introduced the dynamic (time dependent) information Shannon entropy $S_i(t)$ where i=0,1,2,3,... as an information measure of stochastic dynamics of time correlation $(i=0)$ and time memory (i=1,2,3,...). The set of functions $S_i(t)$ constitute the quantitative measure of time correlation disorder $(i=0)$ and time memory disorder (i=1,2,3,...) in complex system. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCF and memory function.The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR-intervals from human ECGs shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.
We consider a dynamical network model in which two competitors have fixed and different states, and each normal agent adjusts its state according to a distributed consensus protocol. The state of each normal agent converges to a steady value which is a convex combination of the competitors states, and is independent of the initial states of agents. This implies that the competition result is fully determined by the network structure and positions of competitors in the network. We compute an Influence Matrix (IM) in which each element characterizing the influence of an agent on another agent in the network. We use the IM to predict the bias of each normal agent and thus predict which competitor will win. Furthermore, we compare the IM criterion with seven node centrality measures to predict the winner. We find that the competitor with higher Katz Centrality in an undirected network or higher PageRank in a directed network is much more likely to be the winner. These findings may shed new light on the role of network structure in competition and to what extent could competitors adjust network structure so as to win the competition.
A stochastic dynamics framework for the study of complex systems is presented.
We propose a new type of earthquake precursor based on the analysis of correlation dynamics between geophysical signals of different nature. The precursor is found using a two-parameter cross-correlation function introduced within the framework of flicker-noise spectroscopy, a general statistical physics approach to the analysis of time series. We consider an example of cross-correlation analysis for water salinity time series, an integral characteristic of the chemical composition of groundwater, and geoacoustic emissions recorded at the G-1 borehole on the Kamchatka peninsula in the time frame from 2001 to 2003, which is characterized by a sequence of three groups of significant seismic events. We found that cross-correlation precursors took place 27, 31, and 35 days ahead of the strongest earthquakes for each group of seismic events, respectively. At the same time, precursory anomalies in the signals themselves were observed only in the geoacoustic emissions for one group of earthquakes.
The stock market has been known to form homogeneous stock groups with a higher correlation among different stocks according to common economic factors that influence individual stocks. We investigate the role of common economic factors in the market in the formation of stock networks, using the arbitrage pricing model reflecting essential properties of common economic factors. We find that the degree of consistency between real and model stock networks increases as additional common economic factors are incorporated into our model. Furthermore, we find that individual stocks with a large number of links to other stocks in a network are more highly correlated with common economic factors than those with a small number of links. This suggests that common economic factors in the stock market can be understood in terms of deterministic factors.
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