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Register a new userInferring long memory using extreme events
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Many natural and physical processes display long memory and extreme events. In these systems, the measured time series is invariably contaminated by noise. As the extreme events display large deviation from the mean behaviour, the noise does not affect the extreme events as much as it affects the typical values. Since the extreme events also carry the information about correlations in the full time series, they can be used to infer the correlation properties of the latter. In this work, from a given time series, we construct three modified time series using only the extreme events. It is shown that the correlations in the original time series and in the modified time series, as measured by the exponent obtained from detrended fluctuation analysis technique, are related to each other. Hence, the correlation exponents for a long memory time series can be inferred from its extreme events alone. This approach is demonstrated for several empirical time series.
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The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in nature and society display long range correlations. Hence, in the last few years, considerable research effort has been directed towards studying the distribution of return intervals for long range correlated time series. Based on numerical simulations, it was shown that the return interval distributions are of stretched exponential type. In this paper, we obtain an analytical expression for the distribution of return intervals in long range correlated time series which holds good when the average return intervals are large. We show that the distribution is actually a product of power law and a stretched exponential form. We also discuss the regimes of validity and perform detailed studies on how the return interval distribution depends on the threshold used to define extreme events.
An inverse procedure is proposed and tested which aims at recovering the a priori unknown functional and structural information from global signals of living brains activity. To this end we consider a Leaky-Integrate and Fire (LIF) model with short term plasticity neurons, coupled via a directed network. Neurons are assigned a specific current value, which is heterogenous across the sample, and sets the firing regime in which the neuron is operating in. The aim of the method is to recover the distribution of incoming network degrees, as well as the distribution of the assigned currents, from global field measurements. The proposed approach to the inverse problem implements the reductionist Heterogenous Mean-Field approximation. This amounts in turn to organizing the neurons in different classes, depending on their associated degree and current. When tested again synthetic data, the method returns accurate estimates of the sought distributions, while managing to reproduce and interpolate almost exactly the time series of the supplied global field. Finally, we also applied the proposed technique to longitudinal wide-field fluorescence microscopy data of cortical functionality in groups of awake Thy1-GCaMP6f mice. Mice are induced a photothrombotic stroke in the primary motor cortex and their recovery monitored in time. An all-to-all LIF model which accommodates for currents heterogeneity allows to adequately explain the recorded patterns of activation. Altered distributions in neuron excitability are in particular detected, compatible with the phenomenon of hyperexcitability in the penumbra region after stroke.
Full, non-linear general relativity predicts a memory effect for gravitational waves. For compact binary coalescence, the total gravitational memory serves as an inferred observable, conceptually on the same footing as the mass and the spin of the final black hole. Given candidate waveforms for any LIGO event, then, one can calculate the posterior probability distribution functions for the total gravitational memory, and use them to compare and contrast the waveforms. In this paper we present these posterior distributions for the binary black hole merger events reported in the first Gravitational Wave Transient Catalog (GWTC-1), using the Phenomenological and Effective-One-Body waveforms. On the whole, the two sets of posterior distributions agree with each other quite well though we find larger discrepancies for the $ell=2, m=1$ mode of the memory. This signals a possible source of systematic errors that was not captured by the posterior distributions of other inferred observables. Thus, the posterior distributions of various angular modes of total memory can serve as diagnostic tools to further improve the waveforms. Analyses such as this would be valuable especially for future events as the sensitivity of ground based detectors improves, and for LISA which could measure the total gravitational memory directly.
The advection and mixing of a scalar quantity by fluid flow is an important problem in engineering and natural sciences. If the fluid is turbulent, the statistics of the passive scalar exhibit complex behavior. This paper is concerned with two Lagrangian scalar turbulence models based on the recent fluid deformation model that can be shown to reproduce the statistics of passive scalar turbulence for a range of Reynolds numbers. For these models, we demonstrate how events of extreme passive scalar gradients can be recovered by computing the instanton, i.e., the saddle-point configuration of the associated stochastic field theory. It allows us to both reproduce the heavy-tailed statistics associated with passive scalar turbulence, and recover the most likely mechanism leading to such extreme events. We further demonstrate that events of large negative strain in these models undergo spontaneous symmetry breaking.
In this paper, we explore the two-dimensional behavior of cellular automata with shuffle updates. As a test case, we consider the evacuation of a square room by pedestrians modeled by a cellular automaton model with a static floor field. Shuffle updates are characterized by a variable associated to each particle and called phase, that can be interpreted as the phase in the step cycle in the frame of pedestrian flows. Here we also introduce a dynamics for these phases, in order to modify the properties of the model. We investigate in particular the crossover between low- and high-density regimes that occurs when the density of pedestrians increases, the dependency of the outflow in the strength of the floor field, and the shape of the queue in front of the exit. Eventually we discuss the relevance of these results for pedestrians.
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