Wavelet entropy of stochastic processes

We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the Normalized Total Wavelet Entropy (NTWS) family [Phys. Rev. E 57 (1998) 932; J. Neuroscience Method 105 (2001) 65; Physica A (2005) in press] and a second introduced by Tavares and Lucena [Physica A 357 (2005)~71]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (-1<alpha< 1) and the fractional Brownian motion (1 < alpha < 3) are assessed. We find out that NTWS family performs better as a characterization method for these stochastic processes.Comment: 12 pages, 4 figures, submitted to Physica

Depinning exponents of the driven long-range elastic string

We perform a high-precision calculation of the critical exponents for the long-range elastic string driven through quenched disorder at the depinning transition, at zero temperature. Large-scale simulations are used to avoid finite-size effects and to enable high precision. The roughness, growth, and velocity exponents are calculated independently, and the dynamic and correlation length exponents are derived. The critical exponents satisfy known scaling relations and agree well with analytical predictions.Comment: 6 pages, 5 figure

Polynomial Relations in the Centre of U_q(sl(N))

When the parameter of deformation q is a m-th root of unity, the centre of U_q(sl(N))$ contains, besides the usual q-deformed Casimirs, a set of new generators, which are basically the m-th powers of all the Cartan generators of U_q(sl(N)). All these central elements are however not independent. In this letter, generalising the well-known case of U_q(sl(2)), we explicitly write polynomial relations satisfied by the generators of the centre. Application to the parametrization of irreducible representations and to fusion rules are sketched.Comment: 8 pages, minor TeXnical revision to allow automatic TeXin

Maximum of N Independent Brownian Walkers till the First Exit From the Half Space

We consider the one-dimensional target search process that involves an immobile target located at the origin and $N$ searchers performing independent Brownian motions starting at the initial positions $\vec x = (x_1,x_2,..., x_N)$ all on the positive half space. The process stops when the target is first found by one of the searchers. We compute the probability distribution of the maximum distance $m$ visited by the searchers till the stopping time and show that it has a power law tail: $P_N(m|\vec x)\sim B_N (x_1x_2... x_N)/m^{N+1}$ for large $m$. Thus all moments of $m$ up to the order $(N-1)$ are finite, while the higher moments diverge. The prefactor $B_N$ increases with $N$ faster than exponentially. Our solution gives the exit probability of a set of $N$ particles from a box $[0,L]$ through the left boundary. Incidentally, it also provides an exact solution of the Laplace's equation in an $N$-dimensional hypercube with some prescribed boundary conditions. The analytical results are in excellent agreement with Monte Carlo simulations.Comment: 18 pages, 9 figure

Seismic cycles, size of the largest events, and the avalanche size distribution in a model of seismicity

We address several questions on the behavior of a numerical model recently introduced to study seismic phenomena, that includes relaxation in the plates as a key ingredient. We make an analysis of the scaling of the largest events with system size, and show that when parameters are appropriately interpreted, the typical size of the largest events scale as the system size, without the necessity to tune any parameter. Secondly, we show that the temporal activity in the model is inherently non-stationary, and obtain from here justification and support for the concept of a "seismic cycle" in the temporal evolution of seismic activity. Finally, we ask for the reasons that make the model display a realistic value of the decaying exponent $b$ in the Gutenberg-Richter law for the avalanche size distribution. We explain why relaxation induces a systematic increase of $b$ from its value $b\simeq 0.4$ observed in the absence of relaxation. However, we have not been able to justify the actual robustness of the model in displaying a consistent $b$ value around the experimentally observed value $b\simeq 1$.Comment: 11 pages, 10 figure

Structural Changes in Data Communication in Wireless Sensor Networks

Wireless sensor networks are an important technology for making distributed autonomous measures in hostile or inaccessible environments. Among the challenges they pose, the way data travel among them is a relevant issue since their structure is quite dynamic. The operational topology of such devices can often be described by complex networks. In this work, we assess the variation of measures commonly employed in the complex networks literature applied to wireless sensor networks. Four data communication strategies were considered: geometric, random, small-world, and scale-free models, along with the shortest path length measure. The sensitivity of this measure was analyzed with respect to the following perturbations: insertion and removal of nodes in the geometric strategy; and insertion, removal and rewiring of links in the other models. The assessment was performed using the normalized Kullback-Leibler divergence and Hellinger distance quantifiers, both deriving from the Information Theory framework. The results reveal that the shortest path length is sensitive to perturbations.Comment: 12 pages, 4 figures, Central European Journal of Physic

Characterization of Vehicle Behavior with Information Theory

This work proposes the use of Information Theory for the characterization of vehicles behavior through their velocities. Three public data sets were used: i.Mobile Century data set collected on Highway I-880, near Union City, California; ii.Borl\"ange GPS data set collected in the Swedish city of Borl\"ange; and iii.Beijing taxicabs data set collected in Beijing, China, where each vehicle speed is stored as a time series. The Bandt-Pompe methodology combined with the Complexity-Entropy plane were used to identify different regimes and behaviors. The global velocity is compatible with a correlated noise with f^{-k} Power Spectrum with k >= 0. With this we identify traffic behaviors as, for instance, random velocities (k aprox. 0) when there is congestion, and more correlated velocities (k aprox. 3) in the presence of free traffic flow

Characterization of laser propagation through turbulent media by quantifiers based on the wavelet transform: dynamic study

We analyze, within the wavelet theory framework, the wandering over a screen of the centroid of a laser beam after it has propagated through a time-changing laboratory-generated turbulence. Following a previous work (Fractals 12 (2004) 223) two quantifiers are used, the Hurst parameter, $H$, and the Normalized Total Wavelet Entropy, $\text{NTWS}$. The temporal evolution of both quantifiers, obtained from the laser spot data stream is studied and compared. This allows us to extract information of the stochastic process associated to the turbulence dynamics.Comment: 11 pages, 3 figures, accepted to be published in Physica

Analysis of Electrical Coupling Parameters in Superconducting Cables

The analysis of current distribution and redistribution in superconducting cables requires the knowledge of the electric coupling among strands, and in particular the interstrand resistance and inductance values. In practice both parameters can have wide variations in cables commonly used such as Rutherford cables for accelerators or Cable-in-Conduits for fusion and SMES magnets. In this paper we describe a model of a multi-stage twisted cable with arbitrary geometry that can be used to study the range of interstrand resistances and inductances that is associated with variations of geometry. These variations can be due to cabling or compaction effects. To describe the variations from the nominal geometry we have adopted a cable model that resembles to the physical process of cabling and compaction. The inductance calculation part of the model is validated by comparison to semi-analytical results, showing excellent accuracy and execution speed