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PLoS One ; 14(1): e0211610, 2019.
Artigo em Inglês | MEDLINE | ID: mdl-30682175


[This corrects the article DOI: 10.1371/journal.pone.0206551.].

PLoS One ; 13(12): e0206551, 2018.
Artigo em Inglês | MEDLINE | ID: mdl-30576318


In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor model, the random factor model, in which factors are chosen stochastically based on the random projection method. Randomness of factors has the consequence that correlation and covariance matrices are well preserved in a linear factor representation. It also enables derivation of probabilistic bounds for the accuracy of the random factor representation of time-series, their cross-correlations and covariances. As an application, we analyze reproduction of time-series and their cross-correlation coefficients in the well-diversified Russell 3,000 equity index.

Modelos Teóricos
Phys Rev E ; 94(6-1): 062104, 2016 Dec.
Artigo em Inglês | MEDLINE | ID: mdl-28085301


We perform microscopic molecular dynamics simulations of particle chains with an onsite anharmonicity to study relaxation of spatially homogeneous states to equilibrium, and directly compare the simulations with the corresponding Boltzmann-Peierls kinetic theory. The Wigner function serves as a common interface between the microscopic and kinetic level. We demonstrate quantitative agreement after an initial transient time interval. In particular, besides energy conservation, we observe the additional quasiconservation of the phonon density, defined via an ensemble average of the related microscopic field variables and exactly conserved by the kinetic equations. On superkinetic time scales, density quasiconservation is lost while energy remains conserved, and we find evidence for eventual relaxation of the density to its canonical ensemble value. However, the precise mechanism remains unknown and is not captured by the Boltzmann-Peierls equations.