Statistical Rigidity in the Systems of Interacting Particles

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Statistical Rigidity in the Systems of Interacting Particles

Popis výsledku v původním jazyce

In the systems of random variables among which interactions occur, we cannot often rely on the assumption of independence that is necessary for major probability formulas. The expected value may be influenced by the interactions and, therefore, it mightdiffer from the mean (numerical average) value, leading to a distortion of the variance as well. This research paper elaborates on the theory of statistical rigidity which aims to compensate the variance in such situations. The typical systems having these characteristics are, for example, models of social systems or spectrums of random matrices. Using modern concepts such as unfolding or level spacing, general relations of statistical rigidity are derived in the paper. Furthermore, considering the system based on the model of Dyson?s gas, methods how to compute and approximate, if necessary, shown formulas are examined.

Název v anglickém jazyce

Statistical Rigidity in the Systems of Interacting Particles

Popis výsledku anglicky

In the systems of random variables among which interactions occur, we cannot often rely on the assumption of independence that is necessary for major probability formulas. The expected value may be influenced by the interactions and, therefore, it mightdiffer from the mean (numerical average) value, leading to a distortion of the variance as well. This research paper elaborates on the theory of statistical rigidity which aims to compensate the variance in such situations. The typical systems having these characteristics are, for example, models of social systems or spectrums of random matrices. Using modern concepts such as unfolding or level spacing, general relations of statistical rigidity are derived in the paper. Furthermore, considering the system based on the model of Dyson?s gas, methods how to compute and approximate, if necessary, shown formulas are examined.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

SPMS 2015 - Stochastic and Physical Monitoring Systems - Proceedings

ISBN

978-80-01-05841-1

ISSN

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e-ISSN

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Počet stran výsledku

5

Strana od-do

145-149

Název nakladatele

ČVUT

Místo vydání

Praha

Místo konání akce

Drhleny

Datum konání akce

22. 6. 2015

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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