BEGIN:VCALENDAR VERSION:2.0 PRODID:-//wp-events-plugin.com//6.4.7.2//EN TZID:Europe/Paris X-WR-TIMEZONE:Europe/Paris BEGIN:VEVENT UID:1-245@lptms.universite-paris-saclay.fr DTSTART:20140605T143000Z DTEND:20140605T153000Z DTSTAMP:20140528T111449Z URL:http://www.lptms.universite-paris-saclay.fr/seminars/seminaire-du-lptm s-jean-marc-luck/ SUMMARY:Séminaire du LPTMS: Jean-Marc Luck (Attention\, horaire inhabituel ) - LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay - 5 Juin 14 14:30 DESCRIPTION:On the frequencies of patterns of rises and falls\nJean-Marc Lu ck\, IPhT Saclay\nWe investigate the probability of observing a given patt ern of rises and falls in a random stationary data series. The data can be modelled as a sequence of independent and identically distributed random numbers or\, equivalently\, as a uniform random permutation. The probabili ty of observing a long pattern decays exponentially with its length in gen eral. The associated decay rate is interpreted as the embedding entropy of the pattern. This rate is evaluated exactly for all periodic patterns\, g eneralizing thus the pioneering work by André on alternating permutations . In the most general case\, it is expressed in terms of a determinant of generalized hyperbolic or trigonometric functions. The probabilities of un iformly chosen random patterns are observed to obey multifractal statistic s. The typical value of the rate\, corresponding to the endpoint of the mu ltifractal spectrum\, plays the role of a Lyapunov exponent. A wide range of examples of patterns\, either deterministic or random\, is also investi gated (Physica A 407 (2014) 252-275). LOCATION:LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay\, 15 Rue Georges Clemenceau\, Orsay\, 91405\, France GEO:48.698185;2.181768 X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=15 Rue Georges Clemenceau\, Orsay\, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=LPTMS\, salle 201\, 2è me étage\, Bât 100\, Campus d'Orsay:geo:48.698185,2.181768 END:VEVENT END:VCALENDAR