Results 11 to 20 of about 1,779 (56)

Universal features in the growth dynamics of complex organizations

, 1998
We analyze the fluctuations in the gross domestic product (GDP) of 152 countries for the period 1950--1992. We find that (i) the distribution of annual growth rates for countries of a given GDP decays with ``fatter'' tails than for a Gaussian, and (ii ...
A. Bernard, A. C. Head, B. B. Mandelbrot, B. H. Hall, D. S. Evans, David Canning, H. Eugene Stanley, H. Takayasu, J. Sutton, J.-P. Bouchaud, L. A. N. Amaral, L. A. N. Amaral, Luís A. Nunes Amaral, M. H. R. Stanley, M. Levy, Martin Meyer, N. G. Mankiw, O. Galor, P. Bak, P. E. Hart, R. Barro, R. Gibrat, R. N. Mantegna, R. N. Mantegna, R. Radner, R. Summers, S. Dowrick, S. J. Davis, S. N. Durlauf, S. N. Durlauf, S. V. Buldyrev, W. H. Press, X. X. Sala-i-Martin, Y. Ijiri, Youngki Lee   +34 more
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Partial survival and inelastic collapse for a randomly accelerated particle

, 2000
We present an exact derivation of the survival probability of a randomly accelerated particle subject to partial absorption at the origin. We determine the persistence exponent and the amplitude associated to the decay of the survival probability at ...
Burkhardt T. W., Burkhardt T. W., Burkhardt T. W., Burkhardt T. W., C Godrèche, de Calan C., Derrida B., G. De Smedt, Goldman M., J. M Luck, Kesten H., McKean H. P., Vervaat W.   +12 more
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Application of Change-Point Detection to a Structural Component of Water Quality Variables [PDF]

, 2011
In this study, methodologies were developed in statistical time series models, such as multivariate state-space models, to be applied to water quality variables in a river basin.
Costa, Marco, Gonçalves, A. Manuela
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A New Nonextensive Entropy

, 2004
We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a conceptually novel
Shafee, Fariel
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Herd Behaviors in the Stock and Foreign Exchange Markets

, 2003
The herd behaviors of returns for the won-dollar exchange rate and the KOSPI are analyzed in Korean financial markets. It is shown that the probability distribution $P(R)$ of price returns $R$ for three values of the herding parameter tends to a power ...
Bannerjee, Bouchaud, Cont, D'Hulst, Eguiluz, Haus, Huang, Kim, Kim, Kyungsik Kim, Mantegna, Mantegna, Mantegna, Scalas, Scalas, Seong-Min Yoon, Skjeltorp, Stauffer, Stauffer, Takayasu, Topol, Yup Kim, Zhang, Zhang   +23 more
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Spatiotemporal Fluctuation Induced Transition in a Tumor Model with Immune Surveillance

, 2006
We report on a simple model of spatial extend anti-tumor system with a fluctuation in growth rate, which can undergo a nonequilibrium phase transition.
B. Q. Ai, C. W. Gardiner, J. D. Murray, N. G. van Kampen, P. E. Kloeden, Wei-Rong Zhong, Yuan-Zhi Shao, Zhen-Hui He   +7 more
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Spatio-temporal conjecture for diffusion

, 2005
We present here a conjecture about the equivalence between the noise density of states of a system governed by a generalized Langevin equation and the fluctuation in the energy density of states in a Hamiltonian system.
Anderson, Costa, de Moura, de Moura, de Moura, Evangelou, Fernando A. Oliveira, Kubo, Mendeli H. Vainstein, Morgado, Oliveira, Rafael Morgado   +11 more
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Modelling financial markets by the multiplicative sequence of trades

, 2004
We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta between 0.5 and 2.
B. Kaulakys, Blank, Cizeau, Gardiner, Gontis, Gontis, Gopikrishnan, Gopikrishnan, Gopikrishnan, Kaulakys, Kaulakys, Kaulakys, Kaulakys, Levy, Levy, Richmond, Sornette, V. Gontis   +17 more
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Volatility in the Italian Stock Market: an Empirical Study

, 1999
We study the volatility of the MIB30-stock-index high-frequency data from November 28, 1994 through September 15, 1995. Our aim is to empirically characterize the volatility random walk in the framework of continuous-time finance. To this end, we compute
Ball, Cizeau, Enrico Scalas, Gianaurelio Cuniberti, Hull, Mandelbrot, Mantegna, Marco Raberto, Massimo Riani, Scalas, Vandewalle, Wilmott   +11 more
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Non-equilibrium stochastic dynamics in continuum: The free case

Condensed Matter Physics, 2008
We study the problem of identification of a proper state-space for the stochastic dynamics of free particles in continuum, with their possible birth and death.
Y.Kondratiev, E.Lytvynov, M.Röckner
doaj   +1 more source