Results 1 to 10 of about 1,205 (52)

Structure and diffusion time scales of disordered clusters [PDF]

, 2002
The eigenvalue spectra of the transition probability matrix for random walks traversing critically disordered clusters in three different types of percolation problems show that the random walker sees a developing Euclidean signature for short time ...
Cuansing, E., Nakanishi, H.
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Anomalous Diffusion and Electrical Response of Ionic Solutions

International Journal of Electrochemical Science, 2013
We analyze the electrical response obtained in the framework of a model in which the diffusion of mobile ions in the bulk is governed by a fractional diffusion equation of distributed order subjected to integro-differential boundary conditions.
E.K. Lenzi, P.R.G. Fernandes, T. Petrucci, H. Mukai, H.V. Ribeiro, M.K. Lenzi, G. Gonçalves   +6 more
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Fractal-based techniques for physiological time series: An updated approach

Open Physics, 2018
Along this paper, we shall update the state-of-the-art concerning the application of fractal-based techniques to test for fractal patterns in physiological time series.
Roca José Luis, Rodríguez-Bermúdez German, Fernández-Martínez Manuel   +2 more
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Non-equilibrium steady states of stochastic processes with intermittent resetting

New Journal of Physics, 2016
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.
Stephan Eule, Jakob J Metzger
doaj   +1 more source

Kleinberg Navigation in Fractal Small World Networks [PDF]

, 2006
We study the Kleinberg problem of navigation in Small World networks when the underlying lattice is a fractal consisting of N>>1 nodes. Our extensive numerical simulations confirm the prediction that most efficient navigation is attained when the length ...
B. B. Mandelbrot, Daniel ben-Avraham, Mickey R. Roberson   +2 more
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On high energy tails in inelastic gases [PDF]

, 2005
We study the formation of high energy tails in a one-dimensional kinetic model for granular gases, the so-called Inelastic Maxwell Model. We introduce a time- discretized version of the stochastic process, and show that continuous time implies larger ...
Baldassarri, Balescu, Barrat, Barrat, Beck, Ben-Naim, Ben-Naim, Bird, Ehrenfest, Elskens, Ernst, Ernst, J.M. Salazar, L. Brenig, Lambiotte, Martin, R. Lambiotte, Salazar, Soto   +18 more
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Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market

, 2004
The local Hurst exponent, a measure employed to detect the presence of dependence in a time series, may also be used to investigate the source of intraday variation observed in the returns in foreign exchange markets.
Abry, Ambrose, Andersen, Barkoulas, Batten, Batten, Batten, Bollerslev, Bollerslev, Cajueiro, Cajueiro, Cajueiro, Cajueiro, Cheung, Costa, Fama, Geweke, Goodhart, Goodhart, Goodhart, Grau-Carles, Hosking, Hosoya, Hurst, Lo, Lyons, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Matos, Muller, Opong, Teverovsky, Tucker, Van De Gucht   +36 more
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Averaged residence times of stochastic motions in bounded domains [PDF]

, 2005
Two years ago, Blanco and Fournier (Blanco S. and Fournier R., Europhys. Lett. 2003) calculated the mean first exit time of a domain of a particle undergoing a randomly reoriented ballistic motion which starts from the boundary.
Bénichou O., Bénichou O., Gardiner C. W., Hughes B. D., Kac M., M Coppey, M Moreau, O Bénichou, P. H Suet, R Voituriez, Risken H., Van Kampen N. G., Weiss G. H.   +12 more
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Non-exponential decays and nonextensivity

, 2001
We demonstrate that non-exponential decays of unstable systems can be understood as yet another example of nonextensivity encountered in many physical systems and as such can be characterized by the nonextensivity parameter q.Comment: LaTex file only, 8 ...
Wilk, G., Wlodarczyk, Z.
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Signal and Noise in Financial Correlation Matrices

, 2004
Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix).
Burda, Gallucio, Jerzy Jurkiewicz, Laloux, Marcenko, Markowitz, Pafka, Plerou, Silverstein, Silverstein, Zdzisław Burda   +10 more
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