The Detection and Quantification of Chaos in Supply Chains.
, 1999 In recent years it has become accepted that Logistics and Supply Chain systems are susceptible to uncertainty by the generation of deterministic chaos [Wilding, 1998a; Levy, 1994; Mosekilde & Larsen, 1988].
Wilding, Richard D.
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Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies
International Economic Review, EarlyView.ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi +2 more
wiley +1 more source
Conditioned Lyapunov exponents for random dynamical systems [PDF]
, 2019 We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to tra-jectories that stay within a bounded domain for asymptotically long times.
Rasmussen, Martin +2 more
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Spectrum of Lyapunov exponents in non-smooth systems evaluated using orthogonal perturbation vectors
MATEC Web of Conferences, 2018 This paper covers application of the novel method of Lyapunov exponents (LEs) spectrum estimation in non smooth mechanical systems. In the presented method, LEs are obtained from a Poincaré map.
Balcerzak Marek +3 more
doaj +1 more source
On Metric Choice in Dimension Reduction for Fréchet Regression
International Statistical Review, EarlyView.Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale +3 more
wiley +1 more source
Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos? [PDF]
This paper studies the dynamics of six major exchange rates, and runs formal tests to distinguish among different types of nonlinearities. In particular we study exchange rate returns, normalized exchange rates and exchange rate volatilities, classifying
Vitaliy Vandrovych
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Properties of Lyapunov exponents for quasiperodic cocycles with singularities
Electronic Journal of Differential Equations, 2015 We consider the quasi-periodic cocycles $(\omega,A(x,E)): (x,v)\mapsto (x+\omega, A(x,E)v)$ with $\omega$ Diophantine. Let $M_2(\mathbb{C})$ be a normed space endowed with the matrix norm, whose elements are the $2\times 2$ matrices.
Kai Tao
doaj
Accurate Bounds on Lyapunov Exponents for Expanding Maps of the Interval. [PDF]
Commun Math Phys, 2023 Pollicott M, Vytnova P.
europepmc +1 more source
Bayesian Inference for Multivariate Monotone Densities
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
wiley +1 more source
Statistical Tests for Lyapunov Exponents of Deterministic Systems. Discussion paper No 167
, 2003 In order to develop statistical tests for the Lyapunov exponents of deter-\ud ministic dynamical systems, we develop bootstrap tests based on empirical\ud likelihood for percentiles and expectiles of strictly stationary processes.
Wolff, Rodney C. +2 more
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