Search Results - subject:"1/f-noise"

Stochastic resonance at nonequilibrium phase transitions

Skokov, V.N.; Koverda, V.P.; Vinogradov, A.V.; … - In: Physica A: Statistical Mechanics and its Applications 430 (2015) C, pp. 65-72

Thermal pulsations in a transition from a nucleate to a film regime of water boiling on a wire heater with a periodic Joule heat release have been studied experimentally. At frequencies of the periodic action smaller than 0.1 Hz the intermittency of the nucleate and film boiling regimes was...

Persistent link: https://www.econbiz.de/10011264542

Nonlinear GARCH model and 1/f noise

Kononovicius, A.; Ruseckas, J. - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 74-81

power spectral density of the 1/fβ form, including 1/f noise. …

Persistent link: https://www.econbiz.de/10011209648

Self-organized criticality attributed to a central limit-like convergence effect

Kendal, Wayne S. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 141-150

Self-organized criticality is a hypothesis used to explain the origin of 1/f noise and other scaling behaviors. Despite … model for 1/f noise was proposed based on a family of statistical distributions known as the Tweedie exponential dispersion … mean power law to 1/f noise through their correlation structure. A hypothesis is proposed whereby the effects of self …

Persistent link: https://www.econbiz.de/10011193988

Stochastic resonance and 1/f noise at coupled phase transitions

Koverda, V.P.; Skokov, V.N. - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 173-181

The system of two nonlinear stochastic equations simulating 1/f fluctuations during the interaction of nonequilibrium phase transitions in the presence of an external periodic action has been studied by numerical methods. It is shown that in the system there appears stochastic resonance, which...

Persistent link: https://www.econbiz.de/10010709967

Maximum entropy and stability of a random process with a 1/f power spectrum under deterministic action

Koverda, V.P.; Skokov, V.N. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 23, pp. 5850-5857

The principle of maximum entropy has been used to analyze the stability of the resulting process observed during the interaction of a random process with a 1/f spectrum and a deterministic action in lumped and distributed systems of nonlinear stochastic differential equations describing the...

Persistent link: https://www.econbiz.de/10010873230

1/f behavior in cross-correlations between absolute returns in a US market

Gvozdanovic, Igor; Podobnik, Boris; Wang, Duan; Eugene … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 9, pp. 2860-2866

Employing detrended fluctuation analysis (DFA) and detrended cross-correlations analysis (DCCA), we analyze auto-correlations in the absolute returns for each of 30 Dow Jones Industrial Average (DJIA) constituents, Si, and cross-correlations in the absolute returns between the DJIA and each Si....

Persistent link: https://www.econbiz.de/10011062183

Maximum entropy in a nonlinear system with a 1/f power spectrum

Koverda, V.P.; Skokov, V.N. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 1, pp. 21-28

An analysis of master–slave hierarchy has been made in a system of nonlinear stochastic equations describing fluctuations with a 1/f spectrum at coupled nonequilibrium phase transitions. It is shown that for a system of stochastic equations there exist different probability distribution...

Persistent link: https://www.econbiz.de/10010588539

A psychophysical model of decision making

West, B.J.; Grigolini, P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 17, pp. 3580-3587

model experimental data and decision making is determined to be a 1/f-noise process. …

Persistent link: https://www.econbiz.de/10010589454

Habituation and 1/f-noise

West, B.J.; Grigolini, P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 24, pp. 5706-5718

the 1/f-noise that is generically produced in complex neuronal networks. …

Persistent link: https://www.econbiz.de/10010590012

Boltzmann power laws

Saiz, A. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 2, pp. 225-236

, Boltzmann Power Laws (BPL). Some of these power laws are studied and compared to popular power laws such as ‘1/f’ noise and self …

Persistent link: https://www.econbiz.de/10010591177