Showing 1 - 10 of 10
The classical rescaled adjusted range (R/S) statistic is a popular and robust tool for identifying fractal structures and long-term dependence in time-series data. Subsequent to Mandelbrot and Wallis [Water Resour. Res. 4 (1968) 909] who proposed the statistic be measured over several subseries...
Persistent link: https://www.econbiz.de/10010873288
In the present study we use a Tsallis maximum entropy distribution law to fit the observed distribution of projected … rotational velocity measurements of stars in the Pleiades open cluster. This new distribution function which generalizes the … between results from the generalized distribution and the Maxwellian law and show that the generalized distribution fits more …
Persistent link: https://www.econbiz.de/10010873772
In the present study we apply a Tsallis maximum entropy distribution law to the study of the stellar residual radial … law and on the one based on the Maxwellian law we show that the generalized Tsallis distribution fits more closely the … observed distribution of the stellar residual radial velocities for these stellar clusters. We have found clear evidences that …
Persistent link: https://www.econbiz.de/10010874830
Profit realization is the dominant feature of market-based economic systems, determining their dynamics to a large extent. Rather than attaining an equilibrium, profit rates vary widely across firms, and the variation persists over time. Differing definitions of profit result in differing...
Persistent link: https://www.econbiz.de/10010742299
We prove that Student’s t-distribution provides one of the better fits to returns of S&P component stocks and the … generalized inverse gamma distribution best fits VIX and VXO volatility data. We further prove that stock returns are best fit by … the product distribution of the generalized inverse gamma and normal distributions. We find Brown noise in VIX and VXO …
Persistent link: https://www.econbiz.de/10010744302
-day periodic behavior and clear intraday pattern, the fluctuation distribution of the online avatar numbers has a leptokurtic non …
Persistent link: https://www.econbiz.de/10010590908
Growing network models with preferential attachment dependent on both age and degree are proposed to simulate certain features of citation network noted in [Redner, arXiv: physics/0407137 (2004)]. In this directed network, a new node gets attached to an older node with the probability...
Persistent link: https://www.econbiz.de/10011057890
The paper aims at describing income distribution in moderate income regions. Starting with dividing income behaviors … nonconserved individual income course. The random income follows a stationary distribution similar to the Maxwell …–Boltzmann distribution in the instantaneous model. Combining this result with marginal analysis, the probability distribution of individual …
Persistent link: https://www.econbiz.de/10011062212
A modified distribution law of classical particle self-diffusion toward that of the Gaussian process is extensively … order of 1–100 ps, a generalized isotropic distribution law P(r,t) of the particle displacement r at time t,P(r,t)/P(0,t … classical liquids in some temperature range in a mesoscopic time regime. To find the relation between our distribution law and …
Persistent link: https://www.econbiz.de/10011064556
A distribution law of classical particle-diffusion toward that of the Gaussian process is extensively studied for … 100ps, a generalized spatio-temporal distribution law of the particle displacement, P(r,t)/P(0,t)=exp(−arβ/tα)(0<α⩽1,0<β⩽2 …
Persistent link: https://www.econbiz.de/10011064573