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Small-scale models in the form of random walks, combining Gaussian jumps, advection by mean flow field and possibly very long sorbing durations, correspond to experimental data in many porous media, in the laboratory and in the field. Within this frame-work, solutes are observed in two phases,...
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We investigate the influence of a weak uniform bias on chaotic diffusion generated by iterated one-dimensional maps which, in the absence of the bias, lead to subdiffusion.
Persistent link: https://www.econbiz.de/10010599491
Many authors have documented that it is challenging to explain exchange rate fluctuations with macroeconomic fundamentals: a random walk forecasts future exchange rates better than existing macroeconomic models. This paper applies newly developed tests for nested model that are robust to the...
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In this paper, we develop a family of data clustering algorithms that combine the strengths of existing spectral approaches to clustering with various desirable properties of fuzzy methods. In particular, we show that the developed method “Fuzzy-RW,” outperforms other frequently used...
Persistent link: https://www.econbiz.de/10010995275
Empirical data for stock and stock-indexes returns that is available for international markets as well as for the Russian stock market is introduced and discussed. Random walk process with a specific law of an elementary independent increment (jump) in some random walk space is proposed for a...
Persistent link: https://www.econbiz.de/10010873065