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A multichannel shot noise approach to describe synaptic background activity in neurons

Rudolph, M.; Destexhe, A. - In: The European Physical Journal B - Condensed Matter and … 52 (2006) 1, pp. 125-132

Systems driven by Poisson-distributed quantal inputs can be described as “shot noise” stochastic processes. This … longer be described by classical shot noise processes. Here, we show that explicit expressions for various statistical … temporal correlations and the statistics of fluctuations. Multi-channel shot noise processes, therefore, open a way to deduce …

Persistent link: https://www.econbiz.de/10009281519

Statistical equilibrium in simple exchange games I

Scalas, E.; Garibaldi, U.; Donadio, S. - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 2, pp. 271-272

This erratum corrects a mistake in reference [E. Scalas, U. Garibaldi, S. Donadio, Eur. Phys. J. B <Emphasis Type="Bold">53, 267 (2006)]. In that paper, we needed an aperiodic version of the BDY game, but, in formula (1), we incorrectly presented a periodic transition matrix of period 2 in the special case of g=2...</emphasis>

Persistent link: https://www.econbiz.de/10009282538

Stochastic resonance: influence of a f<Superscript>-κ</Superscript> noise spectrum

Fuentes, M. A.; Wio, H. S. - In: The European Physical Journal B - Condensed Matter and … 52 (2006) 2, pp. 249-253

With the aim of studying stochastic resonance (SR) in a double-well potential when the noise source has a spectral … have obtained an effective Markovian approximation that allows us to make a systematic study of the effect of such noise on …

Persistent link: https://www.econbiz.de/10009282751

Apparent multifractality in financial time series

Bouchaud, J.-P.; Potters, M.; Meyer, M. - In: The European Physical Journal B - Condensed Matter and … 13 (2000) 3, pp. 595-599

Persistent link: https://www.econbiz.de/10009325087

Role of noise in a market model with stochastic volatility

Bonanno, G.; Valenti, D.; Spagnolo, B. - In: The European Physical Journal B - Condensed Matter and … 53 (2006) 3, pp. 405-409

correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the … noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that … is the noise induced enhancement of the lifetime of a metastable state. We observe NES effect in our model with …

Persistent link: https://www.econbiz.de/10009279971

The role of communication and imitation in limit order markets

Tedeschi, G.; Iori, G.; Gallegati, M. - In: The European Physical Journal B - Condensed Matter and … 71 (2009) 4, pp. 489-497

Persistent link: https://www.econbiz.de/10009280007

A wavelet-based method for multifractal image analysis. I. Methodology and test applications on isotropic and anisotropic random rough surfaces

Arnéodo, A.; Decoster, N.; Roux, S.G. - In: The European Physical Journal B - Condensed Matter and … 15 (2000) 3, pp. 567-600

Persistent link: https://www.econbiz.de/10009280026

Detecting and quantifying temporal correlations in stochastic resonance via information theory measures

Rosso, O. A.; Masoller, C. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 37-43

Persistent link: https://www.econbiz.de/10009280145

Distribution of return intervals of extreme events

Pennetta, C. - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 95-98

The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values of the resistance fluctuations displayed by resistors...

Persistent link: https://www.econbiz.de/10009280186

Study of the non-linear autocorrelations within the Gaussian regime

Kutner, R.; Świtała, F. - In: The European Physical Journal B - Condensed Matter and … 33 (2003) 4, pp. 495-503

In this work we extend the recently considered toy model of Weierstrass or Lévy walks with varying velocity of the walker [1] by introducing a more realistic possibility that the walk can be occasionally intermitted by its momentary localization; the localizations themselves are again described...

Persistent link: https://www.econbiz.de/10009280327