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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
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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
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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
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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
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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
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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
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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
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Gravitational structure formation, the cosmological problem and statistical physics
Pietronero, L.; Labini, F. Sylos - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 285-289
Models of structure formation in the universe postulate that matter distributions observed today in galaxy catalogs arise, through a complex non-linear dynamics, by gravitational evolution from a very uniform initial state. Dark matter plays the central role of providing the primordial density...
Persistent link: https://www.econbiz.de/10009280580
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Diffusion in flashing periodic potentials
Spagnolo, B.; Dubkov, A. - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 299-303
-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem … supersymmetric potential modulated by: (i) an external white Gaussian noise and (ii) a Markovian dichotomous noise. For both cases … in the absence of thermal noise. For rectangular potential the diffusion slows down, for all parameters of noise and of …
Persistent link: https://www.econbiz.de/10009280668
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Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise
Deng, M. L.; Zhu, W. Q. - In: The European Physical Journal B - Condensed Matter and … 59 (2007) 3, pp. 391-397
The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise … oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate … of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by …
Persistent link: https://www.econbiz.de/10009280840