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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

Eroding market stability by proliferation of financial instruments

Caccioli, F.; Marsili, M.; Vivo, P. - In: The European Physical Journal B - Condensed Matter and … 71 (2009) 4, pp. 467-479

Persistent link: https://www.econbiz.de/10009280228

Frequency and phase synchronization of two coupled neurons with channel noise

Yu, L. C.; Chen, Y.; Zhang, Pan - In: The European Physical Journal B - Condensed Matter and … 59 (2007) 2, pp. 249-257

We study the frequency and phase synchronization in two coupled identical and nonidentical neurons with channel noise … strength of channel noise is represented by ion channel cluster size of neurons. It is shown that channel noise allows the two … and channel noise. Those regimes are characterized by the distribution of the cyclic relative phase corresponding to …

Persistent link: https://www.econbiz.de/10009280322

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

Inefficiency in Latin-American market indices

Zunino, L.; Tabak, B. M.; Pérez, D. G.; Garavaglia, M.; … - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 1, pp. 111-121

We explore the deviations from efficiency in the returns and volatility returns of Latin-American market indices. Two different approaches are considered. The dynamics of the Hurst exponent is obtained via a wavelet rolling sample approach, quantifying the degree of long memory exhibited by the...

Persistent link: https://www.econbiz.de/10009280335

Statistics of power injection in a plate set into chaotic vibration

Cadot, O.; Boudaoud, A.; Touzé, C. - In: The European Physical Journal B - Condensed Matter and … 66 (2008) 3, pp. 399-407

Persistent link: https://www.econbiz.de/10009280345

Noise color and asymmetry in stochastic resonance with silicon nanomechanical resonators

Dunn, T.; Guerra, D. N.; Mohanty, P. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 5-10

Persistent link: https://www.econbiz.de/10009280361

Statistical equilibrium in simple exchange games II. The redistribution game

Garibaldi, U.; Scalas, E.; Viarengo, P. - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 2, pp. 241-246

We propose a simple stochastic exchange game mimicking taxation and redistribution. There are g agents and n coins; taxation is modeled by randomly extracting some coins; then, these coins are redistributed to agents following Polya's scheme. The individual wealth equilibrium distribution for...

Persistent link: https://www.econbiz.de/10009280407

Role of the driving frequency in a randomly perturbed Hodgkin-Huxley neuron with suprathreshold forcing

Pankratova, E. V.; Belykh, V. N.; Mosekilde, E. - In: The European Physical Journal B - Condensed Matter and … 53 (2006) 4, pp. 529-536

-Huxley system in the realm of suprathreshold amplitudes. Our results show that, in the presence of noise, the choice of driving … frequency can seriously affect the precision of the external information transmission. At the same level of noise the precision … can either decrease or increase depending on the driving frequency. We demonstrate that the destructive influence of noise …

Persistent link: https://www.econbiz.de/10009280465

A nonextensive approach to the dynamics of financial observables

Queirós, S. M.D.; Moyano, L. G.; Souza, J. de; Tsallis, C. - In: The European Physical Journal B - Condensed Matter and … 55 (2007) 2, pp. 161-167

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy <InlineEquation ID="Equ1"> <EquationSource Format="TEX">$S_{q}=k\frac{1-\sum_{i=1}^{W} p_{i} ^{q}}{1-q}\, (q\in \Re) \left(S_{1} \equiv...</equationsource></inlineequation>

Persistent link: https://www.econbiz.de/10009280525