An expression is proposed for determining the error made by neglecting finite sample effects in entropy estimates. It is based on the Ansatz that the ranked distribution of probabilities tends to follow a Zipf scaling. Copyright Società Italiana di Fisica, Springer-Verlag 1999

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the...

We consider a Susceptible-Infective-Recovered (<Emphasis Type="SmallCaps">SIR) model, where the mechanism for the renewal of susceptibles is demographic, on a ring with next nearest neighbour interactions, and a family of correlated pair approximations (<Emphasis Type="SmallCaps">CPA), parametrized by a measure of the relative contributions of...</emphasis></emphasis>

The correlation function of a one-dimensional interface over a random substrate, bound to the substrate by a pressure term, is studied by Monte-Carlo simulation. It is found that the height correlation 〈h<Subscript>i</Subscript>;h<Subscript>i+j</Subscript> 〉, averaged over the substrate disorder, fits a form $ae^{-(j/b)^c}$ to a...</subscript></subscript>