Showing 31 - 40 of 135
Multifractal random walks (MRW) correspond to simple solvable “stochastic volatility” processes. Moreover, they provide a simple interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that they are able to...
Persistent link: https://www.econbiz.de/10011057644
We have studied the stimulated discharge dynamics of fusimotor neurons by applying the wavelet transform technique and by adopting that the neuronal discharge dynamics is manifested by the random time series of interspike intervals. We found two different power-law type behaviors along...
Persistent link: https://www.econbiz.de/10011057896
A classic problem in physics is the origin of fat-tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags τ. We find that destroying all correlations without changing the τ=1d distribution, by shuffling the order of the...
Persistent link: https://www.econbiz.de/10011058772
We investigate ECG recordings of healthy subjects (H subjects) and those with heart failure (HF subjects) based on a new measure derived from the shape of the ECG signal during each heart beat. From this measure we construct sequences, called “morphograms”, which are complementary to...
Persistent link: https://www.econbiz.de/10011059098
We choice the yuan exchange rate index based on a basket of currencies as the effective exchange rate of the yuan and investigate the statistical properties of the yuan exchange rate index after China’s exchange rate system reform on the 21st July 2005. After dividing the time series into two...
Persistent link: https://www.econbiz.de/10011059653
We have studied the discharge dynamics of dorsal horn neurons (DHN) by applying the detrended fluctuation analysis (DFA) and the wavelet transform (WT) technique. We have adopted that discharge dynamics is manifested by the random time series of the interspike intervals (ISI), that is, by...
Persistent link: https://www.econbiz.de/10011059824
We consider the low-temperature specific heat spectra of long-range correlated quasiperiodic DNA molecules using a q-gaussian distribution, and compare them with those considering the Boltzmann-Gibbs distribution. The energy spectra are calculated using the one-dimensional Schrödinger equation...
Persistent link: https://www.econbiz.de/10011060497
We analysed the scaling behaviour of the two-dimensional (2-D) sequence (Δs, Δt) of the 1981–1998 southern California seismicity, where Δs is the distance between two consecutive earthquakes (jump) and Δt is their interevent interval. The 2-D seismic spatio-temporal fluctuations were...
Persistent link: https://www.econbiz.de/10011061323
The specific heat spectra of long-range correlated DNA molecules is theoretically analyzed for a stacked array of single-stranded DNA made up from the nucleotides guanine G, adenine A, cytosine C and thymine T arranged in the Fibonacci and Rudin–Shapiro quasiperiodic sequences, with the aim to...
Persistent link: https://www.econbiz.de/10011061505
We study the size distribution of purine and pyrimidine clusters in coding and non-coding DNA sequences. We observe that the cluster-size distribution P(s) follows an exponential decay in coding sequences whereas it follows a power-law decay in non-coding sequences: P(s) ∼ s−1−μ, with a...
Persistent link: https://www.econbiz.de/10011063594