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Collective behavior of coupled nonuniform stochastic oscillators

Assis, Vladimir R.V.; Copelli, Mauro - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1900-1906

Theoretical studies of synchronization are usually based on models of coupled phase oscillators which, when isolated, have constant angular frequency. Stochastic discrete versions of these uniform oscillators have also appeared in the literature, with equal transition rates among the states....

Persistent link: https://www.econbiz.de/10011062356

Statistics of fluctuations with a 1/f spectrum at phase transitions in a spatially distributed system

Koverda, V.P.; Skokov, V.N. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 13, pp. 2468-2479

A study has been made on the statistics of fluctuations in a spatially distributed system, which describes the … transitions, the time and spatial spectra of fluctuations have power laws S(f)∼f−α and S(k)∼k−γ. The dependence of the exponents α … and γ on the value of the diffusion coefficient determining the spatial interaction of fluctuations have been found …

Persistent link: https://www.econbiz.de/10011063120

Tsallis non-extensive statistics and solar wind plasma complexity

Pavlos, G.P.; Iliopoulos, A.C.; Zastenker, G.N.; … - In: Physica A: Statistical Mechanics and its Applications 422 (2015) C, pp. 113-135

This article presents novel results revealing non-equilibrium phase transition processes in the solar wind plasma during a strong shock event, which took place on 26th September 2011. Solar wind plasma is a typical case of stochastic spatiotemporal distribution of physical state variables such...

Persistent link: https://www.econbiz.de/10011194101

Dynamics of the number of trades of financial securities

Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N - In: Physica A: Statistical Mechanics and its Applications 280 (2000) 1, pp. 136-141

We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range of stock capitalization. The observed spectral densities...

Persistent link: https://www.econbiz.de/10010873431

Nonlinear GARCH model and 1/f noise

Kononovicius, A.; Ruseckas, J. - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 74-81

Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we...

Persistent link: https://www.econbiz.de/10011209648

A psychophysical model of decision making

West, B.J.; Grigolini, P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 17, pp. 3580-3587

Herein we develop a psychophysical model of decision making based on the difference between objective clock time and the human brain’s perception of time. In this model the utility function is given by the survival probability, which is shown to be a generalized hyperbolic distribution. The...

Persistent link: https://www.econbiz.de/10010589454

1/f oscillations in a model of moth populations oriented by diffusive pheromones

Barbosa, L.A.; Martins, M.L.; Lima, E.R. - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 1, pp. 143-158

. Such stationary populations are exponentially distributed in age, exhibit random temporal fluctuations with 1/f spectrum …

Persistent link: https://www.econbiz.de/10010589647

Phase transition and 1/f noise in a computer network model

Liu, Feng; Shan, Xiuming; Ren, Yong; Zhang, Jun - In: Physica A: Statistical Mechanics and its Applications 328 (2003) 3, pp. 341-350

Using a simple cellular automaton model of data packets transport in the Internet, the travel times of data packets and transport rates of routers along a fixed path are studied. In this model the additive increasing of transport rates, extraneous random interferences and finite capacity of...

Persistent link: https://www.econbiz.de/10010591086

Boltzmann power laws

Saiz, A. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 2, pp. 225-236

In this paper we propose a model based on the Boltzmann distribution as a mechanism for generating power laws, Boltzmann Power Laws (BPL). Some of these power laws are studied and compared to popular power laws such as ‘1/f’ noise and self-organized criticality (SOC). We will show how, in...

Persistent link: https://www.econbiz.de/10010591177

Novel analytical and numerical approach to modeling low-frequency noise in semiconductor devices

da Silva, Roberto; Wirth, Gilson I.; Brederlow, Ralf - In: Physica A: Statistical Mechanics and its Applications 362 (2006) 2, pp. 277-288

In this work, based on robust experimental results, we derive a novel theoretical probabilistic approach to model the low-frequency noise power S(f) in semiconductor devices. Using the proposed approach we obtained, analytically, the average of the integrated noise power Wp=∫fLfHS(f)df as a...

Persistent link: https://www.econbiz.de/10011058265