Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in...

We demonstrate that the methods of signal (time series) analysis developed in nonlinear and symbolic dynamics when applied to financial data in Econophysics give new possibilities of interpretation of those data. Analogies with interpretation of biosignals in Medical Physics may be observed....

In this paper, the symbolic dynamics analysis was used to analyze the complexity of normal heartbeat signal (NSR), Ventricular tachycardia (VT) and ventricular fibrillation (VF) signals. By calculating the information entropy value of symbolic sequences, the complexities were quantified. Based...

In this paper, a generalized Kolmogorov–Sinai-like entropy (KSq entropy) in the sense of Tsallis is proposed with a nonextensive parameter q under Markov shifts, which contains the classical Kolmogorov–Sinai (KS) entropy and the Rényi entropy as well as Bernoulli shifts as special cases. To...

Heartbeat intervals during atrial fibrillation are commonly believed to form a series of almost independent variables. The series extracted from 24h Holter recordings show a nonstationary behavior. Because of nonstationarity it is difficult to give a quantitative measure of independence. In this...

New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-García [2007], Matilla-García and Marín [2008], Matilla-García and Marín [2009], and Matilla-García et al. [2010]). The main idea is to map m-histories of a time series onto elements of...

In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.

In a recent paper López et al. (2010) introduce a new test for spatial independence. The test is a generalization of tests developed in Matilla-García (2007) and Matilla-García and Marín (2008). The results derived need some clarification.

The purpose of this paper is to propose a newly developed non-parametric test for linear and nonlinear causality based on permutation entropy and to show its usefulness in analyzing the potential causal relationship between trading volume and security prices. Most of the empirical applications...