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  • Search: subject:"Linear Response Theory"
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Linear response theory 4 1/f-noise 1 2D Smoluchowski equation 1 Adiabatic condition 1 Critical events 1 Diffusion in periodic media 1 Driven lattice gas 1 Efficient Market Hypothesis 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Financial market 1 Finanzmarkt 1 Generalization of linear response theory 1 Habituation 1 Hyperplane formalism 1 Inverse bremsstrahlung 1 Linear Response Theory 1 Market inefficiency 1 Memory in kinetic equations 1 Nonextensive statistical mechanics 1 QED plasma 1 Quantum statistics in systems far off equilibrium 1 Relativistic kinetic theory 1 Relativistic linear response theory 1 Renewal statistics 1 Surface diffusion 1 Theorie 1 Theory 1 Time dependent projector technique 1 Two-level systems of Fermions 1
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Undetermined 6 English 1
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Caratti, G. 1 Clara-Rahola, Joaquim 1 Du, Jiulin 1 Ferrando, R. 1 Grigolini, P. 1 Guo, Ran 1 Hayashi, Kumiko 1 Heiner, E. 1 Höll, A. 1 Morozov, V.G. 1 Nieves, F. Javier de las 1 Puertas, Antonio Manuel 1 Röpke, G. 1 Sasa, Shin-ichi 1 Spadacini, R. 1 Sánchez-Granero, Miguel Ángel 1 Tommei, G.E. 1 Trinidad Segovia, Juan Evangelista 1 West, B.J. 1
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Physica A: Statistical Mechanics and its Applications 6 Finance research letters 1
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RePEc 6 ECONIS (ZBW) 1
Showing 1 - 7 of 7
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A new look at financial markets efficiency from linear response theory
Puertas, Antonio Manuel; Clara-Rahola, Joaquim; … - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014291584
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The adiabatic static linear response function in nonextensive statistical mechanics
Guo, Ran; Du, Jiulin - In: Physica A: Statistical Mechanics and its Applications 414 (2014) C, pp. 414-420
We analyze the difference between the three generations of the energy constraint in nonextensive statistical mechanics. Using the third generation of the energy constraint, we revise the isothermal static linear response function and then derive the static linear response function under the...
Persistent link: https://www.econbiz.de/10010931571
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Habituation and 1/f-noise
West, B.J.; Grigolini, P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 24, pp. 5706-5718
(SHM); a phenomenological model based on a generalization of linear response theory and discrete events. The SHM suggests …
Persistent link: https://www.econbiz.de/10010590012
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Linear response theory in stochastic many-body systems revisited
Hayashi, Kumiko; Sasa, Shin-ichi - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 2, pp. 407-429
The Green–Kubo relation, the Einstein relation, and the fluctuation–response relation are representative universal relations among measurable quantities that are valid in the linear response regime. We provide pedagogical proofs of these universal relations for stochastic many-body systems....
Persistent link: https://www.econbiz.de/10010873875
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Covariant linear response theory of relativistic QED plasmas
Höll, A.; Morozov, V.G.; Röpke, G. - In: Physica A: Statistical Mechanics and its Applications 319 (2003) C, pp. 371-403
the statistical operator is applied. The non-equilibrium state of the system is given within generalized linear response … theory. Expressions for the susceptibility tensor, describing the plasma response, are calculated within different …
Persistent link: https://www.econbiz.de/10011063218
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An analytical approximation to the diffusion coefficient in overdamped multidimensional systems
Caratti, G.; Ferrando, R.; Spadacini, R.; Tommei, G.E. - In: Physica A: Statistical Mechanics and its Applications 246 (1997) 1, pp. 115-131
Linear Response Theory by fixing the value of one coordinate and solving the problem of diffusion along the other coordinate …
Persistent link: https://www.econbiz.de/10010873412
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Linear response for systems far off equilibrium
Heiner, E. - In: Physica A: Statistical Mechanics and its Applications 223 (1996) 3, pp. 391-412
The Kubo theory of linear response is extended with respect to reference states, being excited far off equilibrium. Using the time dependent projector technique, generalized response functions are introduced. The structure of the corresponding evolution equations is mainly determined by the...
Persistent link: https://www.econbiz.de/10010586305
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