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  • Search: subject:"Random processes"
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Year of publication
Subject
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random processes 152 noise 133 and Brownian motion 126 05.40.-a Fluctuation phenomena 117 Random processes 38 stochastic processes 27 and statistics 24 02.50.-r Probability theory 21 02.50.Ey Stochastic processes 18 05.45.-a Nonlinear dynamics and chaos 13 89.65.Gh Economics 12 Fluctuation phenomena 12 PACS. 05.40.-a Fluctuation phenomena 12 business and management 12 econophysics 12 financial markets 12 05.45.Tp Time series analysis 8 05.10.Gg Stochastic analysis methods (Fokker-Planck 7 05.70.Ln Nonequilibrium and irreversible thermodynamics 7 89.75.-k Complex systems 7 Langevin 7 etc.) 7 Brownian motion 6 Noise and Brownian motion 6 Stochastic processes 6 05.10.Gg Stochastic analysis methods 5 05.20.-y Classical statistical mechanics 5 05.60.-k Transport processes 5 87.23.Cc Population dynamics and ecological pattern formation 5 89.65.-s Social and economic systems 5 PACS. 02.50.-r Probability theory 5 05.45.-a Nonlinear dynamics and nonlinear dynamical systems 4 05.70.-a Thermodynamics 4 05.90.+m Other topics in statistical physics 4 87.10.+e General theory and mathematical aspects 4 89.75.Hc Networks and genealogical trees 4 Complexity theory 4 Probability theory 4 Uncertainty management 4 and nonlinear dynamical systems 4
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Online availability
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Undetermined 192 Free 6 CC license 1
Type of publication
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Article 196 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1 Conference paper 1 Konferenzbeitrag 1 conceptual-paper 1 research-article 1 review 1 viewpoint 1
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Language
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Undetermined 194 English 9
Author
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Spagnolo, B. 9 Valenti, D. 6 Fiasconaro, A. 5 Schimansky-Geier, L. 5 Powers, Michael R. 4 Arnéodo, A. 3 Chavanis, P. H. 3 Hänggi, P. 3 Pottier, Noëlle 3 Slanina, F. 3 Aghamohammadi, A. 2 Anteneodo, C. 2 Aumaître, S. 2 Bacry, E. 2 Barik, D. 2 Bazan, Carlos 2 Ben-Naim, E. 2 Bershadskii, A. 2 Biehs, S.-A. 2 Colazza, S. 2 Colet, P. 2 Curcio, L. 2 Dubkov, A. 2 Ebeling, W. 2 Froufe-Pérez, L.S. 2 García-Palacios, J. 2 Garibaldi, U. 2 Gudowska-Nowak, E. 2 Han, K. 2 Hinich, Melvin 2 Khorrami, M. 2 Kovalenko, Igor 2 Krapivsky, P.L. 2 MANSKI, C.F. 2 Mankin, R. 2 Marchesoni, F. 2 Mello, P.A. 2 Mendes, Eduardo 2 Miguel, M. 2 Moyano, L. G. 2
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Institution
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Wisconsin Madison - Social Systems 2 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Faculty of Business and Economics 1 Santa Fe Institute 1 University of Bonn, Germany 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
The European Physical Journal B - Condensed Matter and Complex Systems 146 Physica A: Statistical Mechanics and its Applications 30 International Journal of Managerial Finance 2 Journal of Risk Finance 2 Studies in Nonlinear Dynamics & Econometrics 2 The Journal of Risk Finance 2 Working papers / Wisconsin Madison - Social Systems 2 Computational Statistics 1 Construction Management and Economics 1 Cowles Foundation Discussion Papers 1 Department of Economics - Working Papers Series 1 Discussion Paper Serie B 1 Energy Reports 1 Energy reports 1 International Journal of Organizational Analysis 1 Journal of mathematical economics 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Statistical Inference for Stochastic Processes 1 Stochastic Processes and their Applications 1 Technological forecasting & social change : an international journal 1 Working Papers / Santa Fe Institute 1 Бизнес Информ 1
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Source
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RePEc 194 Other ZBW resources 4 ECONIS (ZBW) 3 BASE 1 EconStor 1
Showing 171 - 180 of 203
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Multifractal critical phenomena in traffic and economic processes
Bershadskii, A. - In: The European Physical Journal B - Condensed Matter and … 11 (1999) 2, pp. 361-364
Multifractal critical phenomena with infinite-temperature critical point and with complex coexistence of the infinite and finite temperature critical points are considered and it is shown that strange attractors generated by cascades of period-doubling bifurcations (Feigenbaum scenario) as well...
Persistent link: https://www.econbiz.de/10010992538
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Brownian rotation of classical spins: dynamical equations for non-bilinear spin-environment couplings
García-Palacios, J. - In: The European Physical Journal B - Condensed Matter and … 11 (1999) 2, pp. 293-308
Dynamical equations for a classical spin interacting with the surrounding medium are derived by means of the formalism of the oscillator-bath environment. The bilinear-coupling treatment of Jayannavar (Z. Phys. B <Emphasis Type="Bold">82, 153 (1991)) is extended to couplings that depend arbitrarily on the spin...</emphasis>
Persistent link: https://www.econbiz.de/10010992879
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Stepwise Estimation of Random Processes
Su, Yingcai - In: Statistical Inference for Stochastic Processes 2 (1999) 3, pp. 287-308
Persistent link: https://www.econbiz.de/10005615996
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Physicists Attempt to Scale the Ivory Towers of Finance
Farmer, J. Doyne - Santa Fe Institute - 1999
Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical statistical properties of prices,...
Persistent link: https://www.econbiz.de/10005791057
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Convective and absolute instabilities in the subcritical Ginzburg-Landau equation
Colet, P.; Walgraef, D.; Miguel, M. - In: The European Physical Journal B - Condensed Matter and … 11 (1999) 3, pp. 517-524
Persistent link: https://www.econbiz.de/10009325009
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Phase transitions in a bistable system driven by two colored noises
Ke, S. Z.; Wu, D. J.; Cao, L. - In: The European Physical Journal B - Condensed Matter and … 12 (1999) 1, pp. 119-122
Persistent link: https://www.econbiz.de/10009325100
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A sharp transition between a trivial 1D BTW model and self-organized critical rice-pile model
Bengrine, M.; Benyoussef, A.; Kenz, A. El; Loulidi, M.; … - In: The European Physical Journal B - Condensed Matter and … 12 (1999) 1, pp. 129-133
Persistent link: https://www.econbiz.de/10009325170
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Brownian rotation of classical spins: dynamical equations for non-bilinear spin-environment couplings
García-Palacios, J. - In: The European Physical Journal B - Condensed Matter and … 11 (1999) 2, pp. 293-308
Persistent link: https://www.econbiz.de/10009325200
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Dissipation, decoherence and preparation effects in the spin-boson system
Grifoni, M.; Paladino, E.; Weiss, U. - In: The European Physical Journal B - Condensed Matter and … 10 (1999) 4, pp. 719-729
Persistent link: https://www.econbiz.de/10009325235
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Asymptotic Expansions in Nonstationary Vector Autoregressions
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1985
functionals for generalized random processes are introduced as a means of developing a refinement of central limit theory on …
Persistent link: https://www.econbiz.de/10005593527
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