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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
All
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 11 - 20 of 203
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Heavy-tailed targets and (ab)normal asymptotics in diffusive motion
Garbaczewski, Piotr; Stephanovich, Vladimir; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 6, pp. 990-1008
We show that, under suitable confinement conditions, the ordinary Fokker–Planck equation may generate non-Gaussian heavy-tailed probability density functions (pdfs) (like, for example, Cauchy or more general Lévy stable distributions) in its long-time asymptotics. In fact, all heavy-tailed...
Persistent link: https://www.econbiz.de/10011060651
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Missing ordinal patterns in correlated noises
Carpi, Laura C.; Saco, Patricia M.; Rosso, O.A. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 10, pp. 2020-2029
Recent research aiming at the distinction between deterministic or stochastic behavior in observational time series has looked into the properties of the “ordinal patterns” [C. Bandt, B. Pompe, Phys. Rev. Lett. 88 (2002) 174102]. In particular, new insight has been obtained considering the...
Persistent link: https://www.econbiz.de/10011061396
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Infinite-horizon policy-gradient estimation
Baxter, J.; Bartlett, P. L. - 2001
Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in value-function methods. In this paper we introduce GPOMDP,...
Persistent link: https://www.econbiz.de/10009438377
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Allelomimesis as escape strategy of pedestrians in two-exit confinements
Perez, Gay Jane; Saloma, Caesar - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 12, pp. 2469-2475
We study the efficacy of allelomimesis as an escape strategy of mobile agents (pedestrians) that aim to leave a two-exit room within the shortest possible time. Allelomimesis is the act of copying one’s kindred neighbors. To escape, an agent employs one of the following strategies: (1) It...
Persistent link: https://www.econbiz.de/10011063950
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The role of communication and imitation in limit order markets
Tedeschi, G.; Iori, G.; Gallegati, M. - In: The European Physical Journal B - Condensed Matter and … 71 (2009) 4, pp. 489-497
Persistent link: https://www.econbiz.de/10009280007
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Stochastic resonance in an ion channel following the non-Arrhenius gating rate
Parc, Yong Woon; Koh, Duk-Su; Sung, Wokyung - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 127-131
Persistent link: https://www.econbiz.de/10009280022
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On the probability distribution of stock returns in the Mike-Farmer model
Gu, G.-F.; Zhou, W.-X. - In: The European Physical Journal B - Condensed Matter and … 67 (2009) 4, pp. 585-592
Persistent link: https://www.econbiz.de/10009280046
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Detecting and quantifying temporal correlations in stochastic resonance via information theory measures
Rosso, O. A.; Masoller, C. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 37-43
Persistent link: https://www.econbiz.de/10009280145
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Eroding market stability by proliferation of financial instruments
Caccioli, F.; Marsili, M.; Vivo, P. - In: The European Physical Journal B - Condensed Matter and … 71 (2009) 4, pp. 467-479
Persistent link: https://www.econbiz.de/10009280228
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Noise color and asymmetry in stochastic resonance with silicon nanomechanical resonators
Dunn, T.; Guerra, D. N.; Mohanty, P. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 5-10
Persistent link: https://www.econbiz.de/10009280361
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