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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 191 - 200 of 203
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Quenching problem of globally coupled bistable stochastic systems with finite size
Zhang, Y.; Hu, G. - In: The European Physical Journal B - Condensed Matter and … 3 (1998) 2, pp. 253-256
Persistent link: https://www.econbiz.de/10009325040
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Quasi Bernoulli fluctuations in random and disordered systems
Bershadskii, A. - In: The European Physical Journal B - Condensed Matter and … 3 (1998) 2, pp. 141-142
Persistent link: https://www.econbiz.de/10009325047
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“String” formulation of the dynamics of the forward interest rate curve
Sornette, D. - In: The European Physical Journal B - Condensed Matter and … 3 (1998) 1, pp. 125-137
Persistent link: https://www.econbiz.de/10009325203
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Particle-hopping models of vehicular traffic: Distributions of distance headways and distance between jams
Chowdhury, Debashish; Ghosh, Kingshuk; Majumdar, Arnab; … - In: Physica A: Statistical Mechanics and its Applications 246 (1997) 3, pp. 471-486
We calculate the distribution of the distance headways (i.e., the instantaneous gap between successive vehicles) as well as the distribution of instantaneous distance between successive jams in the Nagel-Schreckenberg (NS) model of vehicular traffic. When the maximum allowed speed, Vmax, of the...
Persistent link: https://www.econbiz.de/10011062497
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Ergodic and light traffic properties of a complex repairable system
Kovalenko, Igor - In: Mathematical Methods of Operations Research 45 (1997) 3, pp. 387-409
A repairable system is composed of components ofI types. A component can be loaded, put on standby, queued or repaired. The repair facility is here assumed to be a queueing system of a rather general structure though interruption of repairs is not allowed. Typei components possess a lifetime...
Persistent link: https://www.econbiz.de/10010999902
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The effect of sexual cannibalism on the evolution of large populations
Vandewalle, N. - In: Physica A: Statistical Mechanics and its Applications 245 (1997) 1, pp. 113-123
The notion of sexual cannibalism is introduced in a simple model of population growth derived from the Bernardes model (J. Phys. I 5 (1995) 1501). The effect of sexual cannibalism is studied at the level of a population of individuals. Even in presence of cannibalism, a population can survive...
Persistent link: https://www.econbiz.de/10010586420
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Scaling properties of passive scalars in one dimension
Kadanoff, Leo P.; Wunsch, Scott; Zhou, Tong - In: Physica A: Statistical Mechanics and its Applications 244 (1997) 1, pp. 190-212
This paper is a set of notes about work in progress. Since the work is directed toward scaling, it seems quite appropriate to report this in a context devoted to Ben Widom's scientific contributions.
Persistent link: https://www.econbiz.de/10010587599
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Ergodic and light traffic properties of a complex repairable system
Kovalenko, Igor - In: Computational Statistics 45 (1997) 3, pp. 387-409
A repairable system is composed of components ofI types. A component can be loaded, put on standby, queued or repaired. The repair facility is here assumed to be a queueing system of a rather general structure though interruption of repairs is not allowed. Typei components possess a lifetime...
Persistent link: https://www.econbiz.de/10010759490
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Bounds on the diffusion constant for the Rubinstein-Duke model of electrophoresis
Prähofer, M.; Spohn, H. - In: Physica A: Statistical Mechanics and its Applications 233 (1996) 1, pp. 191-207
We prove bounds on the diffusion constant for the Rubinstein-Duke model by means of a variational formula. The leading term decreases quadratically with the length of the polymer chain. The coefficient of proportionality agrees with the one for the model with periodic boundary conditions. The...
Persistent link: https://www.econbiz.de/10011061096
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Uncertainty Aversion and Preferences for Randomisation.
Eichberger, J.; Kelsey, D. - Department of Economics, Faculty of Business and Economics - 1995
Persistent link: https://www.econbiz.de/10005587724
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