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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 71 - 80 of 203
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Verhulst model with Lévy white noise excitation
Dubkov, A.; Spagnolo, B. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 3, pp. 361-367
Persistent link: https://www.econbiz.de/10009282593
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Lattice Lotka-Volterra model with long range mixing
Shabunin, A.; Efimov, A. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 3, pp. 387-393
Persistent link: https://www.econbiz.de/10009282595
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Phase transitions induced by thermal fluctuations
Kharchenko, D. O.; Dvornichenko, A. V. - In: The European Physical Journal B - Condensed Matter and … 61 (2008) 1, pp. 95-103
The present study generalizes the model of extended stochastic systems with a field-dependent kinetic coefficient [M. Ibanes, J. Garcia-Ojalvo, R. Toral, J.M. Sancho, Phys. Rev. Lett. <Emphasis Type="Bold">87, 020601 (2001)] to systems with symmetric and asymmetric bistable potentials. It is found that in systems...</emphasis>
Persistent link: https://www.econbiz.de/10009282654
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Stochastic thermodynamics: principles and perspectives
Seifert, U. - In: The European Physical Journal B - Condensed Matter and … 64 (2008) 3, pp. 423-431
Persistent link: https://www.econbiz.de/10009282802
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Stochastic dynamics of a sheared granular medium
Petri, A.; Baldassarri, A.; Dalton, F.; Pontuale, G.; … - In: The European Physical Journal B - Condensed Matter and … 64 (2008) 3, pp. 531-535
Persistent link: https://www.econbiz.de/10009282803
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Fractional approach, quantum statistics, and non-crystalline solids at very low temperatures
Lenzi, E. K.; Oliveira, B. F. de; Astrath, N. G.C.; … - In: The European Physical Journal B - Condensed Matter and … 62 (2008) 2, pp. 155-158
We consider nonlocal effects, obtained by incorporating fractional derivatives in the kinetic energy of a conventional Hamiltonian, to analyze physical properties of non-crystalline solids at very low temperature. By using thermal Green functions, we deduce some experimentally observable...
Persistent link: https://www.econbiz.de/10009282833
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Dynamic renormalization-group analysis of the d+1 dimensional Kuramoto-Sivashinsky equation with both conservative and nonconservative noises
Zhang, L.; Tang, G.; Xun, Z.; Han, K.; Chen, H.; Hu, B. - In: The European Physical Journal B - Condensed Matter and … 63 (2008) 2, pp. 227-234
The long-wavelength properties of the (d + 1)-dimensional Kuramoto-Sivashinsky (KS) equation with both conservative and nonconservative noises are investigated by use of the dynamic renormalization-group (DRG) theory. The dynamic exponent z and roughness exponent α are calculated for substrate...
Persistent link: https://www.econbiz.de/10009282979
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Impact of network activity on noise delayed spiking for a Hodgkin-Huxley model
Ozer, M.; Graham, L. J. - In: The European Physical Journal B - Condensed Matter and … 61 (2008) 4, pp. 499-503
In a Hodgkin-Huxley neuron model driven just above threshold, external noise can increase both jitter and latency of the first spike, an effect called “noise delayed decay” (NDD). This phenomenon is important when considering how neuronal information is represented, thus by the precise...
Persistent link: https://www.econbiz.de/10009283104
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Random walk currency futures profits revisited
Pukthuanthong, Kuntara; Bazan, Carlos - In: International Journal of Managerial Finance 3 (2007) 3, pp. 263-286
Purpose – Recent research indicates that the random walk hypothesis (RWH) approximately describes the behavior of major dollar exchange rates during the post‐1973 float. The present analysis seeks to examine the profitability of currency futures trading rules that assume that spot exchange...
Persistent link: https://www.econbiz.de/10014785266
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Random walk currency futures profits revisited
Pukthuanthong, Kuntara; III, Lee R. Thomas; Bazan, Carlos - In: International Journal of Managerial Finance 3 (2007) July, pp. 263-286
Purpose – Recent research indicates that the random walk hypothesis (RWH) approximately describes the behavior of major dollar exchange rates during the post-1973 float. The present analysis seeks to examine the profitability of currency futures trading rules that assume that spot exchange...
Persistent link: https://www.econbiz.de/10004977776
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