We modify the definition of sample entropy (SaEn) by incorporating a time delay between the components of the block (from which the densities are estimated) and show that the modified method characterizes the complexity of the system better than the original version. We apply the modified SaEn...

We built up star-branched polymers, whose morphology is fully determined by diffusion, with p=1,3,6 and 12 branches with a total of 30,000 monomer units. We investigated their structural properties by calculating the monomer–monomer correlation functions. A detailed finite size scaling...

We study the statistical properties of wave transport in a disordered waveguide. We first derive the properties of a “building block” (BB) of length δL starting from a potential model consisting of thin potential slices. We then find a diffusion equation—in the space of transfer matrices...

Detecting nonlinearity in financial time series is a key point when the main interest is to understand the generating process. One of the main tests for testing linearity in time series is the Hinich Bispectrum Nonlinearity Test (HINBIN). Although this test has been succesfully applied to a vast...

We study the frequency and phase synchronization in two coupled identical and nonidentical neurons with channel noise. The occupation number method is used to model the neurons in the context of stochastic Hodgkin-Huxley model in which the strength of channel noise is represented by ion channel...

We explore the deviations from efficiency in the returns and volatility returns of Latin-American market indices. Two different approaches are considered. The dynamics of the Hurst exponent is obtained via a wavelet rolling sample approach, quantifying the degree of long memory exhibited by the...

We propose a simple stochastic exchange game mimicking taxation and redistribution. There are g agents and n coins; taxation is modeled by randomly extracting some coins; then, these coins are redistributed to agents following Polya's scheme. The individual wealth equilibrium distribution for...

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy <InlineEquation ID="Equ1"> <EquationSource Format="TEX">$S_{q}=k\frac{1-\sum_{i=1}^{W} p_{i} ^{q}}{1-q}\, (q\in \Re) \left(S_{1} \equiv...</equationsource></inlineequation>

We study the effect of the composition of the genetic sequence on the melting temperature of double stranded DNA, using some simple analytically solvable models proposed in the framework of the wetting problem. We review previous work on disordered versions of these models and solve them when...

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using...