Search Results - subject:"Scale invariance"

Tsallis distribution with complex nonextensivity parameter q

Wilk, G.; Włodarczyk, Z. - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 53-58

We discuss a Tsallis distribution with complex nonextensivity parameter q. In this case the usual distribution is decorated with a log-periodic oscillating factor (apparently, such oscillations can be seen in recently measured transverse momentum distributions in collisions at very high...

Persistent link: https://www.econbiz.de/10011058445

Birth and death master equation for the evolution of complex networks

Alvarez-Martínez, R.; Cocho, G.; Rodríguez, R.F.; … - In: Physica A: Statistical Mechanics and its Applications 402 (2014) C, pp. 198-208

Master equations for the evolution of complex networks with positive (birth) and negative (death) transition probabilities per unit time are analyzed. Explicit equations for the time evolution of the total number of nodes and for the relative node frequencies are given. It is shown that, in the...

Persistent link: https://www.econbiz.de/10011060021

“Leftist”, “Rightist” and Intermediate Decompositions of Poverty: Variations with an Application to China from 1990 to 2003

Bresson, Florent; Labar, Kelly - Society for the Study of Economic Inequality - ECINEQ - 2007

This paper investigates the influence of invariance axioms in the decomposition of observed poverty variations into growth and inequality effects. After a complete and critical review of the invariance axioms suggested in the literature, we show that few information is needed for the ordering of...

Persistent link: https://www.econbiz.de/10005413418

“Leftist”, “Rightist” and Intermediate Decompositions of Poverty Variations with an Application to China from 1990 to 2003

LABAR, Kelly; BRESSON, Florent - Centre d'Études et de Recherches sur le Développement … - 2007

Persistent link: https://www.econbiz.de/10005016459

Hedging Options with Scale-Invariant Models

Alexander, Carol; Nogueira, Leonardo M. - Henley Business School, University of Reading - 2006

that scale invariance preserves the homogeneity of a pay-off function throughout the life of the claim and hence prove that …

Persistent link: https://www.econbiz.de/10005558291

Lévy models and scale invariance properties applied to Geophysics

Mariani, M.C.; Florescu, I.; SenGupta, I.; Beccar … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 4, pp. 824-839

show that a pattern arises from the scale invariance property and Lévy flight models that may be used to estimate …

Persistent link: https://www.econbiz.de/10010872753

Liquidity crisis detection: An application of log-periodic power law structures to default prediction

Wosnitza, Jan Henrik; Denz, Cornelia - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 17, pp. 3666-3681

tests. The present study supports the hypothesis that discrete scale-invariance governs the dynamics of financial markets …

Persistent link: https://www.econbiz.de/10010679198

Scale invariance in complex seismic system and its uses in gaining precursory information before large earthquakes: Importance of methodology

Li, Qiang; Xu, Gui-Ming - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 4, pp. 929-940

Research on precursory information about the scale invariance of seismicity before large earthquakes has been an … precursory information in the application of the analytical methods related to scale invariance. We investigated the scale … information on the scale invariance in the use of the above four methods. If we do not select an appropriate methodology, we might …

Persistent link: https://www.econbiz.de/10010603433

Invariant probabilistic sensitivity analysis

Baucells, Manel; Borgonovo, Emanuele - In: Management science : journal of the Institute for … 59 (2013) 11, pp. 2536-2549

Persistent link: https://www.econbiz.de/10010229344

Symmetry-based compromise and the Nash solution to convex bargaining problems

Xu, Yongsheng - In: Economics Letters 115 (2012) 3, pp. 484-486

A new axiom, symmetry-based compromise, is introduced to study solutions to convex bargaining problems. It is shown that any efficient solution that is also scale invariant and satisfies symmetry-based compromise must be Nash.

Persistent link: https://www.econbiz.de/10010572187