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  • Search: subject:"Spatio-temporal coupling"
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Weierstrass walks 2 Anomalous diffusion 1 Continuous-time random walk formalism 1 Diffusion exponent 1 Diffusion phase diagram 1 Dynamic diffusion coefficient 1 Fractional random walk 1 Hierarchical stochastic spatio-temporal coupling 1 Hurst exponent 1 Kurtosis 1 Lévy walks 1 Lévy walks with varying velocity 1 Mean-square displacement 1 Moving-average 1 Spatio-temporal coupling 1 Super Burnett coefficient 1
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Undetermined 2
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Article 2
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Undetermined 2
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Kutner, Ryszard 2 Regulski, Marcin 1
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Physica A: Statistical Mechanics and its Applications 2
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RePEc 2
Showing 1 - 2 of 2
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Stock market context of the Lévy walks with varying velocity
Kutner, Ryszard - In: Physica A: Statistical Mechanics and its Applications 314 (2002) 1, pp. 786-795
structure results from the hierarchical, spatio-temporal coupling between the walker displacement and the corresponding time of …
Persistent link: https://www.econbiz.de/10010873483
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Hierarchical spatio-temporal coupling in fractional wanderings. (II). Diffusion phase diagram for Weierstrass walks
Kutner, Ryszard; Regulski, Marcin - In: Physica A: Statistical Mechanics and its Applications 264 (1999) 1, pp. 107-133
nonconstant velocity. This nonconstant velocity is introduced by hierarchical, coherent spatio-temporal coupling adopted from the …
Persistent link: https://www.econbiz.de/10010599593
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