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Power fluctuations in stochastic models of dissipative systems

Farago, Jean - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 1, pp. 69-89

We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a nontrivial stationary state. We discuss the results and...

Persistent link: https://www.econbiz.de/10010873339

Universal fluctuations of the AEX index

Gonçalves, Rui; Ferreira, Helena; Stollenwerk, Nico; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 21, pp. 4776-4784

We compute the analytic expression of the probability distributions FAEX,+ and FAEX,− of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the α re-scaled AEX daily index positive returns r(t)α and negative returns (−r(t))α, which we...

Persistent link: https://www.econbiz.de/10011057223

Ups and downs of economics and econophysics — Facebook forecast

Gajic, Nenad; Budinski-Petkovic, Ljuba - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 1, pp. 208-214

What is econophysics and its relationship with economics? What is the state of economics after the global economic crisis, and is there a future for the paradigm of market equilibrium, with imaginary perfect competition and rational agents? Can the next paradigm of economics adopt important...

Persistent link: https://www.econbiz.de/10011058318

The physical modelling of society: a historical perspective

Ball, Philip - In: Physica A: Statistical Mechanics and its Applications 314 (2002) 1, pp. 1-14

their roots. Statistics originated in the study of social numbers in the 17th century, and the discovery of statistical … the leitmotif. While statistics flourished as a mathematical tool of all the sciences in the 19th century, it provoked … passionate responses from philosophers, novelists and social commentators. Social statistics also guided Maxwell and Boltzmann …

Persistent link: https://www.econbiz.de/10011058944

Enlightenment from various conditional probabilities about Hang Seng index in Hong Kong stock market

Chen, Huiping; Sun, Xia; Wu, Ziqin; Wang, Binghong - In: Physica A: Statistical Mechanics and its Applications 335 (2004) 1, pp. 183-196

The daily Hang Seng index in the Hong Kong stock market has been analyzed in this paper. Two kinds of sign sequences as given conditions have been used to predict the future price movements. One is the parameter of multifractal spectrum Δf based on the indexes recorded in every minute, and the...

Persistent link: https://www.econbiz.de/10011060555

Statistical descriptions of nonlinear systems at the onset of chaos

Coraddu, Massimo; Lissia, Marcello; Tonelli, Roberto - In: Physica A: Statistical Mechanics and its Applications 365 (2006) 1, pp. 252-257

Ensemble of initial conditions for nonlinear maps can be described in terms of entropy. This ensemble entropy shows an asymptotic linear growth with rate K. The rate K matches the logarithm of the corresponding asymptotic sensitivity to initial conditions λ. The statistical formalism and the...

Persistent link: https://www.econbiz.de/10011061421

Nonextensive quantum statistics and saturation of the PMD-SQS optimality limit in hadron–hadron scattering

Ion, D.B; Ion, M.L - In: Physica A: Statistical Mechanics and its Applications 340 (2004) 1, pp. 501-512

In this paper, new results on the analysis of hadron–hadron scattering (πN,KN,K̄N, etc.) are obtained by using the nonextensive quantum entropy and principle of minimum distance in the space of quantum states (PMD-SQS). So, using [SJ(p), Sθ(q),SJθ(p),S̄Jθ(p,q)]-Tsallis-like scattering...

Persistent link: https://www.econbiz.de/10011062816

Modeling the BUX index by a novel stochastic differential equation

Alács, Péter; Jánosi, Imre M. - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 1, pp. 273-278

We present a new modeling approach for the fluctuations of the Budapest Stock Exchange index (BUX). The starting point is a statistical analysis of high resolution (5s) data involving the first and second time-derivative of index values (index “velocities” and “accelerations”). Based on...

Persistent link: https://www.econbiz.de/10011063153

Statistics and dynamics

Cohen, E.G.D - In: Physica A: Statistical Mechanics and its Applications 305 (2002) 1, pp. 19-26

The classical statistics of Boltzmann and Gibbs will be discussed. As pointed out long ago by Einstein, there is a … connection of the statistics applicable to a system and its underlying dynamics. This follows, for example, from the existence of … quantum (Bose–Einstein or Fermi–Dirac) statistics, where the underlying dynamics is quite different from classical mechanics …

Persistent link: https://www.econbiz.de/10010589892

The maximum entropy principle and the nature of fractals

Pastor-Satorras, R; Wagensberg, J - In: Physica A: Statistical Mechanics and its Applications 251 (1998) 3, pp. 291-302

We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in those patterns. This constraint allows for a new...

Persistent link: https://www.econbiz.de/10010599498