The principle of maximum entropy has been used to analyze the stability of the resulting process observed during the interaction of a random process with a 1/f spectrum and a deterministic action in lumped and distributed systems of nonlinear stochastic differential equations describing the...

We present the results of experimental study of an intensive source of wide-band 1/f noise whose generation appears in a system of two interacting nonequilibrium phase transitions. Such a process has been realized in the region of superposition of a superconductor–normal conductor phase...

Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we...

We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range of stock capitalization. The observed spectral densities...

In this work, based on robust experimental results, we derive a novel theoretical probabilistic approach to model the low-frequency noise power S(f) in semiconductor devices. Using the proposed approach we obtained, analytically, the average of the integrated noise power Wp=∫fLfHS(f)df as a...