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Detecting and quantifying temporal correlations in stochastic resonance via information theory measures

Rosso, O. A.; Masoller, C. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 37-43

Persistent link: https://www.econbiz.de/10009280145

Distribution of return intervals of extreme events

Pennetta, C. - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 95-98

The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values of the resistance fluctuations displayed by resistors...

Persistent link: https://www.econbiz.de/10009280186

Study of the non-linear autocorrelations within the Gaussian regime

Kutner, R.; Świtała, F. - In: The European Physical Journal B - Condensed Matter and … 33 (2003) 4, pp. 495-503

In this work we extend the recently considered toy model of Weierstrass or Lévy walks with varying velocity of the walker [1] by introducing a more realistic possibility that the walk can be occasionally intermitted by its momentary localization; the localizations themselves are again described...

Persistent link: https://www.econbiz.de/10009280327

Inefficiency in Latin-American market indices

Zunino, L.; Tabak, B. M.; Pérez, D. G.; Garavaglia, M.; … - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 1, pp. 111-121

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...

Persistent link: https://www.econbiz.de/10009280335

Quantifying cross-correlations using local and global detrending approaches

Podobnik, B.; Grosse, I.; Horvatić, D.; Ilic, S.; … - In: The European Physical Journal B - Condensed Matter and … 71 (2009) 2, pp. 243-250

Persistent link: https://www.econbiz.de/10009281427

On statistical properties of traded volume in financial markets

Souza, J. de; Moyano, L. G.; Queirós, S. M. Duarte - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 165-168

In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is...

Persistent link: https://www.econbiz.de/10009281584

A first order geometric auto regressive process for boundary layer wind speed simulation

Laubrich, T.; Kantz, H. - In: The European Physical Journal B - Condensed Matter and … 70 (2009) 4, pp. 575-581

Persistent link: https://www.econbiz.de/10009282746

Noise color and asymmetry in stochastic resonance with silicon nanomechanical resonators

Dunn, T.; Guerra, D. N.; Mohanty, P. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 5-10

Persistent link: https://www.econbiz.de/10009280361

Role of the driving frequency in a randomly perturbed Hodgkin-Huxley neuron with suprathreshold forcing

Pankratova, E. V.; Belykh, V. N.; Mosekilde, E. - In: The European Physical Journal B - Condensed Matter and … 53 (2006) 4, pp. 529-536

-Huxley system in the realm of suprathreshold amplitudes. Our results show that, in the presence of noise, the choice of driving … frequency can seriously affect the precision of the external information transmission. At the same level of noise the precision … can either decrease or increase depending on the driving frequency. We demonstrate that the destructive influence of noise …

Persistent link: https://www.econbiz.de/10009280465

Dynamics of a FitzHugh-Nagumo system subjected to autocorrelated noise

Valenti, D.; Augello, G.; Spagnolo, B. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 3, pp. 443-451

Persistent link: https://www.econbiz.de/10009280587