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Large spatial fluctuations of local magnetizations in the one-dimensional Ising and the spin 12 XY chains are studied from the viewpoint of the fluctuation spectrum, and the generalized spatial correlations are also calculated. This is based on the fact that large fluctuation characteristics of...
Persistent link: https://www.econbiz.de/10010586496
Time-dependent pattern entropy is a method that reduces variations to binary symbolic dynamics and considers the pattern of symbols in a sliding temporal window. We use this method to analyze the instability of daily variations in foreign exchange rates, in particular, the dollar–yen rate. The...
Persistent link: https://www.econbiz.de/10010666225
We performed electroencephalography (EEG) for six male Wistar rats to clarify temporal behaviors at different levels of consciousness. Levels were identified both by conventional sleep analysis methods and by our novel entropy method. In our method, time-dependent pattern entropy is introduced,...
Persistent link: https://www.econbiz.de/10010873260
Persistent link: https://www.econbiz.de/10015191758
We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramer function, the...
Persistent link: https://www.econbiz.de/10005083867
We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramér function, the...
Persistent link: https://www.econbiz.de/10010591647
Persistent link: https://www.econbiz.de/10001679484