Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
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Statistical properties of the volatility of price fluctuationsFitting power-laws in empirical data with estimators that work for all exponents.Solvable stochastic dealer models for financial markets.Reliability of the 0-1 test for chaos.A theory of power laws in human reaction times: insights from an information-processing approachHierarchical mechanism of development of wealth and structure for a premodern local society.Power-law behavior in a cascade process with stopping events: a solvable model.Theoretical analysis and simulations of the generalized Lotka-Volterra model.Power-law distributions and Lévy-stable intermittent fluctuations in stochastic systems of many autocatalytic elements.Inelastically scattering particles and wealth distribution in an open economy.Stochastic cellular automata model for stock market dynamics.Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process.Fluctuation scaling in the visual cortex at threshold.Financial Brownian particle in the layered order-book fluid and fluctuation-dissipation relations.Financial factor influence on scaling and memory of trading volume in stock market.Neutral gas sympathetic cooling of an ion in a Paul trap.Analytical solution of a stochastic model of risk spreading with global coupling.Predicted and verified deviations from Zipf's law in ecology of competing products.Probabilistic dynamics of some jump-diffusion systems.Mass dependence of instabilities of an oscillator with multiplicative and additive noise.Brownian motion of a classical harmonic oscillator in a magnetic field.Statistical analysis of the overnight and daytime return.Phase transition in a healthy human heart rate.Scaling and memory of intraday volatility return intervals in stock markets.Generalized randomly amplified linear system driven by gaussian noises: extreme heavy tail and algebraic correlation decay in plasma turbulence.Statistical properties of a class of nonlinear systems driven by colored multiplicative Gaussian noise.Human stick balancing: tuning Lèvy flights to improve balance control.Stochastic multiplicative processes with reset events.Generation of a tunable environment for electrical oscillator systems.Subtle nonlinearity in popular album chartsLévy scaling in random walks with fluctuating varianceInvariant power law distribution of Langevin systems with colored multiplicative noisePOWER LAW FLUCTUATION GENERATOR BASED ON ANALOG ELECTRICAL CIRCUITFirm Growth Function and Extended-Gibrat’s Property
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P2860
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
description
article publié dans la revue scientifique Physical Review Letters
@fr
im August 1997 veröffentlichter wissenschaftlicher Artikel
@de
scientific article published in Physical Review Letters
@en
wetenschappelijk artikel
@nl
наукова стаття, опублікована в серпні 1997
@uk
name
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
@en
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
@nl
type
label
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
@en
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
@nl
prefLabel
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
@en
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
@nl
P2093
P2860
P1476
Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
@en
P2093
Aki-Hiro Sato
Hideki Takayasu
Misako Takayasu
P2860
P304
P356
10.1103/PHYSREVLETT.79.966
P407
P577
1997-08-11T00:00:00Z