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Some features of the López-Ruiz-Mancini-Calbet (LMC) statistical measure of complexity
Abstract We discuss some aspects of a statistical measure of complexity recently introduced by Lopez-Ruiz, Mancini and Calbet (LMC) [Phys. Lett. A 209 (1995) 321]. By means of a numerical procedure
Breakdown of Exponential Sensitivity to Initial Conditions: Role of the Range of Interactions
Within a microcanonical scenario we numerically study an N-sized linear chain classical inertial XY model including ferromagnetic couplings which decrease with distance as r (a $ 0). We show that for
Additive-multiplicative stochastic models of financial mean-reverting processes.
  • C. Anteneodo, R. Riera
  • Mathematics, Medicine
    Physical review. E, Statistical, nonlinear, and…
  • 22 February 2005
A generalized stochastic model with the property known as mean reversion, that is, the tendency to relax towards a historical reference level, is investigated and it is shown that additive-multiplicative processes provide realistic models to describe empirical distributions, for the whole range of data.
Bridging stylized facts in finance and data non-stationarities
Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary paths of different length, we introduce a comprehensive analysis
Nonextensive statistical mechanics and economics
A formalism was proposed 14 years ago which provides some bridging to important economical phenomena, such as option pricing, return and volume distributions observed in the financial markets, and the fascinating and ubiquitous concept of risk aversion.
Poissonian bursts in e-mail correspondence
AbstractRecent work has shown that the distribution of inter-event times for e-mail communication exhibits a heavy tail which is statistically consistent with a cascading Poisson process. In this
Risk aversion in economic transactions
Most people are risk-averse (risk-seeking) when they expect to gain (lose). Based on a generalization of ``expected utility theory'' which takes this into account, we introduce an automaton mimicking
How does public opinion become extreme?
An activation model of opinion dynamics with interaction rules based on the existence of individual “stubbornness” that mimics empirical observations is proposed and represents an early-warning signal to forecast the transition from moderate to extreme views.
Unraveling the fluctuations of animal motor activity.
It is found that animal motion is scale-free and that the scaling is introduced by the inactivity pauses both by its length as well as by its specific ordering.
Carboxyl groups at the membrane interface as molecular targets for local anesthetics.
Local anesthetic binding sites at voltage-gated Na+ channels and at sarcoplasmic reticulum Ca(2+)-ATPase are proposed, suggesting that there is an increased affinity of local anesthetics for superficial carboxyl.