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This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Jakub Nikonowicz , Łukasz Matuszewski , Paweł Kubczak

We study the synchronization in a one dimensional array of point Josephson junctions coupled to a common capacitor, which establishes a long-range interaction between junctions and synchronizes them. The stability diagram of synchronization…

Superconductivity · Physics 2015-03-19 Shi-Zeng Lin , Xiao Hu , Lev Bulaevskii

In this study, we examine the fluctuation in the value of the Great Britain Pound (GBP). We focus particularly on its relationship with the United States Dollar (USD) and the Euro (EUR) currency pairs. Utilizing data from June 15, 2018, to…

Statistical Finance · Quantitative Finance 2024-02-13 Narayan Tondapu

It is a well-documented fact that the correlation function of the returns on two "related" assets is generally increasing as a function of the horizon $h$ of these returns. This phenomenon, termed the Epps Effect, holds true in a wide…

Mathematical Finance · Quantitative Finance 2023-09-14 Jérôme Busca , Léon Thomir

Synchronization in the networks of coupled oscillators is a widely studied topic in different areas. It is well-known that synchronization occurs if the connectivity of the network dominates heterogeneity of the oscillators. Despite…

Optimization and Control · Mathematics 2018-09-20 Elizabeth Y. Huang , Saber Jafarpour , Francesco Bullo

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of…

Statistical Finance · Quantitative Finance 2012-04-03 Aki-Hiro Sato , Takaki Hayashi , Janusz A. Hołyst

Synchronization is a fundamental phenomenon in complex systems, observed across a wide range of natural and engineered contexts. The Kuramoto model provides a foundational framework for understanding synchronization among coupled…

Adaptation and Self-Organizing Systems · Physics 2026-02-03 Riccardo Muolo , Hiroya Nakao , Marco Coraggio

Synchronization is studied in an array of identical linear oscillators of arbitrary order, coupled through a dynamic network comprising dissipative connectors (e.g., dampers) and restorative connectors (e.g., springs). The coupling network…

Dynamical Systems · Mathematics 2019-06-21 S. Emre Tuna

The exponential synchronization rate is addressed for Kuramoto oscillators in the presence of a pacemaker. When natural frequencies are identical, we prove that synchronization can be ensured even when the phases are not constrained in an…

Systems and Control · Computer Science 2012-09-06 Yongqiang Wang , Francis J. Doyle

The value of an asset in a financial market is given in terms of another asset known as numeraire. The dynamics of the value is non-stationary and hence, to quantify the relationships between different assets, one requires convenient…

Statistical Finance · Quantitative Finance 2019-06-26 Lasko Basnarkov , Viktor Stojkoski , Zoran Utkovski , Ljupco Kocarev

We study how a coupled array of spiking chaotic systems synchronizes to an external driving in a short time. Synchronization means spike separation at adjacent sites much shorter than the average inter-spike interval; a local lack of…

Chaotic Dynamics · Physics 2007-09-10 M. Ciszak , A. Montina , F. T. Arecchi

We extend the Exchange Fluctuation Theorem for energy exchange between thermal quantum systems beyond the assumption of molecular chaos, and describe the non-equilibrium exchange dynamics of correlated quantum states. The relation…

Quantum Physics · Physics 2015-10-14 Sania Jevtic , David Jennings , Terry Rudolph , Yuji Hirono , Shojun Nakayama , Mio Murao

We provide an analytical study of the coupling of short and long wavelength fluctuation modes during the initial phase of reheating in two field models like hybrid inflation. In these models, there is - at linear order in perturbation…

High Energy Physics - Theory · Physics 2011-01-20 Laurence Perreault Levasseur , Guillaume Laporte , Robert Brandenberger

This paper considers a mean-field model of $n$ interacting particles whose state space is the unit circle, a generalization of the classical Kuramoto model. Global synchronization is said to occur if after starting from almost any initial…

Dynamical Systems · Mathematics 2025-07-31 Yury Polyanskiy , Philippe Rigollet , Andrew Yao

Randomly evolving systems composed by elements which interact among each other have always been of great interest in several scientific fields. This work deals with the synchronization phenomenon, that could be roughly defined as the…

Probability · Mathematics 2017-12-18 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

We consider synchronization of coupled dynamical systems when different types of interactions are simultaneously present. We assume that a set of dynamical systems are coupled through the connections of two or more distinct networks (each…

Chaotic Dynamics · Physics 2015-05-28 Francesco Sorrentino

Synchronization is studied in an array of identical oscillators undergoing small vibrations. The overall coupling is described by a pair of matrix-weighted Laplacian matrices; one representing the dissipative, the other the restorative…

Dynamical Systems · Mathematics 2018-08-02 S. Emre Tuna

The synchronization phenomenon is ubiquitous in nature. In ensembles of coupled oscillators, explosive synchronization is a particular type of transition to phase synchrony that is first-order as the coupling strength increases. Explosive…

Adaptation and Self-Organizing Systems · Physics 2020-01-23 Inmaculada Leyva , Cristina Masoller

Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…

Statistical Mechanics · Physics 2024-02-23 Yunxiang Song , Thomas A. Witten

In a universe with a single currency, there would be no foreign exchange market, no foreign exchange rates, and no foreign exchange. Over the past twenty-five years, the way the market has performed those tasks has changed enormously. The…

Artificial Intelligence · Computer Science 2016-11-17 Ajith Abraham