Related papers: Reply to Johansen's comment

Some mathematical errors of the paper commented upon [W.-M. Suen, Phys. Rev. D 40, (1989) 315] are corrected.

The comment is intended to answer the criticism presented on `Steady-state fluctuations of a genetic feedback loop: an exact solution' [J. Chem. Phys. {\bf 137}, 035104 (2012).] and provides the missing component for the complete analytic…

We analyze the financial crash in 2008 for different financial markets from the point of view of log-periodic function model. In particular, we consider Dow Jones index, DAX index and Hang Seng index. We shortly discuss the possible…

This paper has been withdrawn by the authors after discussing its content with Dr. J. Madsen.

Reply to a comment by T. Rakovszky, F. Pollmann, and C. W von Keyserlingk [arXiv:2010.07969].

Remarks on reply (cond-mat/0206368) to Johansen's comment (cond-mat/0205249)

We provide a reply to a comment by I. Goychuk arXiv:1501.06996 [cond-mat.stat-mech] (not under active consideration with Phys. Rev. Lett.) on our Letter A. Rebenshtok, S. Denisov, P. H\"anggi, and E. Barkai, {\em Phys. Rev. Lett.} {\bf…

This combines a reply to the Comment [hep-th/0203067 v1] by A. N. Vaidya and R. de L. Rodrigues with an erratum to our Letter [Phys. Rev. Lett. 87, 210405 (2001)]

Correction to Annals of Probability 29 (2001) 1612--1624 [doi:10.1214/aop/1015345764].

This is a comment on "How to Observe Coherent Electron Dynamics Directly" [H. J. Suominen and A. Kirrander, Phys. Rev. Lett. 112, 043002 (2014)].

We comment on some misunderstandings exhibited in a recent paper by Matolcsi et al. (Gen. Rel. Grav.39 413 (2007)).

We investigate and defend the possibility of causing a stock market crash via small manipulations of individual stock values that together realize an adversarial example to financial forecasting models, causing these models to make the…

We study a rational expectation model of bubbles and crashes. The model has two components : (1) our key assumption is that a crash may be caused by local self-reinforcing imitation between noise traders. If the tendency for noise traders…

A comment on the letter by M. Machida and T. Koyama, Phys. Rev. Lett. {\bf 94}, 140401 (2005) and also on the preprint by Y. Kawaguchi and T. Ohmi, cond-mat/0411018.

We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."

Comments on "A new additive decomposition of velocity gradient" [Phys. Fluids 31, 061702 (2019), arXiv:1908.01638] is presented

Answer to the Comment on ``Point-Contact Study of Fast and Slow Two-Level Fluctuators in Metallic Glasses'' by Jan von Delft et al.

This paper presents an exclusive classification of the largest crashes in Dow Jones Industrial Average (DJIA), SP500 and NASDAQ in the past century. Crashes are objectively defined as the top-rank filtered drawdowns (loss from the last…

Rejoinder to "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser [arXiv:1112.5582]

This paper has been withdrawn by the authors as requested by the journal.