Related papers: Correlation function and generalized master equati…
We analyze the daily stock data of the Nasdaq Composite index in the 22-year period 1992-2013 and identify market states as clusters of correlation matrices with similar correlation structures. We investigate the stability of the…
We construct the gravity background which describes the dual field theory with aging invariance. We choose the decay modes of the bulk scalar field in the internal spectator direction to obtain the dissipative behavior of the boundary…
This chapter reviews some aspects of the theory of age-structured models of populations with finite maximum age. We formulate both the renewal equation for the birth rate and the partial differential equation for the age density, and show…
The conventional voter model is modified so that an agent's switching rate depends on the `age' of the agent, that is, the time since the agent last switched opinion. In contrast to previous work, age is continuous in the present model. We…
We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…
Adolescence is marked by rapid development of executive function. Mounting evidence suggests that executive function in adults may be driven by dynamic control of neurophysiological processes. Yet, how these dynamics evolve over adolescence…
We consider the Rosenzweig-Porter model of random matrix which interpolates between Poisson and gaussian unitary statistics and compute exactly the two-point correlation function. Asymptotic formulas for this function are given near the…
Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…
We consider the dynamics of a diluted mean-field spin glass model in the aging regime. The model presents a particularly rich heterogeneous behavior. In order to catch this behavior, we perform a **spin-by-spin analysis** for a **given…
We demonstrate aging behavior in a simple non-linear system. Our model is a chaotic map which generates deterministically sub-diffusion. Asymptotic behaviors of the diffusion process are described using aging continuous time random walks,…
It is commonly believed that the correlations between stock returns increase in high volatility periods. We investigate how much of these correlations can be explained within a simple non-Gaussian one-factor description with time…
The Adult Changes in Thought (ACT) study is a long-running prospective study of incident all-cause dementia and Alzheimer's disease (AD). As the cohort ages, death (a terminal event) is a prominent competing risk for AD (a non-terminal…
We derive conditions under which alternating renewal processes can be used to construct correlated Poisson processes. The pairwise correlation function is also derived, showing that the resulting correlations can be negative. The technique…
Aging is thought to be a consequence of intrinsic breakdowns in how genetic information is processed. But mounting experimental evidence suggests that aging can be slowed. To help resolve this mystery, I derive a mortality equation which…
We study the aging properties, in particular the two-time autocorrelations, of the two-dimensional randomly diluted Ising ferromagnet below the critical temperature via Monte-Carlo simulations. We find that the autocorrelation function…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…
We investigate some aspects of the ageing behavior observed in the contact process after a quench from its active phase to the critical point. In particular we discuss the scaling properties of the two-time response function and we…
General functions for human survival and mortality may support a possibility of general mechanisms in human ageing. We discovered that the survival and mortality curves could be described very simply and accurately by the Weibull survival…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…
This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…