相关论文: A simple algorithm based on fluctuations to play t…
We study long-term growth-optimal strategies on a simple market with linear proportional transaction costs. We show that several problems of this sort can be solved in closed form, and explicit the non-analytic dependance of optimal…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
Biologically driven non-equilibrium fluctuations are often characterized by their non-Gaussianity or by an "effective temperature", which is frequency dependent and higher than the ambient temperature. We address these two measures…
Many species of plants are found in regions to which they are alien and their global distribution has been found to exhibit several remarkable patterns,characterised by exponential functions of the kind that could arise through versions of…
Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range correlated market orders that lead to…
Operational maturity of biological control systems have fuelled the inspiration for a large number of mathematical and logical models for control, automation and optimisation. The human brain represents the most sophisticated control…
We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…
Complex systems comprise a large number of interacting elements, whose dynamics is not always a priori known. In these cases -- in order to uncover their key features -- we have to turn to empirical methods, one of which was recently…
What fascinates us about animal behavior is its richness and complexity, but understanding behavior and its neural basis requires a simpler description. Traditionally, simplification has been imposed by training animals to engage in a…
We begin by exploring the intuition of Brownian motion by explaining its birth through the observations of Robert Brown and later through Bachelier's work on its applications to the financial market and finally its rigorous and concretized…
The celebrated Michaelis-Menten (MM) expression provides a fundamental relation between the rate of enzyme catalysis and substrate concentration. The validity of this classical expression is, however, restricted to macroscopic amounts of…
We propose coalescent mechanism of economic grow because of redistribution of external resources. It leads to Zipf distribution of firms over their sizes, turning to stretched exponent because of size-dependent effects, and predicts…
The concept of allostery in which macromolecules switch between two different conformations is a central theme in biological processes ranging from gene regulation to cell signaling to enzymology. Allosteric enzymes pervade metabolic…
Processive molecular motors which drive the traffic of organelles in cells move in a directed way along cytoskeletal filaments. On large time scales, they perform motor walks, i.e., peculiar random walks which arise from the repeated…
One of the most striking effect of fluctuations in evolutionary game theory is the possibility for mutants to fixate (take over) an entire population. Here, we generalize a recent WKB-based theory to study fixation in evolutionary games…
The study of biological cells in terms of mesoscopic, nonequilibrium, nonlinear, stochastic dynamics of open chemical systems provides a paradigm for other complex, self-organizing systems with ultra-fast stochastic fluctuations, short-time…
Experimental and theoretical studies are made of Brownian particles trapped in a periodic potential, which is very slightly tilted due to gravity. In the presence of fluctuations, these will trigger a measurable average drift along the…
We study the population profile in a simple discrete time model of population dynamics. Our model, which is closely related to certain ``bit-string'' models of evolution, incorporates competition for resources via a population dependent…
It has been reported recently that the equipartition theorem is violated in molecular dynamics simulations with periodic boundary condition [Shirts et al, J. Chem. Phys. 125, 164102 (2006)]. This effect is associated with the conservation…
A Markovian modulation captures the trend in the market and influences the market coefficients accordingly. The different scenarios presented by the market are modeled as the distinct states of a discrete-time Markov chain. In our paper, we…