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We develop a General Fluctuation Formula for phase variables that are odd under time reversal. Simulations are used to verify the new formula.

统计力学 · 物理学 2009-10-31 Debra J Searles , Gary Ayton , Denis J Evans

We focus on the importance of $q$ moments range used within multifractal detrended fluctuation analysis (MFDFA) to calculate the generalized Hurst exponent spread and multifractal properties of signals. Different orders of detrending…

数据分析、统计与概率 · 物理学 2013-07-26 Grzegorz Pamuła , Dariusz Grech

We employ the Dynamical Cluster Approximation (DCA) in conjunction with the Fluctuation Exchange Approximation (FLEX) to study the Hubbard model. The DCA is a technique to systematically restore the momentum conservation at the internal…

强关联电子 · 物理学 2009-11-07 K. Aryanpour , M. H. Hettler , M. Jarrell

Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…

数据分析、统计与概率 · 物理学 2017-03-08 Hadrien Salat , Roberto Murcio , Elsa Arcaute

A general formula for bound-continuous transition form factors is derived. It is shown that these form factors can be represented in the form of finite sum of terms with simple analytical structure.

高能物理 - 唯象学 · 物理学 2007-05-23 O. Voskresenskaya

Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…

计量经济学 · 经济学 2020-10-13 Kamil Makieła , Błażej Mazur

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

统计力学 · 物理学 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin

A theoretical analysis of the mechanisms underlying the dynamics of gallbladder and heart pulsation could clarify the question regarding the classification as chaotic of the associated behaviour, eventually related to a normal and healthy…

组织与器官 · 定量生物学 2009-11-10 Giovanni Imponente

Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of…

交易与市场微观结构 · 定量金融 2017-11-10 Martin Magris , Jiyeong Kim , Esa Rasanen , Juho Kanniainen

Cluster-weighted factor analyzers (CWFA) are a versatile class of mixture models designed to estimate the joint distribution of a random vector that includes a response variable along with a set of explanatory variables. They are…

统计方法学 · 统计学 2024-11-07 Xiaoke Qin , Francesca Martella , Sanjeena Subedi

This paper has several major purposes. The central purpose is to describe the "Benford analysis" of a positive random variable and to summarize some results from investigations into base dependence of Benford random variables. The principal…

其他统计学 · 统计学 2020-12-03 Frank Benford

We continue to develop a new approach to description of charge kinetics in disordered semiconductors. It is based on fractional diffusion equations. This article is devoted to transient processes in structures under dispersive transport…

无序系统与神经网络 · 物理学 2013-10-02 Renat T. Sibatov , Vladimir V. Uchaikin

Transformer networks have achieved remarkable success across diverse domains, leveraging a variety of architectural innovations, including residual connections. However, traditional residual connections, which simply sum the outputs of…

机器学习 · 计算机科学 2025-07-25 Mike Heddes , Adel Javanmard , Kyriakos Axiotis , Gang Fu , MohammadHossein Bateni , Vahab Mirrokni

We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…

地球物理 · 物理学 2007-05-23 Eva Koscielny-Bunde , Jan W. Kantelhardt , Peter Braun , Armin Bunde , Shlomo Havlin

Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related to difference-in-differences. First, this chapter reviews…

计量经济学 · 经济学 2022-08-02 Brantly Callaway

Material Flow Analysis (MFA) is used to quantify and understand the life cycles of materials from production to end of use, which enables environmental, social and economic impacts and interventions. MFA is challenging as available data is…

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

统计金融 · 定量金融 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

混沌动力学 · 物理学 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

Density functional theory (DFT) provides a theoretical framework for efficient and fairly accurate calculations of the electronic structure of molecules and crystals. The main features of density functional theory are described and DFT…

化学物理 · 物理学 2012-06-12 Hauke Paulsen , Alfred Xaver Trautwein

This paper gives a short survey of some basic results related to estimates of fractional integrals and Fourier transforms. It is closely adjoint to our previous survey papers \cite{K1998} and \cite{K2007}. The main methods used in the paper…

经典分析与常微分方程 · 数学 2017-09-22 Viktor Kolyada