Spectral properties of empirical covariance matrices for data with power-law tailsWe present an analytic method for calculating spectral densities of empirical covariance matrices for correlated data. In this approach the data is represented as a rectangular random matrix whose…Zdzislaw Burda, Andrzej Goerlich, Bartlomiej Waclaw·Mar 22, 2006SaveLearn
Additive N-Step Markov Chains as Prototype Model of Symbolic Stochastic Dynamical Systems with Long-Range CorrelationsA theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized…Z. A. Mayzelis, S. S. Apostolov, S. S. Mel'nyk et al.·Mar 21, 2006SaveLearn
Equivalence of Markov's Symbolic Sequences to Two-Sided ChainsA new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117…S. S. Apostolov, Z. A. Mayzelis, O. V. Usatenko et al.·Mar 21, 2006SaveLearn
Memory functions and Correlations in Additive Binary Markov ChainsA theory of additive Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to describe statistical properties of long-range correlated…S. S. Melnyk, O. V. Usatenko, V. A. Yampol'skii et al.·Mar 21, 2006SaveLearn
Modeling spatiotemporal noise covariance for MEG/EEG source analysisWe propose a new model for approximating spatiotemporal noise covariance for use in MEG/EEG source analysis. Our model is an extension of an existing model [1,2] that uses a single Kronecker product…S. M. Plis, J. S. George, S. C. Jun et al.·Mar 20, 2006SaveLearn
Wavelet analysis of event by event fluctuationsThe temporal fluctuations of produced hadron density in heavy ion collisions, modelled by 2D Ising model at temperatures Tc and below, are studied through a recently developed wavelet based…P. Manimaran, Prasanta K. Panigrahi·Mar 18, 2006SaveLearn
Wavelet entropy of stochastic processesWe compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the Normalized Total Wavelet Entropy (NTWS) family [Phys. Rev. E 57 (1998) 932; J.…L. Zunino, D. G. Perez, M. Garavaglia et al.·Mar 17, 2006SaveLearn
Surrogate testing of volatility series from long-range correlated noiseDetrended fluctuation analysis (DFA) [1] of the volatility series has been found to be useful in dentifying possible nonlinear/multifractal dynamics in the empirical sample [2-4]. Long-range volatile…Radhakrishnan Nagarajan·Mar 15, 2006SaveLearn
A General Theory of Goodness of Fit in Likelihood FitsMaximum likelihood fits to data can be performed using binned data and unbinned data. The likelihood fits in either case produce only the fitted quantities but not the goodness of fit. With binned…Rajendran Raja·Mar 15, 2006SaveLearn
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction MarketsWe show that the cost of market orders and the profit of infinitesimal market-making or -taking strategies can be expressed in terms of directly observable quantities, namely the spread and the…Matthieu Wyart, Jean-Philippe Bouchaud, Julien Kockelkoren et al.·Mar 10, 2006SaveLearn
On the Statistical SignificanceA definition for the statistical significance by constructing a correlation between the normal distribution integral probability and the p-value observed in an experiment is proposed, which is…Yongsheng Zhu·Mar 10, 2006SaveLearn
Nonextensive statistical features of the Polish stock market fluctuationsThe statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here we present a systematic study of such…R. Rak, S. Drozdz, J. Kwapien·Mar 9, 2006SaveLearn
Functional dissipation microarrays for classificationIn this article, we describe a new method of extracting information from signals, called functional dissipation, that proves to be very effective for enhancing classification of high resolution,…D. Napoletani, D. C. Struppa, T. Sauer et al.·Feb 28, 2006SaveLearn
Tuning degree distributions of scale-free networksScale-free networks are characterized by a degree distribution with power-law behavior and have been shown to arise in many areas, ranging from the World Wide Web to transportation or social…C. C. Leary, M. Schwehm, M. Eichner et al.·Feb 22, 2006SaveLearn
Transformation of equations in analysis of proportionality through referent modelsIn proportionality of objects, samples or populations, usually we work with Z score of proportionality calculated through referent models, instead directly with the variables of the objects in…Enrique Ordaz Romay·Feb 22, 2006SaveLearn
Collective synchronization induced by epidemic dynamics on complex networks with communitiesMuch recent empirical evidence shows that community structure is ubiquitous in the real-world networks. In this Letter, we propose a growth model to create scale-free networks with the…Gang Yan, Zhong-Qian Fu, Jie Ren et al.·Feb 21, 2006SaveLearn
Stochasticity of Road Traffic Dynamics: Comprehensive Linear and Nonlinear Time Series Analysis on High Resolution Freeway Traffic RecordsThe dynamical properties of road traffic time series from North-Rhine Westphalian motorways are investigated. The article shows that road traffic dynamics is well described as a persistent stochastic…Helge Siegel, Dennis Belomestnyi·Feb 20, 2006SaveLearn
Detecting rich-club ordering in complex networksUncovering the hidden regularities and organizational principles of networks arising in physical systems ranging from the molecular level to the scale of large communication infrastructures is the…Vittoria Colizza, Alessandro Flammini, M. Angeles Serrano et al.·Feb 20, 2006SaveLearn
Modularity and community structure in networksMany networks of interest in the sciences, including a variety of social and biological networks, are found to divide naturally into communities or modules. The problem of detecting and…M. E. J. Newman·Feb 17, 2006SaveLearn
Changed reference models in proportionality analysisIn the statistical analysis of objects, samples and populations with quantitative variables, in many occasions we are interested in knowing the proportions that exist between the different variables…Enrique Ordaz Romay·Feb 9, 2006SaveLearn
sPlot: A Quick IntroductionThe paper advocates the use of a statistical tool dedicated to the exploration of data samples populated by several sources of events. This new technique, called sPlot, is able to unfold the…Muriel Pivk·Feb 3, 2006SaveLearn
Structure and evolution of online social relationships: Heterogeneity in warm discussionsWith the advancement in the information age, people are using electronic media more frequently for communications, and social relationships are also increasingly resorting to online channels. While…K. -I. Goh, Y. -H. Eom, H. Jeong et al.·Jan 31, 2006SaveLearn
A nonextensive approach to the dynamics of financial observablesWe present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy…Silvio M. Duarte Queiros, Luis G. Moyano, Jeferson de Souza et al.·Jan 31, 2006SaveLearn
Critique on the measurement of neutron cross-sections by the Deep Inelastic Neutron Scattering techniqueWe analyze a recent work of Mayers and Abdul-Redah,[J.Phys.: Condens. Matter 16, 4811 (2004)] in which the autors report the existence of anomalous neutron cross sections in several systems. In…J. J. Blostein, J. Dawidowski, J. R. Granada·Jan 31, 2006SaveLearn
Level Crossing Analysis of the Stock MarketsWe investigate the average frequency of positive slope να+, crossing for the returns of market prices. The method is based on stochastic processes which no scaling feature is explicitly…G. R. Jafari, M. S. Movahed, S. M. Fazeli et al.·Jan 26, 2006SaveLearn