Simulation and Analysis of a Power Law Fluctuation Generator
Recently, Sato, Takayasu and Sawada (2000) constructed an analog circuit able to generate a signal corresponding to a time series with fluctuations having a probability density function with a power law tail. The exponent of the power law can be arbitrarily fixed by tuning an appropriate resistance....
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Formato: | Libro Capitulo de libro |
Lenguaje: | Inglés |
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Springer, Tokyo
2002
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Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/130951 |
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I19-R120-10915-130951 |
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institution |
Universidad Nacional de La Plata |
institution_str |
I-19 |
repository_str |
R-120 |
collection |
SEDICI (UNLP) |
language |
Inglés |
topic |
Física Probability Density Function Operational Amplifier Multiplicative Noise Bode Plot Bide Plot |
spellingShingle |
Física Probability Density Function Operational Amplifier Multiplicative Noise Bode Plot Bide Plot Fanchiotti, Huner García Canal, Carlos Alberto Martínez, Norberto Horacio Simulation and Analysis of a Power Law Fluctuation Generator |
topic_facet |
Física Probability Density Function Operational Amplifier Multiplicative Noise Bode Plot Bide Plot |
description |
Recently, Sato, Takayasu and Sawada (2000) constructed an analog circuit able to generate a signal corresponding to a time series with fluctuations having a probability density function with a power law tail. The exponent of the power law can be arbitrarily fixed by tuning an appropriate resistance. In a sense it is the analog of a differential equation of the Langevin type including both multiplicative and additive noise. The authors claim that their circuit could be used in the near future as a simulator-generator of financial market fluctuations and consequently as a tool for risk estimations and forecasts. |
format |
Libro Capitulo de libro |
author |
Fanchiotti, Huner García Canal, Carlos Alberto Martínez, Norberto Horacio |
author_facet |
Fanchiotti, Huner García Canal, Carlos Alberto Martínez, Norberto Horacio |
author_sort |
Fanchiotti, Huner |
title |
Simulation and Analysis of a Power Law Fluctuation Generator |
title_short |
Simulation and Analysis of a Power Law Fluctuation Generator |
title_full |
Simulation and Analysis of a Power Law Fluctuation Generator |
title_fullStr |
Simulation and Analysis of a Power Law Fluctuation Generator |
title_full_unstemmed |
Simulation and Analysis of a Power Law Fluctuation Generator |
title_sort |
simulation and analysis of a power law fluctuation generator |
publisher |
Springer, Tokyo |
publishDate |
2002 |
url |
http://sedici.unlp.edu.ar/handle/10915/130951 |
work_keys_str_mv |
AT fanchiottihuner simulationandanalysisofapowerlawfluctuationgenerator AT garciacanalcarlosalberto simulationandanalysisofapowerlawfluctuationgenerator AT martineznorbertohoracio simulationandanalysisofapowerlawfluctuationgenerator |
bdutipo_str |
Repositorios |
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1764820453012013056 |