It is well established that a wide variety of phenomena in cellular and molecular biology
involve anomalous transport eg the statistics for the motility of cells and molecules are …

Stochastic processes are widely used for model building in the social, physical, engineering
and life sciences as well as in financial economics. In model building, statistical inference for …

Interconnection networks-on-chip (NOCs) are rapidly replacing other forms of interconnect in
chip multiprocessors and system-on-chip designs. Existing interconnection networks use …

How do nonlinear clocks in time and/or space affect the fundamental properties of a
stochastic process? Specifically, how precisely may ergodic processes such as fractional …

Time-dependent processes are often analyzed using the power spectral density (PSD)
calculated by taking an appropriate Fourier transform of individual trajectories and finding …

A fundamental hypothesis of quantitative finance is that stock price variations are
independent and can be modeled using Brownian motion. In recent years, it was proposed …

It has been recently shown that spot volatilities can be closely modeled by rough stochastic
volatility-type dynamics. In such models, the log-volatility follows a fractional Brownian …

We compare the forecasts of Quadratic Variation given by the Realized Volatility (RV) and
the Two Scales Realized Volatility (TSRV) computed from high frequency data in the …

Since Bandt and Pompe's seminal work, permutation entropy has been used in several
applications and is now an essential tool for time series analysis. Beyond becoming a …

In recent years the significance of Gaussian processes to communication networks has
grown considerably. The inherent flexibility of the Gaussian traffic model enables the …