A first passage under resetting approach to income dynamics
Detailed knowledge of individual income dynamics is one essential ingredient for
investigating the existence of the American dream, pertinent to the question Are we able to …
investigating the existence of the American dream, pertinent to the question Are we able to …
Geometric Brownian motion under stochastic resetting: A stationary yet nonergodic process
We study the effects of stochastic resetting on geometric Brownian motion with drift (GBM), a
canonical stochastic multiplicative process for nonstationary and nonergodic dynamics …
canonical stochastic multiplicative process for nonstationary and nonergodic dynamics …
Anomalous diffusion, nonergodicity, non-Gaussianity, and aging of fractional Brownian motion with nonlinear clocks
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 …
stochastic process? Specifically, how precisely may ergodic processes such as fractional …
Time-averaging and nonergodicity of reset geometric Brownian motion with drift
How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the
future? Specifically, what are the long-time properties of a time-local exponential growth of …
future? Specifically, what are the long-time properties of a time-local exponential growth of …
Heterogeneous diffusion with stochastic resetting
We study a heterogeneous diffusion process (HDP) with position-dependent diffusion
coefficient and Poissonian stochastic resetting. We find exact results for the mean squared …
coefficient and Poissonian stochastic resetting. We find exact results for the mean squared …
[HTML][HTML] Random walks on networks with centrality-based stochastic resetting
We introduce a refined way to diffusely explore complex networks with stochastic resetting
where the resetting site is derived from node centrality measures. This approach differs from …
where the resetting site is derived from node centrality measures. This approach differs from …
An energy performance contracting parameter optimization method based on the response surface method: A case study of a metro in China
As an effective mechanism for improving energy efficiency, energy performance contracting
(EPC) is receiving increasing attention. However, due to many uncertain factors that affect …
(EPC) is receiving increasing attention. However, due to many uncertain factors that affect …
Autocorrelation functions and ergodicity in diffusion with stochastic resetting
Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or
master equation approach are typically used to study steady state and other transport …
master equation approach are typically used to study steady state and other transport …
Backbone diffusion and first-passage dynamics in a comb structure with confining branches under stochastic resetting
We study the diffusive motion of a test particle in a two-dimensional comb structure
consisting of a main backbone channel with continuously distributed side branches, in the …
consisting of a main backbone channel with continuously distributed side branches, in the …
[HTML][HTML] Universality of delay-time averages for financial time series: Analytical results, computer simulations, and analysis of historical stock-market prices
S Ritschel, AG Cherstvy, R Metzler - Journal of Physics …, 2021 - iopscience.iop.org
We analyze historical data of stock-market prices for multiple financial indices using the
concept of delay-time averaging for the financial time series (FTS). The region of validity of …
concept of delay-time averaging for the financial time series (FTS). The region of validity of …