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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Detalles Bibliográficos
Autores principales: Fanchiotti, Huner, García Canal, Carlos Alberto, Martínez, Norberto Horacio
Formato: Libro Capitulo de libro
Lenguaje:Inglés
Publicado: Springer, Tokyo 2002
Materias:
Física
Probability Density Function
Operational Amplifier
Multiplicative Noise
Bode Plot
Bide Plot
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/130951
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-130951
record_format dspace
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
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AT garciacanalcarlosalberto simulationandanalysisofapowerlawfluctuationgenerator
AT martineznorbertohoracio simulationandanalysisofapowerlawfluctuationgenerator
bdutipo_str Repositorios
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