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A statistical physics view of financial fluctuations: Evidence for scaling and universality

✍ Scribed by H. Eugene Stanley; Vasiliki Plerou; Xavier Gabaix


Book ID
108236888
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
813 KB
Volume
387
Category
Article
ISSN
0378-4371

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πŸ“œ SIMILAR VOLUMES


Statistical properties of many-particle
πŸ“‚ Article πŸ“… 1988 πŸ› Elsevier Science 🌐 English βš– 81 KB

We present a theory of multichannel disordered conductors by directly studying the statistical distribution of the transfer matrix for the full system. The theory is based on the general properties of the scattering system: flux conservation, time-reversal invariance, and the appropriate combination

Statistical properties of many-particle
πŸ“‚ Article πŸ“… 1988 πŸ› Elsevier Science 🌐 English βš– 140 KB

We present a theory of multichannel disordered conductors by directly studying the statistical distribution of the transfer matrix for the full system. The theory is based on the general properties of the scattering system: flux conservation, time-reversal invariance, and the appropriate combination