Simulation and Analysis of a Power Law Fluctuation Generator

Autores
Fanchiotti, Huner; García Canal, Carlos Alberto; Martínez, Norberto Horacio
Año de publicación
2002
Idioma
inglés
Tipo de recurso
parte de libro
Estado
versión publicada
Descripción
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.
Facultad de Ciencias Exactas
Materia
Física
Probability Density Function
Operational Amplifier
Multiplicative Noise
Bode Plot
Bide Plot
Nivel de accesibilidad
acceso abierto
Condiciones de uso
http://creativecommons.org/licenses/by-nc-sa/4.0/
Repositorio
SEDICI (UNLP)
Institución
Universidad Nacional de La Plata
OAI Identificador
oai:sedici.unlp.edu.ar:10915/130951
Acceder
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oai_identifier_str oai:sedici.unlp.edu.ar:10915/130951
network_acronym_str SEDICI
repository_id_str 1329
network_name_str SEDICI (UNLP)
spelling Simulation and Analysis of a Power Law Fluctuation GeneratorFanchiotti, HunerGarcía Canal, Carlos AlbertoMartínez, Norberto HoracioFísicaProbability Density FunctionOperational AmplifierMultiplicative NoiseBode PlotBide PlotRecently, 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.Facultad de Ciencias ExactasSpringer, Tokyo2002info:eu-repo/semantics/bookPartinfo:eu-repo/semantics/publishedVersionCapitulo de librohttp://purl.org/coar/resource_type/c_3248info:ar-repo/semantics/parteDeLibroapplication/pdf222-229http://sedici.unlp.edu.ar/handle/10915/130951enginfo:eu-repo/semantics/altIdentifier/isbn/978-4-431-66993-7info:eu-repo/semantics/altIdentifier/doi/10.1007/978-4-431-66993-7_24info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-sa/4.0/Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-17T10:14:26Zoai:sedici.unlp.edu.ar:10915/130951Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-17 10:14:26.537SEDICI (UNLP) - Universidad Nacional de La Platafalse
dc.title.none.fl_str_mv Simulation and Analysis of a Power Law Fluctuation Generator
title Simulation and Analysis of a Power Law Fluctuation Generator
spellingShingle Simulation and Analysis of a Power Law Fluctuation Generator
Fanchiotti, Huner
Física
Probability Density Function
Operational Amplifier
Multiplicative Noise
Bode Plot
Bide Plot
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
dc.creator.none.fl_str_mv Fanchiotti, Huner
García Canal, Carlos Alberto
Martínez, Norberto Horacio
author Fanchiotti, Huner
author_facet Fanchiotti, Huner
García Canal, Carlos Alberto
Martínez, Norberto Horacio
author_role author
author2 García Canal, Carlos Alberto
Martínez, Norberto Horacio
author2_role author
author
dc.subject.none.fl_str_mv Física
Probability Density Function
Operational Amplifier
Multiplicative Noise
Bode Plot
Bide Plot
topic Física
Probability Density Function
Operational Amplifier
Multiplicative Noise
Bode Plot
Bide Plot
dc.description.none.fl_txt_mv 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.
Facultad de Ciencias Exactas
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.
publishDate 2002
dc.date.none.fl_str_mv 2002
dc.type.none.fl_str_mv info:eu-repo/semantics/bookPart
info:eu-repo/semantics/publishedVersion
Capitulo de libro
http://purl.org/coar/resource_type/c_3248
info:ar-repo/semantics/parteDeLibro
format bookPart
status_str publishedVersion
dc.identifier.none.fl_str_mv http://sedici.unlp.edu.ar/handle/10915/130951
url http://sedici.unlp.edu.ar/handle/10915/130951
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/isbn/978-4-431-66993-7
info:eu-repo/semantics/altIdentifier/doi/10.1007/978-4-431-66993-7_24
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by-nc-sa/4.0/
Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by-nc-sa/4.0/
Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
dc.format.none.fl_str_mv application/pdf
222-229
dc.publisher.none.fl_str_mv Springer, Tokyo
publisher.none.fl_str_mv Springer, Tokyo
dc.source.none.fl_str_mv reponame:SEDICI (UNLP)
instname:Universidad Nacional de La Plata
instacron:UNLP
reponame_str SEDICI (UNLP)
collection SEDICI (UNLP)
instname_str Universidad Nacional de La Plata
instacron_str UNLP
institution UNLP
repository.name.fl_str_mv SEDICI (UNLP) - Universidad Nacional de La Plata
repository.mail.fl_str_mv alira@sedici.unlp.edu.ar
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score 13.001348

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