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原文連結
論文資訊
- 類型：已發表論文
- 日期：2018-08-30
摘要
In this work, we show that it is possible to obtain important ubiquitous physical characteristics when an aggregation of many systems is taken into account. We discuss the possibility of obtaining not only an anomalous 擴散 process, but also a Non-Linear 擴散 equation, that leads to a probability distribution, when using a set of non-馬可夫ian processes. This probability distribution shows a 冪次定律 behavior in the structure of its tails. It also reflects the anomalous transport characteristics of the ensemble of particles. This ubiquitous behavior, with a 冪次定律 in the diffusive transport and the structure of the probability distribution, is related to a fast fluctuating phenomenon presented in the noise parameter. We discuss all the previous results using a financial time series example.
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