Buscar
Mostrando ítems 1-7 de 7
Central limit theorem for a class of globally correlated random variables
(American Physical Society, 2016-06)
The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in the presence of strong correlations between the added random contributions. Here, we study ...
The Leverage Effect and Other Stylized Facts Displayed by Bitcoin Returns
(2021-06-01)
In this paper, we explore some stylized facts of the Bitcoin market using the BTC-USD exchange rate time series of historical intraday data from 2013 to 2020. Despite Bitcoin presenting some very peculiar idiosyncrasies, ...
Modelos de caminatas aleatorias para procesos de transporte
(2020)
Se estudian los procesos de captura de una partícula difusiva en dos contextos: la transmisión en medios fluctuantes y la reacción mediada por difusión. El modelo para medios fluctuantes se plantea como una MCTRW (CTRW ...
Nonstationary quantum phenomena in cavity quantum electrodynamics and optomechanics
(Universidad Nacional de ColombiaBogotá - Ciencias - Doctorado en Ciencias - FísicaDepartamento de FísicaFacultad de CienciasBogotáUniversidad Nacional de Colombia - Sede Bogotá, 2020-08)
In this thesis, I present methods and techniques for the study and use of non- stationary quantum phenomena in cavity quantum electrodynamics and optomechanics. Thus, I introduce a multiple-scale perturbation technique ...