We use the natural invariant density of the map and the Perron–Frobenius operator to analytically evaluate the statistical properties for chaotic intermittency. This study can be understood as an improvement of the previous ...

A density function is generally not well defined in functional data context, but we can define a surrogate of a probability density, also called pseudo-density, when the small ball probability can be approximated by the ...

We present two different approaches to obtain a probability density function for the stock?s future price: a predictive distribution, based on a Bayesian time series model, and the implied distribution, based on Black & ...

This paper reports theoretical and numerical results about the reinjection process in type V intermittency. The M function methodology is applied to a simple mathematical model to evaluate the reinjection process through ...

In this paper, type V intermittency is studied using the M function methodology developed in the last years. This methodology is applied on two different maps to evaluate the reinjection probability density function (RPD), ...