| dc.creator | Fanchiotti, Huner | |
| dc.creator | García Canal, Carlos Alberto | |
| dc.creator | Martínez, Norberto Horacio | |
| dc.date | 2002 | |
| dc.date | 2022-02-11T16:47:48Z | |
| dc.date.accessioned | 2023-07-15T04:37:12Z | |
| dc.date.available | 2023-07-15T04:37:12Z | |
| dc.identifier | http://sedici.unlp.edu.ar/handle/10915/130951 | |
| dc.identifier | isbn:978-4-431-66993-7 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/7470247 | |
| dc.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. | |
| dc.description | Facultad de Ciencias Exactas | |
| dc.format | application/pdf | |
| dc.format | 222-229 | |
| dc.language | en | |
| dc.publisher | Springer, Tokyo | |
| dc.rights | http://creativecommons.org/licenses/by-nc-sa/4.0/ | |
| dc.rights | Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) | |
| dc.subject | Física | |
| dc.subject | Probability Density Function | |
| dc.subject | Operational Amplifier | |
| dc.subject | Multiplicative Noise | |
| dc.subject | Bode Plot | |
| dc.subject | Bide Plot | |
| dc.title | Simulation and Analysis of a Power Law Fluctuation Generator | |
| dc.type | Libro | |
| dc.type | Capitulo de libro | |
