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    Wyświetlanie 1-4 z 4
    Tytuł:
    Effect of Stochastic Dynamics on the Nuclear Magnetic Resonance in a Field Gradient
    Autorzy:
    Tóthová, J.
    Lisý, V.
    Powiązania:
    https://bibliotekanauki.pl/articles/1032635.pdf
    Data publikacji:
    2017-04
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    76.60.-k
    76.60.Lz
    05.40.-a
    05.10.Gg
    Opis:
    In the present contribution, the attenuation function S(t) for an ensemble of spins in a magnetic-field gradient is calculated through an accumulation of the phase shifts in the rotating frame resulting from the changes of the particle displacements. The found S(t) is applicable for any kind of the stochastic motion of spins, including their non-Markovian dynamics with memory. Depending on the considered system, both the classical expressions valid for normal diffusion at long times and new formulae for the short-time Brownian motion can be obtained. Our method is also applicable to the NMR pulse sequences based on the refocusing principle. This is demonstrated by describing the spin echo experiment developed by Hahn.
    Źródło:
    Acta Physica Polonica A; 2017, 131, 4; 1111-1113
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Hierarchical Cont-Bouchaud Model
    Autorzy:
    Paluch, R.
    Suchecki, K.
    Hołyst, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/1388158.pdf
    Data publikacji:
    2015-03
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.-s
    89.65.Gh
    89.75.-k
    05.40.-a
    Opis:
    We extend the well-known Cont-Bouchaud model to include a hierarchical topology of agent's interactions. The influence of hierarchy on system dynamics is investigated by two models. The first one is based on a multi-level, nested Erdős-Rényi random graph and individual decisions by agents according to Potts dynamics. This approach does not lead to a broad return distribution outside a parameter regime close to the original Cont-Bouchaud model. In the second model we introduce a limited hierarchical Erdős-Rényi graph, where merging of clusters at a level h+1 involves only clusters that have merged at the previous level h and we use the original Cont-Bouchaud agent dynamics on resulting clusters. The second model leads to a heavy-tail distribution of cluster sizes and relative price changes in a wide range of connection densities, not only close to the percolation threshold.
    Źródło:
    Acta Physica Polonica A; 2015, 127, 3A; A-108-A-112
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Multifractal Background Noise of Monofractal Signals
    Autorzy:
    Grech, D.
    Pamuła, G.
    Powiązania:
    https://bibliotekanauki.pl/articles/1408977.pdf
    Data publikacji:
    2012-02
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.45.Tp
    89.75.Da
    05.40.-a
    89.75.-k
    89.65.Gh
    Opis:
    We investigate the presence of multifractal residual background effect for monofractal signals which appears due to the finite length of the signals and (or) due to the constant long memory the signals reveal. This phenomenon is investigated numerically within the multifractal detrended fluctuation analysis (MF-DFA) for artificially generated time series. Next, the analytical formulas enabling to describe the multifractal content in such signals are provided. Final results are shown in the frequently used generalized Hurst exponent h(q) multifractal scenario as a function of time series length L and the autocorrelation scaling exponent value γ. The obtained results may be significant in any practical application of multifractality, including financial data analysis, because the "true" multifractal effect should be clearly separated from the so called "multifractal noise" resulting from the finite data length. Examples from finance in this context are given. The provided formulas may help to decide whether one deals with the signal of real multifractal origin or not and make further step in analysis of the so called spurious or corrupted multifractality discussed in literature.
    Źródło:
    Acta Physica Polonica A; 2012, 121, 2B; B-34-B-39
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Multifractality of Nonlinear Transformations with Application in Finances
    Autorzy:
    Grech, D.
    Pamuła, G.
    Powiązania:
    https://bibliotekanauki.pl/articles/1400170.pdf
    Data publikacji:
    2013-03
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.45.Df
    05.45.Tp
    89.65.Gh
    89.75.Da
    89.75.-k
    89.20.-a
    05.40.-a
    Opis:
    We study the multifractal effects of nonlinear transformations of monofractal, stationary time series and apply the found results to measure the "true" unbiased multifractality generated only by multiscaling properties of initial (primary) data before transformations. A difference is stressed between "naive" observed multifractal effects calculated directly within detrended multifractal analysis as the spread Δh of the generalized Hurst exponents h(q) and the more reliable unbiased multifractality received after subtraction of residual bias effects generated by nonlinear transformations of initial data and coupled with finite size effects in time series. This property is investigated for volatile series of the real main world financial indices. A difference between multifractal properties of intraday and interday quotes is also pointed out in this context for the Warsaw Stock Exchange WIG index. Finally, based on the observed feature of real nonstationary data, a new measure of unbiased multifractality in signals is introduced. This measure comes from an analysis of the whole generalized Hurst exponent profile instead of looking just at its edge behavior $h^{±} ≡ h(q→ ±∞)$. Such an approach seems to be particularly useful when h(q) is not a monotonic function of the moment order q. Interesting examples with extreme events from finance are presented. They convince that an analysis directed only on investigation of the edges $h^{±}$ in multifractal spectrum may be misleading.
    Źródło:
    Acta Physica Polonica A; 2013, 123, 3; 529-537
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-4 z 4

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