Stationarity of extreme bursts in the solar wind
Nicholas R. Moloney and Joern Davidsen have an article in Physical Review E on their analysis of extreme bursts in the solar wind: Read more →
Evaluating gambles using dynamics
Ole Peters’ and Murray Gell-Mann’s manuscript is now available as SFI working paper 14-05-013 and on the arXiv at http://arxiv.org/abs/1405.0585 The paper presents the foundations of a possible new Read more →
Ergodicity Breaking in Geometric Brownian Motion
The paper by Ole Peters and Bill Klein is published in Physical Review Letters. It takes issue with the common but false assumption of ergodicity — the equality of time averages and expectation values Read more →
Information-theoretic model for communication
Ronald Dickman, Nicholas Moloney and Eduardo Altmann analyse an information-theoretic model for communication (introduced by Ferrer i Cancho and Solé), building on previous work by Read more →
Time, for a change.
Ole Peters’ Gresham lecture “Time, for a change” is now available online (audio, video, transcript). Some highlights from the lecture that may clarify a few comments we’ve received: Read more →
“Partial ensemble averages in geometric Brownian motion” submitted.
In this paper Ole Peters and Bill Klein clarify two important issues in geometric Brownian motion. They show analytically, using extreme-value theory, that the time-average growth rate for a finite ensemble is the same as Read more →
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