The perils of thresholding

Together with co-authors Francesc Font-Clos, Gunnar Pruessner and Anna Deluca, Nicholas has studied the effect of thresholding on birth-death processes. The exact distribution of the duration time above threshold can be computed. Read more

Nicholas R Moloney

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

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