Category: Publications
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The perils of thresholding
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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.
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Stationarity of extreme bursts in the solar wind
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Nicholas R. Moloney and Joern Davidsen have an article in Physical Review E on their analysis of extreme bursts in the solar wind:
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Evaluating gambles using dynamics
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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
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Ergodicity Breaking in Geometric Brownian Motion
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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
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Information-theoretic model for communication
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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
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Time, for a change.
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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:
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“Partial ensemble averages in geometric Brownian motion” submitted.
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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