5 citations
8 papers
Sub-exponential Growth Dynamics in Complex Systems: A Piecewise Power-Law Model for the Diffusion of New Words and Names
Hayafumi Watanabe
The diffusion of ideas and language in society has conventionally been described by S-shaped models, such as the logistic curve. However, the role of sub-exponential growth -- a sl…
A minor extension of the logistic equation for growth of word counts on online media: Parametric description of diversity of growth phenomena in society
Hayafumi Watanabe
To understand the growing phenomena of new vocabulary on nationwide online social media, we analyzed monthly word count time series extracted from approximately 1 billion Japanese…
Relations between anomalous diffusion and fluctuation scaling: The case of ultraslow diffusion and time-scale-independent fluctuation scaling in language
Hayafumi Watanabe
Fluctuation scaling (FS) and anomalous diffusion have been discussed in different contexts, even though both are often observed in complex systems. To clarify the relationship betw…
Model of continuous random cascade processes in financial markets
Jun-ichi Maskawa, Koji Kuroda
This article present a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources tr…
Multiplicative random cascades with additional stochastic process in financial markets
Jun-ichi Maskawa, Koji Kuroda, Joshin Murai
Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and f…
The Empirical Beta Copula
Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara
Given a sample from a multivariate distribution , the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the ori…