50 citations · 181 across the 13 of their papers we have counts for
13 papers
Scaling of distributions of sums of positions for chaotic dynamics at band-splitting points
Alvaro Diaz-Ruelas, Miguel Angel Fuentes, Alberto Robledo
The stationary distributions of sums of positions of trajectories generated by the logistic map have been found to follow a basic renormalization group (RG) structure: a nontrivial…
Sums of variables at the onset of chaos
Miguel Angel Fuentes, Alberto Robledo
We explain how specific dynamical properties give rise to the limit distribution of sums of deterministic variables at the transition to chaos via the period-doubling route. We stu…
Sensitivity, entropy, and escape rates at the onset of chaos
Miguel Angel Fuentes, Yuzuru Sato, Constantino Tsallis
We analytically link three properties of nonlinear dynamical systems, namely sensitivity to initial conditions, entropy production, and escape rate, in -logistic maps for both p…
Universal Behavior of Extreme Price Movements in Stock Markets
Miguel A. Fuentes, Austin Gerig, Javier Vicente
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of…
Stationary distributions of sums of marginally chaotic variables as renormalization group fixed points
Miguel A. Fuentes, A. Robledo
We determine the limit distributions of sums of deterministic chaotic variables in unimodal maps assisted by a novel renormalization group (RG) framework associated to the operatio…
Renormalization group structure for sums of variables generated by incipiently chaotic maps
Miguel Angel Fuentes, Alberto Robledo
We look at the limit distributions of sums of deterministic chaotic variables in unimodal maps and find a remarkable renormalization group (RG) structure associated to the operatio…