202 citations · 393 across the 11 of their papers we have counts for
3 papers · 1 filter
A random telegraph signal of Mittag-Leffler type
Simone Ferraro, Michele Manzini, Aldo Masoero +1
A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegr…
Accuracy and Robustness of Clustering Algorithms for Small-Size Applications in Bioinformatics
Pamela Minicozzi, Fabio Rapallo, Enrico Scalas +1
The performance (accuracy and robustness) of several clustering algorithms is studied for linearly dependent random variables in the presence of noise. It turns out that the error…
Activity spectrum from waiting-time distribution
Mauro Politi, Enrico Scalas
In high frequency financial data not only returns but also waiting times between trades are random variables. In this work, we analyze the spectra of the waiting-time processes for…