1 citations · 1 across the 1 of their papers we have counts for
3 papers
Noise dressing of the correlation matrix of factor models
Fabrizio Lillo, Rosario N. Mantegna
We study the spectral density of factor models of multivariate time series. By making use of the Random Matrix Theory we analytically quantify the effect of noise dressing on the s…
Long-range correlated stationary Markovian processes
Fabrizio Lillo, Salvatore Micciche', Rosario N. Mantegna
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation o…
Comparative genomics study of inverted repeats in bacteria
Fabrizio Lillo, Salvatore Basile, Rosario N. Mantegna
We investigate the number of inverted repeats observed in 37 complete genomes of bacteria. The number of inverted repeats observed is much higher than expected using Markovian mode…