14 citations · 20 across the 14 of their papers we have counts for
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A New Window Onto Quantum Chaos
John Evans, Fredrick Michael
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are invest…
Towards a Non-extensive Random Matrix Theory
John Evans, Fredrick Michael
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investi…
Excess Demand Financial Market Model
Fredrick Michael, John Evans, M. D. Johnson
Recently we reported on an application of the Tsallis non-extensive statistics to the S&P500 stock index. There we argued that the statistics are applicable to a broad range of mar…
Black-Scholes-Like Derivative Pricing With Tsallis Non-extensive Statistics
Fredrick Michael, M. D. Johnson
We recently showed that the S&P500 stock market index is well described by Tsallis non-extensive statistics and nonlinear Fokker-Planck time evolution. We argued that these results…
Replacing Leads by Self-Energies Using Nonequilibrium Green's Functions
Fredrick Michael, M. D. Johnson
An open quantum system consists of leads connected to a device of interest. Within the nonequilibrium Green's function technique, we examine the replacement of leads by self-energi…