92 citations · 195 across the 8 of their papers we have counts for
8 papers
Scaling and shape of financial returns distributions modeled as conditionally independent random variables
Hernán Larralde, Roberto Mota Navarro
We show that assuming that the returns are independent when conditioned on the value of their variance (volatility), which itself varies in time randomly, then the distribution of…
From anomalous diffusion in polygons to a transport locking relation
Luisana Claudio-Pachecano, Hernán Larralde, Carlos Mejía-Monasterio
We study particle transport in a class of open channels of finite length, made of identical cells of connected open polygonal billiards with parallel boundaries. In these systems t…
Lévy-like behavior in deterministic models of intelligent agents exploring heterogeneous environments
D. Boyer, O. Miramontes, H. Larralde
Many studies on animal and human movement patterns report the existence of scaling laws and power-law distributions. Whereas a number of random walk models have been proposed to ex…
How rare are diffusive rare events?
David P. Sanders, Hernán Larralde
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many indepe…
Violation of the Zeroth Law of Thermodynamics in Systems with Negative Specific Heat
A. Ramirez-Hernandez, H. Larralde, F. Leyvraz
We show that systems with negative specific heat can violate the zeroth law of thermodynamics. By both numerical simulations and by using exact expressions for free energy and micr…
Static Pairwise Annihilation in Complex Networks
M. F. Laguna, M. Aldana, H. Larralde +2
We study static annihilation on complex networks, in which pairs of connected particles annihilate at a constant rate during time. Through a mean-field formalism, we compute the te…