13 citations · 13 across the 1 of their papers we have counts for
5 papers
Towards a Universal Measure of Complexity
Jarosław Klamut, Ryszard Kutner, Zbigniew R. Struzik
Recently it has been argued that entropy can be a direct measure of complexity, where the smaller value of entropy indicates lower system complexity, while its larger value indicat…
Continuous Time Random Walk with correlated waiting times. The crucial role of inter-trade times in volatility clustering
Jarosław Klamut, Tomasz Gubiec
In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by p…
Multi-phase long-term autocorrelated diffusion: Stationary continuous-time Weierstrass walk vs. flight
Tomasz Gubiec, Jarosław Klamut, Ryszard Kutner
In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the Lévy walk. The h…
The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times
Jarosław Klamut, Ryszard Kutner, Tomasz Gubiec +1
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dyna…
Directed Continuous-Time Random Walk with memory
Jarosław Klamut, Tomasz Gubiec
We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we conside…