5 papers
Ubiquitous power law scaling in nonlinear self-excited Hawkes processes
Kiyoshi Kanazawa, Didier Sornette
The origin(s) of the ubiquity of probability distribution functions (PDF) with power law tails is still a matter of fascination and investigation in many scientific fields from lin…
Field master equation theory of the self-excited Hawkes process
Kiyoshi Kanazawa, Didier Sornette
A field theoretical framework is developed for the Hawkes self-excited point process with arbitrary memory kernels by embedding the original non-Markovian one-dimensional dynamics…
Non-universal power law distribution of intensities of the self-excited Hawkes process: a field-theoretical approach
Kiyoshi Kanazawa, Didier Sornette
The Hawkes self-excited point process provides an efficient representation of the bursty intermittent dynamics of many physical, biological, geological and economic systems. By exp…
Loopy Lévy flights enhance tracer diffusion in active suspensions
Kiyoshi Kanazawa, Tomohiko G. Sano, Andrea Cairoli +1
Brownian motion is widely used as a paradigmatic model of diffusion in equilibrium media throughout the physical, chemical, and biological sciences. However, many real world system…
Kinetic Theory for Finance Brownian Motion from Microscopic Dynamics
Kiyoshi Kanazawa, Takumi Sueshige, Hideki Takayasu +1
Recent technological development has enabled researchers to study social phenomena scientifically in detail and financial markets has particularly attracted physicists since the Br…