109 citations · 135 across the 5 of their papers we have counts for
5 papers
Tunneling in double-well potentials within Nelson's stochastic mechanics: Application to ammonia inversion
Danilo F. Schafaschek, Giovani L. Vasconcelos, Antônio M. S. Macêdo
Nelson's stochastic mechanics formulates quantum dynamics as a real-time conservative diffusion process in which a particle undergoes Brownian-like motion with a fluctuation amplit…
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
Luan M. T. de Moraes, Antônio M. S. Macêdo, Giovani L. Vasconcelos +1
We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the d…
Matrix H-theory approach to stock market fluctuations
Luan M. T. de Moraes, Antônio M. S. Macedo, Raydonal Ospina +1
We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint…
Emergence of skewed non-Gaussian distributions of velocity increments in isotropic turbulence
W. Sosa-Correa, R. M. Pereira, A. M. S. Macêdo +3
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been g…
Long-range correlations and nonstationarity in the Brazilian stock market
R. L. Costa, G. L. Vasconcelos
We report an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data we introduce a r…