109 citations · 135 across the 5 of their papers we have counts for
3 papers · 1 filter
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…