3 papers
math.DS2026
Stable laws for heavy-tailed observables on polynomially mixing billiards
Matthew Nicol, Manpreet Singh, Andrew Torok
We investigate the competition between two distinct mechanisms generating stable laws in deterministic dynamical systems: slow mixing of the system and heavy-tailed observables. Fo…
math.DS2024
Birkhoff sum convergence of Fréchet observables to stable laws for Gibbs-Markov systems and applications
An Chen, Matthew Nicol, Andrew Török
We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables , mostly of the form $ϕ(x) = d(x,x_…
cond-mat.other2004
A Theory of Fluctuations in Stock Prices
A. L. Alejandro-Quinones, K. E. Bassler, M. Field +5
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a st…