11 citations · 31 across the 5 of their papers we have counts for
5 papers
Periodic-orbit determination of dynamical correlations in stochastic processes
Miki U. Kobayashi, Hirokazu Fujisaka, Syuji Miyazaki
It is shown that large deviation statistical quantities of the discrete time, finite state Markov process , where P_n^{(j)} is the probab…
Mapping Model of Chaotic Phase Synchronization
Hirokazu Fujisaka, Satoki Uchiyama, Takehiko Horita
A coupled map model for the chaotic phase synchronization and its desynchronization phenomenon is proposed. The model is constructed by integrating the coupled kicked oscillator sy…
Critical dynamics of phase transition driven by dichotomous Markov noise
Katsuya Ouchi, Takehiko Horita, Hirokazu Fujisaka
An Ising spin system under the critical temperature driven by a dichotomous Markov noise (magnetic field) with a finite correlation time is studied both numerically and theoretical…
Coarse-graining and Self-similarity of Price Fluctuations
Yoshi Fujiwara, Hirokazu Fujisaka
We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumptio…
Continued-fraction expansion of eigenvalues of generalized evolution operators in terms of periodic orbits
Hirokazu Fujisaka, Hideto Shigematsu, Bruno Eckhardt
A new expansion scheme to evaluate the eigenvalues of the generalized evolution operator (Frobenius-Perron operator) relevant to the fluctuation spectrum and poles of the o…