11 citations · 31 across the 5 of their papers we have counts for
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cond-mat.stat-mech2005★ 7 cited
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…
cond-mat.stat-mech2001★ 11 cited
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…