72 citations · 359 across the 47 of their papers we have counts for
49 papers
Universal Critical Behavior of Transition to Chaos: Intermittency Route
Ken-ichi Okubo, Ken Umeno
The robustness of the universality class concept of the chaotic transition was investigated by analytically obtaining its critical exponent for a wide class of maps. In particular,…
The reference distributions of Maurer's universal statistical test and its improved tests
Yasunari Hikima, Atsushi Iwasaki, Ken Umeno
Maurer's universal statistical test can widely detect non-randomness of given sequences. Coron proposed an improved test, and further Yamamoto and Liu proposed a new test based on…
Superdiffusion of Aerosols Emitted After Sneezing -- Nonequilibrium Statistical Mechanics Approach
Satoshi Sugimoto, Ken Umeno
We study a stochastic behavior of aerosols by the non-equilibrium statistical mechanics approach using the analytical approach of the Langevin equation. We firstly show that superd…
Exploring asymmetric multifractal cross-correlations of price-volatility and asymmetric volatility dynamics in cryptocurrency markets
Shinji Kakinaka, Ken Umeno
Asymmetric relationship between price and volatility is a prominent feature of the financial market time series. This paper explores the price-volatility nexus in cryptocurrency ma…
Infinite Ergodicity that Preserves the Lebesgue Measure
Ken-ichi Okubo, Ken Umeno
We proved that for the countably infinite number of one-parameterized one dimensional dynamical systems, they preserve the Lebesgue measure and they are ergodic for the measure (in…
Flexible Two-point Selection Approach for Characteristic Function-based Parameter Estimation of Stable Laws
Shinji Kakinaka, Ken Umeno
Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of…