activity
20042020
most citedOn the distribution of high-frequency stock market traded volume: a dynamical scenario

61 citations · 275 across the 18 of their papers we have counts for

collaborators

19 papers

cond-mat.stat-mech2020★ 2 cited

Non-Markovianity, entropy production, and Jarzynski equality

J. Martins, L. Defaveri, D. O. Soares-Pinto +2

We explore the role a non-Markovian memory kernel plays on information exchange and entropy production in the context of a external work protocol. The Jarzynski Equality is shown t…

cond-mat.dis-nn2010

Fat-tailed and compact random-field Ising models on cubic lattices

Nuno Crokidakis, Silvio M. Duarte Queiros

Using a single functional form which is able to represent several different classes of statistical distributions, we introduce a preliminary study of the ferromagnetic Ising model…

physics.data-an2009

Generalised cascades

Silvio M. Duarte Queiros

In this manuscript we give thought to the aftermath on the stable probability density function when standard multiplicative cascades are generalised cascades based on the -produ…

physics.data-an2008★ 5 cited

On discrete stochastic processes with long-lasting time dependence

Silvio M. Duarte Queiros

In this manuscript, we analytically and numerically study statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose vari…

cond-mat.stat-mech2008★ 4 cited

On a comparative study between dependence scales determined by linear and non-linear measures

Silvio M. Duarte Queiros

In this manuscript we present a comparative study about the determination of the relaxation (\textit{i.e.}, independence) time scales obtained from the correlation function, the mu…

cond-mat.stat-mech2008★ 15 cited

On the role of ergodicity and mixing in the central limit theorem for Casati-Prosen triangle map variables

Silvio M. Duarte Queiros

In this manuscript we analyse the behaviour of the probability density function of the sum of deterministic variables generated from the triangle map of Casati-Prosen. For the…