A note on symmetry breaking in a non linear marketing model
Sign Up to like & getrecommendations! Published in 2021 at "Decisions in Economics and Finance"
DOI: 10.1007/s10203-021-00339-6
Abstract: In this paper, we consider the nonlinear discrete-time dynamic model proposed by Bischi and Baiardi (Chaos Solitons Fractals 79:145-156, 2015a). The model considers players with adaptive adjustment mechanisms towards the best reply and a form… read more here.
Keywords: linear marketing; breaking non; non linear; model ... See more keywords
Codifference can detect ergodicity breaking and non-Gaussianity
Sign Up to like & getrecommendations! Published in 2019 at "New Journal of Physics"
DOI: 10.1088/1367-2630/ab13f3
Abstract: We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in… read more here.
Keywords: codifference; ergodicity breaking; breaking non; non gaussianity ... See more keywords