• Análise e estimação de medidas de risco em processos FIEGARCH 

      Prass, Taiane Schaedler (2008) [Dissertação]
      Neste trabalho apresentamos os principais resultados encontrados na literatura, relacionados a processos ARCH, GARCH e EGARCH. Descrevemos os processos FIEGARCH e introduzimos resultados relacionados a estacionariedade e ...
    • Anomalous diffusion : a basic mechanism for the evolution of inhomogeneous systems 

      Oliveira, Fernando Albuquerque de; Ferreira, Rogelma Maria da Silva; Lapas, Luciano Calheiros; Vainstein, Mendeli Henning (2019) [Artigo de periódico]
      In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. ...
    • Conductance fluctuations in high mobility monolayer graphene : nonergodicity, lack of determinism and chaotic behavior 

      Cunha, Carlo Requiao da; Mineharu, Masaaki; Matsunaga, Masahiro; Matsumoto, Naoki; Chuang, Chiashain; Ochiai, Yuichi; Kim, Gil-Ho; Watanabe, Kenji; Taniguchi, Takashi; Ferry, David K.; Aoki, Nobuyuki (2016) [Artigo de periódico]
      We have fabricated a high mobility device, composed of a monolayer graphene flake sandwiched between two sheets of hexagonal boron nitride. Conductance fluctuations as functions of a back gate voltage and magnetic field ...
    • Ergodicity breaking and quasistationary states in systems with long-range interactions 

      Teixeira, Ana Carolina Ribeiro; Benetti, Fernanda Pereira da Cruz; Pakter, Renato; Levin, Yan (2014) [Artigo de periódico]
      In the thermodynamic limit, systems with long-range interactions do not relax to equilibrium, but become trapped in quasistationary states (qSS), the life time of which diverges with the number of particles. In this paper ...